OrderExecReportBroadcast.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
 
// Project specific includes
#include <OnixS/Eurex/DropCopy/Export.h>
#include <OnixS/Eurex/DropCopy/Message.h>
 
// Standard includes
#include <cstdint>
#include <iosfwd>
#include <string>
#include <vector>
 
namespace OnixS { namespace Eurex { namespace DropCopy {

class ONIXS_EUREX_EDCI_EXPORT OrderExecReportBroadcast : public Message
{
public:
    OrderExecReportBroadcast();

    class ONIXS_EUREX_EDCI_EXPORT RBCHeaderElem
    {
    public:
        RBCHeaderElem();

        std::uint64_t sendingTime;

        std::uint32_t partyIdExecutingUnit;

        std::uint16_t partitionId;

        ApplId::Enum applId;

        LastFragment::Enum lastFragment;

        std::string toString() const;
 
    private:
        friend class Serializer;
        RBCHeaderElem(const void* data);
        void nativeSerializeTo(void* data) const;
    };
 
    using RBCHeader = RBCHeaderElem;
    RBCHeader rbcHeader;

    std::uint64_t orderId;

    std::uint64_t clOrdId;

    std::uint64_t origClOrdId;

    std::int64_t securityId;

    std::uint64_t execId;

    std::int64_t price;

    std::int64_t stopPx;

    std::int64_t leavesQty;

    std::int64_t cumQty;

    std::int64_t cxlQty;

    std::int64_t orderQty;

    std::uint64_t partyIdClientId;

    std::uint64_t partyIdInvestmentDecisionMaker;

    std::uint64_t executingTrader;

    std::int32_t marketSegmentId;

    std::uint32_t matchInstCrossId;

    std::uint32_t expireDate;

    std::uint32_t partyIdSessionId;

    std::uint32_t partyIdExecutingTrader;

    ProductComplex::Enum productComplex;

    OrdStatus::Enum ordStatus;

    ExecType::Enum execType;

    Side::Enum side;

    OrdType::Enum ordType;

    MatchType::Enum matchType;

    TradingCapacity::Enum tradingCapacity;

    TimeInForce::Enum timeInForce;

    ExecInst::Enum execInst;

    Triggered::Enum triggered;

    TradingSessionSubId::Enum tradingSessionSubId;

    ApplSeqIndicator::Enum applSeqIndicator;

    SelfMatchPreventionInstruction::Enum selfMatchPreventionInstruction;

    CrossMatchInstruction::Enum crossMatchInstruction;

    PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier;

    ExecutingTraderQualifier::Enum executingTraderQualifier;

    CrossedIndicator::Enum crossedIndicator;

    CustOrderHandlingInst::Enum custOrderHandlingInst;

    OrderOrigination::Enum orderOrigination;

    std::string freeText1;

    std::string freeText2;

    std::string freeText3;

    std::string fixClOrdId;

    std::string fixOrigClOrdId;

    std::string partyEndClientIdentification;

    class ONIXS_EUREX_EDCI_EXPORT FillsGrpElem
    {
    public:
        FillsGrpElem();

        std::int64_t fillPx;

        std::int64_t fillQty;

        std::uint32_t fillMatchId;

        std::int32_t fillExecId;

        std::string toString() const;
 
    private:
        friend class Serializer;
        FillsGrpElem(const void* data);
        void nativeSerializeTo(void* data) const;
    };
 
    using FillsGrp = std::vector<FillsGrpElem>;
    FillsGrp fillsGrp;

    TemplateId::Enum templateId() const override;

    std::string toString() const override;
 
private:
    friend class Serializer;
    OrderExecReportBroadcast(const void* data, std::size_t dataSize, MessageInfo& msgInfo);
    void nativeSerializeTo(void* data) override;
};

ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, const OrderExecReportBroadcast::RBCHeaderElem&);

ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, const OrderExecReportBroadcast::FillsGrpElem&);

ONIXS_EUREX_EDCI_EXPORT std::ostream& operator<<(std::ostream&, const OrderExecReportBroadcast&);
 
}}} // namespace OnixS::Eurex::DropCopy