MutableTASRestatement.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/OutgoingMessage.h>


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

    /// A TAS Restatement is sent post-settlement time for each TAS execution during the associated business day to communicate the updated Price and Symbol associated with the cleared execution.
    struct ONIXS_CBOE_CFE_BOE_API MutableTASRestatement : public OutgoingMessage
    {
        /// The time the event occurred in the CFE Matching Engine (not the time the message was sent).
        DateTime transactionTime() const
        {
            return transactionTime_;
        }

        /// The time the event occurred in the CFE Matching Engine (not the time the message was sent).
        void transactionTime(DateTime value)
        {
            transactionTime_ = value;
        }

        /// The order being restated
        StrRef clOrdId() const
        {
            return clOrdId_;
        }

        /// The order being restated
        void clOrdId(StrRef value)
        {
            clOrdId_ = value;
        }

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

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

        /// Sent to the OCC in the Trade Id field.
        Binary8 execId() const
        {
            return execId_;
        }

        /// Sent to the OCC in the Trade Id field.
        void execId(Binary8 value)
        {
            execId_ = value;
        }

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

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

        /// Limit price of the order.
        BinaryPrice price() const
        {
            return price_;
        }

        /// Limit price of the order.
        void price(BinaryPrice value)
        {
            price_ = value;
        }

        /// CFE native identifier of the instrument
        StrRef symbol() const
        {
            return symbol_;
        }

        /// CFE native identifier of the instrument
        void symbol(StrRef value)
        {
            symbol_ = value;
        }

        /// Maturity date of the instrument
        Date maturityDate() const
        {
            return maturityDate_;
        }

        /// Maturity date of the instrument
        void maturityDate(Date value)
        {
            maturityDate_ = value;
        }

        /// Executed contracts quantity.
        Binary4 lastShares() const
        {
            return lastShares_;
        }

        /// Executed contracts quantity.
        void lastShares(Binary4 value)
        {
            lastShares_ = value;
        }

        /// Price of this fill.
        BinaryPrice lastPx() const
        {
            return lastPx_;
        }

        /// Price of this fill.
        void lastPx(BinaryPrice value)
        {
            lastPx_ = value;
        }

        /// Indicates fee associated with an execution.
        StrRef feeCode() const
        {
            return feeCode_;
        }

        /// Indicates fee associated with an execution.
        void feeCode(StrRef value)
        {
            feeCode_ = value;
        }

        /// Business date of the execution.
        Date tradeDate() const
        {
            return tradeDate_;
        }

        /// Business date of the execution.
        void tradeDate(Date value)
        {
            tradeDate_ = value;
        }

        /// Price as sent to clearing after applying post-close conversions to the original LastPx value.
        BinaryPrice clearingPrice() const
        {
            return clearingPrice_;
        }

        /// Price as sent to clearing after applying post-close conversions to the original LastPx value.
        void clearingPrice(BinaryPrice value)
        {
            clearingPrice_ = value;
        }

        /// Symbol as sent to clearing
        StrRef clearingSymbol() const
        {
            return clearingSymbol_;
        }

        /// Symbol as sent to clearing
        void clearingSymbol(StrRef value)
        {
            clearingSymbol_ = value;
        }

        /// Type
        MultilegReportingType::Enum multilegReportingType() const
        {
            return multilegReportingType_;
        }

        /// Type
        void multilegReportingType(MultilegReportingType::Enum value)
        {
            multilegReportingType_ = value;
        }

        /// Field indicates whether an execution is a spread or a simple instrument execution that is part of a spread trade.
        Binary8 secondaryExecId() const
        {
            return secondaryExecId_;
        }

        /// Field indicates whether an execution is a spread or a simple instrument execution that is part of a spread trade.
        void secondaryExecId(Binary8 value)
        {
            secondaryExecId_ = value;
        }

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

        /// 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;

        DateTime transactionTime_;
        Text<20> clOrdId_;
        Alpha<4> clearingFirm_;
        Binary8 execId_;
        Side::Enum side_;
        BinaryPrice price_;
        Alphanumeric<8> symbol_;
        Date maturityDate_;
        Binary4 lastShares_;
        BinaryPrice lastPx_;
        Alphanumeric<2> feeCode_;
        Date tradeDate_;
        BinaryPrice clearingPrice_;
        Alphanumeric<8> clearingSymbol_;
        MultilegReportingType::Enum multilegReportingType_;
        Binary8 secondaryExecId_;
    };

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

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

}
}
}
}
}