REPO_ORDER Class Reference

#include <SMP.Classes.REPO_ORDER.h>

Collaboration diagram for REPO_ORDER:

Public Member Functions
	REPO_ORDER ()
virtual	~REPO_ORDER ()
virtual ClassId::Enum	id () const
size_t	deserialize (const void *buf, size_t inLen)
virtual std::string	toString () const
virtual size_t	serializationBufSize () const
virtual REPO_ORDER *	clone () const
virtual REPO_ORDER *	clone (void *) const
Public Member Functions inherited from Class
virtual	~Class ()
size_t	getMaxMessageSize () const

Public Attributes
TI_MSG_INFO	orderMsgInfo
TI_IN_OUT_FLAG::Enum	inOutFlag
REPO_MEMBER_INFO	provider
REPO_MEMBER_INFO	aggressor
UInt32	propMsgId
REPO_INSTRUMENT_DATE_INFO	instrument
REPO_ORDER_EVENT::Enum	event
REPO_ORDER_STATUS::Enum	status
REPO_ORDER_SUBSTATUS::Enum	subStatusProvider
REPO_ORDER_SUBSTATUS::Enum	subStatusAggressor
TI_VERB::Enum	verb
REPO_ORDER_TYPE::Enum	orderType
UInt32	orderTimeout
UInt64	updateTime
Double	rate
Double	qty
Double	remainingQty
Double	fillQty

Detailed Description

Definition at line 47 of file SMP.Classes.REPO_ORDER.h.

Constructor & Destructor Documentation

REPO_ORDER ( )

inline

Definition at line 50 of file SMP.Classes.REPO_ORDER.h.

virtual ~REPO_ORDER ( )

inlinevirtual

Definition at line 54 of file SMP.Classes.REPO_ORDER.h.

Member Function Documentation

virtual REPO_ORDER* clone ( ) const

virtual

Implements Class.

virtual REPO_ORDER* clone ( void *  ) const

virtual

Implements Class.

size_t deserialize	(	const void *	buf,
		size_t	inLen
	)

virtual ClassId::Enum id ( ) const

inlinevirtual

Class id.

Implements Class.

Definition at line 57 of file SMP.Classes.REPO_ORDER.h.

virtual size_t serializationBufSize ( ) const

inlinevirtual

Implements Class.

Definition at line 124 of file SMP.Classes.REPO_ORDER.h.

virtual std::string toString ( ) const

virtual

Provides string presentation.

Implements Class.

Member Data Documentation

REPO_MEMBER_INFO aggressor

Member's ID of the Aggressor.

Definition at line 72 of file SMP.Classes.REPO_ORDER.h.

REPO_ORDER_EVENT::Enum event

Action applied to the order.

Definition at line 81 of file SMP.Classes.REPO_ORDER.h.

Double fillQty

Quantity filled (CompletelyFilled/PartFilled)

Definition at line 114 of file SMP.Classes.REPO_ORDER.h.

TI_IN_OUT_FLAG::Enum inOutFlag

Indicates whether it is an incoming order (IN) or an outgoing order (OUT)

Definition at line 66 of file SMP.Classes.REPO_ORDER.h.

REPO_INSTRUMENT_DATE_INFO instrument

ID of the financial instrument.

Definition at line 78 of file SMP.Classes.REPO_ORDER.h.

TI_MSG_INFO orderMsgInfo

ID of the order.

Definition at line 63 of file SMP.Classes.REPO_ORDER.h.

UInt32 orderTimeout

Duration of the order (expressed in seconds)

Definition at line 99 of file SMP.Classes.REPO_ORDER.h.

REPO_ORDER_TYPE::Enum orderType

Type of order.

Definition at line 96 of file SMP.Classes.REPO_ORDER.h.

UInt32 propMsgId

Sequential number of the proposal or RFQ.

Definition at line 75 of file SMP.Classes.REPO_ORDER.h.

REPO_MEMBER_INFO provider

Member's ID of the Provider.

Definition at line 69 of file SMP.Classes.REPO_ORDER.h.

Double qty

Quantity of the order.

Definition at line 108 of file SMP.Classes.REPO_ORDER.h.

Double rate

Rate of the order.

Definition at line 105 of file SMP.Classes.REPO_ORDER.h.

Double remainingQty

Quantity of the order not filled (PartFilled/Rejected/Refused case)

Definition at line 111 of file SMP.Classes.REPO_ORDER.h.

REPO_ORDER_STATUS::Enum status

Processing status of the order.

Definition at line 84 of file SMP.Classes.REPO_ORDER.h.

REPO_ORDER_SUBSTATUS::Enum subStatusAggressor

Processing substatus of the order for the aggressor.

Definition at line 90 of file SMP.Classes.REPO_ORDER.h.

REPO_ORDER_SUBSTATUS::Enum subStatusProvider

Processing substatus of the order for the provider.

Definition at line 87 of file SMP.Classes.REPO_ORDER.h.

UInt64 updateTime

Time at which the last change was made to the order.

Definition at line 102 of file SMP.Classes.REPO_ORDER.h.

TI_VERB::Enum verb

Specifies whether it is a buy or sell order and is set from the receiving member's viewpoint. This means that the Verb field has different values for the aggressor and the provider, and reflects thetype of operation (buy or sell) actually performed by the receiving member.

Definition at line 93 of file SMP.Classes.REPO_ORDER.h.

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The documentation for this class was generated from the following file:

• /work/include/OnixS/MTS/Repo/SDP/Classes/SMP.Classes.REPO_ORDER.h