OrderAcknowledgementOptionUSFutures.h

Go to the documentation of this file.

/*
* 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/BinaryMessage.h>


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

    /// Is sent in response to a New Order Option US Futures message.
    struct ONIXS_CBOE_CFE_BOE_API OrderAcknowledgementOptionUSFutures : public BinaryMessage
    {
        /// The time the event occurred in the CFE Matching Engine.
        DateTime transactionTime() const
        {
            return ordinary<DateTime>(0);
        }

        /// Echoed back from the TPH message.
        StrRef clOrdId() const
        {
            return fixedStr<20>(8);
        }

        /// Order identifier supplied by CFE.
        Binary8 orderId() const
        {
            return ordinary<Binary8>(28);
        }

        /// Side.
        Side::Enum side() const
        {
            return enumeration<Side>(36);
        }

        /// Echoed back from the TPH message.
        BinaryPrice price() const
        {
            return ordinary<BinaryPrice>(37);
        }

        /// Echoed back from the TPH message.
        StrRef ordType() const
        {
            return fixedStr<1>(45);
        }

        /// Echoed back from the TPH message.
        StrRef timeInForce() const
        {
            return fixedStr<1>(46);
        }

        /// Echoed back from the TPH message.
        StrRef symbol() const
        {
            return fixedStr<8>(47);
        }

        /// Echoed back from the TPH message.
        StrRef securityDesc() const
        {
            return fixedStr<16>(55);
        }

        /// Echoed back from the TPH message.
        StrRef capacity() const
        {
            return fixedStr<1>(71);
        }

        /// Echoed back from the TPH message.
        StrRef account() const
        {
            return fixedStr<16>(72);
        }

        /// Echoed back from the TPH message.
        StrRef clearingFirm() const
        {
            return fixedStr<4>(88);
        }

        /// Echoed back from the TPH message.
        StrRef clearingAccount() const
        {
            return fixedStr<4>(92);
        }

        /// Echoed back from the TPH message.
        Binary4 orderQty() const
        {
            return ordinary<Binary4>(96);
        }

        /// PreventMatch as accepted by CBOE.
        StrRef preventMatch() const
        {
            return fixedStr<3>(100);
        }

        /// Indic ates status of client position in a trade resulting from the order.
        OpenClose::Enum openClose() const
        {
            return enumeration<OpenClose>(103);
        }

        /// Quantity still open for further execution. 
        Binary4 leavesQty() const
        {
            return ordinary<Binary4>(104);
        }

        /// Indicates whether the trade added or removed liquidity.
        BaseLiquidityIndicator::Enum baseLiquidityIndicator() const
        {
            return enumeration<BaseLiquidityIndicator>(108);
        }

        /// Echoed back from the TPH message.
        DateTime expireTime() const
        {
            return ordinary<DateTime>(109);
        }

        /// Additional information about the liquidity of an order.
        SubLiquidityIndicator::Enum subLiquidityIndicator() const
        {
            return enumeration<SubLiquidityIndicator>(117);
        }

        /// Echoed back from the TPH message.
        Binary4 cMTANumber() const
        {
            return ordinary<Binary4>(118);
        }

        /// Echoed back from the TPH message.
        CtiCode::Enum ctiCode() const
        {
            return enumeration<CtiCode>(122);
        }

        /// Echoed back from the TPH message.
        ManualOrderIndicator::Enum manualOrderIndicator() const
        {
            return enumeration<ManualOrderIndicator>(123);
        }

        /// Echoed back from the TPH message.
        StrRef oEOID() const
        {
            return fixedStr<18>(124);
        }

        /// Echoed back from the TPH message.
        Binary4 cumQty() const
        {
            return ordinary<Binary4>(142);
        }

        /// Echoed back from the TPH message.
        StrRef frequentTraderId() const
        {
            return fixedStr<6>(146);
        }

        /// Echoed back from the TPH message.
        CustOrderHandlingInst::Enum custOrderHandlingInst() const
        {
            return enumeration<CustOrderHandlingInst>(152);
        }

        /// Echoed back from the TPH message.
        StrRef countryCode() const
        {
            return fixedStr<2>(153);
        }

        /// The earliest timestamp, populated with nanosecond precision, recorded by CFE of the corresponding inbound message being acknowledged.
        DateTime requestReceivedTime() const
        {
            return ordinary<DateTime>(155);
        }

        /// Legs.
        Binary1 legCnt() const
        {
            return ordinary<Binary1>(163);
        }

        struct Leg : public BinaryMessage
        {
            /// Echoed back from the TPH message.
            StrRef legPositionEffect() const
            {
                return fixedStr<1>(0);
            }

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

        ///
        Leg legs(MessageSize index) const
        {
            if (index >= legCnt())
                throw std::out_of_range("index");
            return submessage<Leg>(163 + 1 + 1 * index, 1);
        }

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

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

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

}
}
}
}