NewOrderV2.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 <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/OutgoingMessage.h>


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

    /// New Order US Futures V2
    struct ONIXS_CBOE_CFE_BOE_API NewOrderV2 : public OutgoingMessage
    {
        /// Unique Id chosen by the client.
        StrRef clOrdId() const
        {
            return clOrdId_;
        }

        /// Unique Id chosen by the client.
        void clOrdId(StrRef value)
        {
            clOrdId_ = value;
        }

        /// Side
        Side::Enum side() const
        {
            return side_;
        }

        /// Side
        void side(Side::Enum value)
        {
            side_ = value;
        }

        /// Order quantity. System limit is 999,999 contracts.
        Binary4 orderQty() const
        {
            return orderQty_;
        }

        /// Order quantity. System limit is 999,999 contracts.
        void orderQty(Binary4 value)
        {
            orderQty_ = value;
        }

        /// EFID that will clear the trade.
        StrRef clearingFirm() const
        {
            return clearingFirm_;
        }

        /// EFID that will clear the trade.
        void clearingFirm(StrRef value)
        {
            clearingFirm_ = value;
        }

        /// Supplemental identifier.
        StrRef clearingAccount() const
        {
            return clearingAccount_;
        }

        /// Supplemental identifier.
        void clearingAccount(StrRef value)
        {
            clearingAccount_ = value;
        }

        /// Limit price. Four implied decimal places.
        BinaryPrice price() const
        {
            return price_;
        }

        /// Limit price. Four implied decimal places.
        void price(BinaryPrice value)
        {
            price_ = value;
        }

        /// Order type
        OrdType::Enum ordType() const
        {
            return ordType_;
        }

        /// Order type
        void ordType(OrdType::Enum value)
        {
            ordType_ = value;
        }

        /// Time In Force
        TimeInForce::Enum timeInForce() const
        {
            return timeInForce_;
        }

        /// Time In Force
        void timeInForce(TimeInForce::Enum value)
        {
            timeInForce_ = value;
        }

        /// Minimum fill quantity for IOC orders.
        Binary4 minQty() const
        {
            return minQty_;
        }

        /// Minimum fill quantity for IOC orders.
        void minQty(Binary4 value)
        {
            minQty_ = value;
        }

        /// Symbol
        StrRef symbol() const
        {
            return symbol_;
        }

        /// Symbol
        void symbol(StrRef value)
        {
            symbol_ = value;
        }

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

        /// The Capacity refers to the OCC account type.
        void capacity(Capacity::Enum value)
        {
            capacity_ = value;
        }

        /// Unique account identifier associated with an order.
        StrRef account() const
        {
            return account_;
        }

        /// Unique account identifier associated with an order.
        void account(StrRef value)
        {
            account_ = value;
        }

        /// Prevent match
        StrRef preventMatch() const
        {
            return preventMatch_;
        }

        /// Prevent match
        void preventMatch(StrRef value)
        {
            preventMatch_ = value;
        }

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

        /// Required for TimeInForce = 6 orders, specifies the date-time (in UTC) that the order expires.
        void expireTime(DateTime value)
        {
            expireTime_ = value;
        }

        /// 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 maturityDate_;
        }

        /// When specifying the Symbol for a New Order message the user can specify the mapped symbol identifier in the Symbol field.
        void maturityDate(Date value)
        {
            maturityDate_ = value;
        }

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

        /// Indicates status of client position in a trade resulting from the order.
        void openClose(OpenClose::Enum value)
        {
            openClose_ = value;
        }

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

        /// CMTA Number of the firm that will clear the trade.
        void cMTANumber(Binary4 value)
        {
            cMTANumber_ = value;
        }

        /// Stop price.
        BinaryPrice stopPx() const
        {
            return stopPx_;
        }

        /// Stop price.
        void stopPx(BinaryPrice value)
        {
            stopPx_ = value;
        }

        /// 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 customGroupId_;
        }

        /// Used to group orders for use in mass cancels where multiple orders can be cancelled by specifying a list of CustomGroupIds.
        void customGroupId(Binary2 value)
        {
            customGroupId_ = value;
        }

        /// Cti Code
        CtiCode::Enum ctiCode() const
        {
            return ctiCode_;
        }

        /// Cti Code
        void ctiCode(CtiCode::Enum value)
        {
            ctiCode_ = value;
        }

        /// Manual order indicator.
        ManualOrderIndicator::Enum manualOrderIndicator() const
        {
            return manualOrderIndicator_;
        }

        /// Manual order indicator.
        void manualOrderIndicator(ManualOrderIndicator::Enum value)
        {
            manualOrderIndicator_ = value;
        }

        /// Identifies the Order Entry Operator responsible for this message.
        StrRef oEOID() const
        {
            return oEOID_;
        }

        /// Identifies the Order Entry Operator responsible for this message.
        void oEOID(StrRef value)
        {
            oEOID_ = value;
        }

        /// Supplemental customer identifier used for billing related programs.
        StrRef frequentTraderId() const
        {
            return frequentTraderId_;
        }

        /// Supplemental customer identifier used for billing related programs.
        void frequentTraderId(StrRef value)
        {
            frequentTraderId_ = value;
        }

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

        /// Execution source code provided during order entry to describe broker service.
        void custOrderHandlingInst(CustOrderHandlingInst::Enum value)
        {
            custOrderHandlingInst_ = value;
        }

        /// Identifies the country code of the person or system submitting the order.
        StrRef countryCode() const
        {
            return countryCode_;
        }

        /// Identifies the country code of the person or system submitting the order.
        void countryCode(StrRef value)
        {
            countryCode_ = value;
        }

        /// Returns message type
        MessageType::Enum type() const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE { return MessageType::NewOrderV2; };

        /// Validates message data
        /// Throws std::invalid_argument exception if message content is invalid.
        void validate() const ONIXS_BATS_BOE_OVERRIDE;

        /// Returns the text representation
        std::string toString() const ONIXS_BATS_BOE_OVERRIDE;

        /// The text representation
        void toString(std::string& str) const ONIXS_BATS_BOE_OVERRIDE;

    private:
        size_t serializeTo(unsigned char*) const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE;

        Text<20> clOrdId_;
        Side::Enum side_;
        Binary4 orderQty_;
        Alpha<4> clearingFirm_;
        Alpha<4> clearingAccount_;
        BinaryPrice price_;
        OrdType::Enum ordType_;
        TimeInForce::Enum timeInForce_;
        Binary4 minQty_;
        Alphanumeric<8> symbol_;
        Capacity::Enum capacity_;
        Text<16> account_;
        Text<3> preventMatch_;
        DateTime expireTime_;
        Date maturityDate_;
        OpenClose::Enum openClose_;
        Binary4 cMTANumber_;
        BinaryPrice stopPx_;
        Binary2 customGroupId_;
        CtiCode::Enum ctiCode_;
        ManualOrderIndicator::Enum manualOrderIndicator_;
        Text<18> oEOID_;
        Alphanumeric<6> frequentTraderId_;
        CustOrderHandlingInst::Enum custOrderHandlingInst_;
        Text<2> countryCode_;
    };

    /// Serializes object into string.
    ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const NewOrderV2&);

    /// Serializes object into string.
    inline std::string toStr(const NewOrderV2& msg)
    {
        std::string str;
        toStr(str, msg);
        return str;
    }

}
}
}
}