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

#include <SMP.Classes.TI_MARKET_PARAMS.h>

Collaboration diagram for TI_MARKET_PARAMS:

Public Member Functions

 TI_MARKET_PARAMS ()
 
virtual ~TI_MARKET_PARAMS ()
 
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 TI_MARKET_PARAMSclone () const
 
virtual TI_MARKET_PARAMSclone (void *) const
 
- Public Member Functions inherited from Class
virtual ~Class ()
 
size_t getMaxMessageSize () const
 

Public Attributes

UInt32 marketId
 
UInt32 sectionId
 
UInt32 orderTimer
 
UInt32 rFQTimer
 
UInt16 maxNumProposal
 
UInt16 maxNumReactivation
 
UInt16 depthLength
 
TI_FLAG::Enum rfqEnabled
 
TI_FLAG::Enum cATTradingModalityFg
 
TI_FLAG::Enum rFCQTradingModalityFg
 
UInt16 maxNumSingleSideInventoryQuotes
 
UInt16 maxNumDoubleSideInventoryQuotes
 
UInt16 inventoryDepthLength
 
TI_FLAG::Enum strikerQuotingFg
 
TI_FLAG::Enum strikerDoubleSidedQuotesFg
 
TI_FLAG::Enum enableMatchFAKOnStrikerPriceFg
 
TI_FLAG::Enum aCMTradingModalityFg
 
UInt16 maxNumACMCashOffer
 
UInt16 maxNumACMCollateralOffer
 
TI_FLAG::Enum aCMStatisticRateDistributionFg
 
TI_FLAG::Enum aCMCollateralOfferBalanceFg
 
TI_FLAG::Enum aCMCashOfferBalanceFg
 
UInt32 rFQRequesterTimer
 
TI_FLAG::Enum tPCTradingFg
 

Detailed Description

Definition at line 43 of file SMP.Classes.TI_MARKET_PARAMS.h.

Constructor & Destructor Documentation

TI_MARKET_PARAMS ( )
inline

Definition at line 46 of file SMP.Classes.TI_MARKET_PARAMS.h.

virtual ~TI_MARKET_PARAMS ( )
inlinevirtual

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

Member Function Documentation

virtual TI_MARKET_PARAMS* clone ( ) const
virtual

Implements Class.

virtual TI_MARKET_PARAMS* 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 53 of file SMP.Classes.TI_MARKET_PARAMS.h.

virtual size_t serializationBufSize ( ) const
inlinevirtual

Implements Class.

Definition at line 138 of file SMP.Classes.TI_MARKET_PARAMS.h.

virtual std::string toString ( ) const
virtual

Provides string presentation.

Implements Class.

Member Data Documentation

TI_FLAG::Enum aCMCashOfferBalanceFg

If true, a Cash Provider will be allowed to accept Collateral Offers only up to the achievement of the Cash Offer quantity.

Definition at line 122 of file SMP.Classes.TI_MARKET_PARAMS.h.

TI_FLAG::Enum aCMCollateralOfferBalanceFg

If true, then the sum of quantities of the Offers inserted by a COP for each Cash offer must be less than the quantity of the Cash Offer.

Definition at line 119 of file SMP.Classes.TI_MARKET_PARAMS.h.

TI_FLAG::Enum aCMStatisticRateDistributionFg

If true, then ACM Market Statistic Rates distribution is enabled.

Definition at line 116 of file SMP.Classes.TI_MARKET_PARAMS.h.

TI_FLAG::Enum aCMTradingModalityFg

If true, then ACM trading modality is enabled on the section.

Definition at line 107 of file SMP.Classes.TI_MARKET_PARAMS.h.

TI_FLAG::Enum cATTradingModalityFg

If true, then Click-and-Trade trading modality is enabled on the section.

Definition at line 83 of file SMP.Classes.TI_MARKET_PARAMS.h.

UInt16 depthLength

Length of the market depth (per section)

Definition at line 77 of file SMP.Classes.TI_MARKET_PARAMS.h.

TI_FLAG::Enum enableMatchFAKOnStrikerPriceFg

Flag indicating whether matching between FAK orders and quotes with striker prices is enabled or not.

Definition at line 104 of file SMP.Classes.TI_MARKET_PARAMS.h.

UInt16 inventoryDepthLength

Length of the market inventory depth (per section)

Definition at line 95 of file SMP.Classes.TI_MARKET_PARAMS.h.

UInt32 marketId

Unique ID of the market.

Definition at line 59 of file SMP.Classes.TI_MARKET_PARAMS.h.

UInt16 maxNumACMCashOffer

Maximum number of cash offers that a member may have on the market at the same time.

Definition at line 110 of file SMP.Classes.TI_MARKET_PARAMS.h.

UInt16 maxNumACMCollateralOffer

Maximum number of collateral offers that a member may have on the market at the same time.

Definition at line 113 of file SMP.Classes.TI_MARKET_PARAMS.h.

UInt16 maxNumDoubleSideInventoryQuotes

Maximum number of inventory double sided quotes that a member may have on the market at the same time.

Definition at line 92 of file SMP.Classes.TI_MARKET_PARAMS.h.

UInt16 maxNumProposal

Maximum number of proposals that a member may have on the market at the same time. Locked and cancelled proposals are not considered in the count by the system.

Definition at line 71 of file SMP.Classes.TI_MARKET_PARAMS.h.

UInt16 maxNumReactivation

Maximum number of reactivations that a member may apply to another member for Exceeded Credit Lines.

Definition at line 74 of file SMP.Classes.TI_MARKET_PARAMS.h.

UInt16 maxNumSingleSideInventoryQuotes

Maximum number of inventory single sided quotes that a member may have on the market at the same time.

Definition at line 89 of file SMP.Classes.TI_MARKET_PARAMS.h.

UInt32 orderTimer

Number of seconds for manually accepting an order.

Definition at line 65 of file SMP.Classes.TI_MARKET_PARAMS.h.

TI_FLAG::Enum rFCQTradingModalityFg

If true, then RFCQ trading modality is enabled on the section.

Definition at line 86 of file SMP.Classes.TI_MARKET_PARAMS.h.

TI_FLAG::Enum rfqEnabled

Flag indicating whether Rfqs are enabled or not.

Definition at line 80 of file SMP.Classes.TI_MARKET_PARAMS.h.

UInt32 rFQRequesterTimer

Number of seconds for manually accepting/rejecting an RFQ by the Requester (CMF Market Only)

Definition at line 125 of file SMP.Classes.TI_MARKET_PARAMS.h.

UInt32 rFQTimer

Number of seconds for manually accepting an RFQ.

Definition at line 68 of file SMP.Classes.TI_MARKET_PARAMS.h.

UInt32 sectionId

Unique ID of the section.

Definition at line 62 of file SMP.Classes.TI_MARKET_PARAMS.h.

TI_FLAG::Enum strikerDoubleSidedQuotesFg

Flag indicating whether double-sided quotes with striker prices are enabled or not.

Definition at line 101 of file SMP.Classes.TI_MARKET_PARAMS.h.

TI_FLAG::Enum strikerQuotingFg

Flag indicating whether matching with striker prices is enabled on the section.

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

TI_FLAG::Enum tPCTradingFg

Flag indicating whether Third Party Client CAT trading is enabled on the section.

Definition at line 128 of file SMP.Classes.TI_MARKET_PARAMS.h.


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