CombinedBidAskInvolved.h

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/*
 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
 *
 * This software owned by Onix Solutions Limited [OnixS] and is protected by
 * copyright law and international copyright treaties.
 *
 * Access to and use of the software is governed by the terms of the applicable
 * ONIXS Software Services Agreement (the Agreement) and Customer end user
 * license agreements granting a non-assignable, non-transferable and
 * non-exclusive license to use the software for it's own data processing
 * purposes under the terms defined in the Agreement.
 *
 * Except as otherwise granted within the terms of the Agreement, copying or
 * reproduction of any part of this source code or associated reference material
 * to any other location for further reproduction or redistribution, and any
 * amendments to this copyright notice, are expressly prohibited.
 *
 * Any reproduction or redistribution for sale or hiring of the Software not in
 * accordance with the terms of the Agreement is a violation of copyright law.
 */
 
#pragma once
 
#include <OnixS/Senaf/MarketData/Enumerations.h>
#include <OnixS/Senaf/MarketData/Export.h>
#include <OnixS/Senaf/MarketData/Time.h>
 
#include <iosfwd>
#include <string>
 
namespace OnixS { namespace Senaf { namespace MarketData {

struct ONIXS_BME_SENAF_EXPORT CombinedBidAskInvolved
{
    enum
    {
        code = 15
    };

    CombinedBidAskInvolved();

    unsigned int messageNumber;

    unsigned char market;

    TimeSpan publicationTime;

    unsigned int investmentDecision;

    unsigned int execution;

    unsigned char liquidityProvisionActivity;

    InstrumentType::Enum instrumentType;

    unsigned short reference;

    unsigned char bidLevel;

    Side::Enum bidSide;

    unsigned char bidPosition;

    unsigned int bidVolume;

    int bidPrice;

    int bidYield;

    unsigned char askLevel;

    Side::Enum askSide;

    unsigned char askPosition;

    unsigned int askVolume;

    int askPrice;

    int askYield;

    unsigned int bidPositionNumber;

    unsigned int askPositionNumber;

    unsigned char member;

    unsigned char broker;

    unsigned char user;

    unsigned int label;

    unsigned int originalRequestNumber;

    std::string toString() const;
 
private:
    friend class MessageDeserializer;
    CombinedBidAskInvolved(const char* data, size_t dataSize);
    void deserialize(const char* data, size_t dataSize);
    void reset();
};

ONIXS_BME_SENAF_EXPORT std::ostream& operator<<(std::ostream&, const CombinedBidAskInvolved&);
 
}}} // namespace OnixS::Senaf::MarketData