OnixS C++ MTS Repo SDP Handler  1.3.2.8
API documentation
REPO_RFCQ_SYNTHETIC_BOOK Class Reference

#include <SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h>

Collaboration diagram for REPO_RFCQ_SYNTHETIC_BOOK:

Public Member Functions

 REPO_RFCQ_SYNTHETIC_BOOK ()
 
virtual ~REPO_RFCQ_SYNTHETIC_BOOK ()
 
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_RFCQ_SYNTHETIC_BOOKclone () const
 
virtual REPO_RFCQ_SYNTHETIC_BOOKclone (void *) const
 
- Public Member Functions inherited from Class
virtual ~Class ()
 
size_t getMaxMessageSize () const
 

Public Attributes

UInt32 rfcqReqId
 
UInt32 memberId
 
UInt32 traderId
 
TI_RFCQ_TYPE::Enum rfcqType
 
UInt32 tradingListId
 
UInt16 legId
 
REPO_INSTRUMENT_DATE_INFO instrument
 
std::vector< REPO_RFCQ_DEPTH_ROWtradingLevel
 
UInt64 bookTimestamp
 

Static Public Attributes

static const size_t tradingLevelSize = 20
 

Detailed Description

Definition at line 45 of file SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h.

Constructor & Destructor Documentation

Definition at line 48 of file SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h.

virtual ~REPO_RFCQ_SYNTHETIC_BOOK ( )
inlinevirtual

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

Member Function Documentation

virtual REPO_RFCQ_SYNTHETIC_BOOK* clone ( ) const
virtual

Implements Class.

virtual REPO_RFCQ_SYNTHETIC_BOOK* 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_RFCQ_SYNTHETIC_BOOK.h.

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 98 of file SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h.

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

UInt64 bookTimestamp

Time at which the quote was hit/lifted.

Definition at line 88 of file SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h.

Instrument data.

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

UInt16 legId

Unique ID of the trading leg.

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

UInt32 memberId

Unique Id of the buy side member.

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

UInt32 rfcqReqId

Unique ID of the RFCQ request.

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

RFCQ Type (e.g. Outright, MultiLeg)

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

UInt32 traderId

Unique ID of the buy side trader.

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

std::vector<REPO_RFCQ_DEPTH_ROW> tradingLevel

Definition at line 85 of file SMP.Classes.REPO_RFCQ_SYNTHETIC_BOOK.h.

const size_t tradingLevelSize = 20
static

RFCQ Quote Book.

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

UInt32 tradingListId

Unique ID of the trading list.

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


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