ConstantNewOrderV2.h

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* and international copyright treaties.
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* a non-assignable, non-transferable and non-exclusive license to use the software
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*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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*/

#pragma once

#include <vector>

#include <OnixS/CboeCFE/Trading/BOE/ABI.h>
#include <OnixS/CboeCFE/Trading/BOE/Defines.h>
#include <OnixS/CboeCFE/Trading/BOE/Enumerations.h>
#include <OnixS/CboeCFE/Trading/BOE/BinaryMessage.h>


namespace OnixS {
namespace CboeCFE {
namespace Trading {
namespace BOE {
namespace Testing {

    /// New Order US Futures V2
    struct ONIXS_CBOE_CFE_BOE_API ConstantNewOrderV2 : public BinaryMessage
    {
        /// Unique Id chosen by the client.
        StrRef clOrdId() const
        {
            return fixedStr<20>(0);
        }

        /// Side
        Side::Enum side() const
        {
            return enumeration<Side>(20);
        }

        /// Order quantity. System limit is 999,999 contracts.
        Binary4 orderQty() const
        {
            return ordinary<Binary4>(21);
        }

        /// EFID that will clear the trade.
        StrRef clearingFirm() const
        {
            return fixedStr<4>(25);
        }

        /// Supplemental identifier.
        StrRef clearingAccount() const
        {
            return fixedStr<4>(29);
        }

        /// Limit price. Four implied decimal places.
        BinaryPrice price() const
        {
            return ordinary<BinaryPrice>(33);
        }

        /// Order type
        OrdType::Enum ordType() const
        {
            return enumeration<OrdType>(41);
        }

        /// Time In Force
        TimeInForce::Enum timeInForce() const
        {
            return enumeration<TimeInForce>(42);
        }

        /// Minimum fill quantity for IOC orders.
        Binary4 minQty() const
        {
            return ordinary<Binary4>(43);
        }

        /// Symbol
        StrRef symbol() const
        {
            return fixedStr<8>(47);
        }

        /// The Capacity refers to the OCC account type.
        Capacity::Enum capacity() const
        {
            return enumeration<Capacity>(55);
        }

        /// Unique account identifier associated with an order.
        StrRef account() const
        {
            return fixedStr<16>(56);
        }

        /// Prevent match
        StrRef preventMatch() const
        {
            return fixedStr<3>(72);
        }

        /// Required for TimeInForce = 6 orders, specifies the date-time (in UTC) that the order expires.
        DateTime expireTime() const
        {
            return ordinary<DateTime>(75);
        }

        /// When specifying the Symbol for a New Order message the user can specify the mapped symbol identifier in the Symbol field.
        Date maturityDate() const
        {
            return ordinary<Date>(83);
        }

        /// Indicates status of client position in a trade resulting from the order.
        OpenClose::Enum openClose() const
        {
            return enumeration<OpenClose>(87);
        }

        /// CMTA Number of the firm that will clear the trade.
        Binary4 cMTANumber() const
        {
            return ordinary<Binary4>(88);
        }

        /// Stop price.
        BinaryPrice stopPx() const
        {
            return ordinary<BinaryPrice>(92);
        }

        /// Used to group orders for use in mass cancels where multiple orders can be cancelled by specifying a list of CustomGroupIds.
        Binary2 customGroupId() const
        {
            return ordinary<Binary2>(100);
        }

        /// Cti Code
        CtiCode::Enum ctiCode() const
        {
            return enumeration<CtiCode>(102);
        }

        /// Manual order indicator.
        ManualOrderIndicator::Enum manualOrderIndicator() const
        {
            return enumeration<ManualOrderIndicator>(103);
        }

        /// Identifies the Order Entry Operator responsible for this message.
        StrRef oEOID() const
        {
            return fixedStr<18>(104);
        }

        /// Supplemental customer identifier used for billing related programs.
        StrRef frequentTraderId() const
        {
            return fixedStr<6>(122);
        }

        /// Execution source code provided during order entry to describe broker service.
        CustOrderHandlingInst::Enum custOrderHandlingInst() const
        {
            return enumeration<CustOrderHandlingInst>(128);
        }

        /// Identifies the country code of the person or system submitting the order.
        StrRef countryCode() const
        {
            return fixedStr<2>(129);
        }

        static MessageType::Enum type() ONIXS_BATS_BOE_NOEXCEPT { return MessageType::NewOrderV2; };

        /// 
        ConstantNewOrderV2() ONIXS_BATS_BOE_NOEXCEPT
            : BinaryMessage()
        {
        }

        /// Initializes instance over given memory block.
        ConstantNewOrderV2(const void* data, MessageSize size)
            : BinaryMessage(data, size)
        {
        }
    };

    /// Serializes object into string.
    ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const ConstantNewOrderV2&);

    /// Serializes object into string.
    inline std::string toStr(const ConstantNewOrderV2& msg)
    {
        std::string str;
        toStr(str, msg);
        return str;
    }

}
}
}
}
}