AddComplexInstrument.h

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/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
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* and international copyright treaties.
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* Access to and use of the software is governed by the terms of the applicable OnixS Software
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* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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#pragma once

#include <OnixS/Eurex/MarketData/ABI.h>
#include <OnixS/Eurex/MarketData/Numeric.h>
#include <OnixS/Eurex/MarketData/StringRef.h>
#include <OnixS/Eurex/MarketData/EOBI/MessageBase.h>
#include <OnixS/Eurex/MarketData/EOBI/DataContainer.h>

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            namespace EOBI
            {
                class ONIXS_EUREX_EMDI_API AddComplexInstrumentEntry : public DataContainer
                {
                    public:
                        /// Product identifier of the leg security (only applicable for underlying leg).
                        UInt32 legSymbol() const;

                        /// Instrument identifier of the leg security.
                        UInt64 legSecurityID() const;

                        /// Leg Price
                        bool legPrice (Decimal& price) const;

                        /// The ratio of quantity for this individual leg relative to the entire multi-leg security.
                        UInt32 legRatioQty() const;

                        /// Leg Security Type
                        EOBI::LegSecurityType::Enum legSecurityType() const;

                        /// The side of the individual leg of a strategy as defined in signature
                        EOBI::LegSide::Enum legSide() const;

                        /// Appends text presentation.
                        void toString (std::string&) const;

                    private:
                        friend class AddComplexInstrumentEntries;

                        AddComplexInstrumentEntry (const void* data);
                };

                class ONIXS_EUREX_EMDI_API AddComplexInstrumentEntries : public DataContainer
                {
                    public:
                        /// Number of entries
                        size_t size() const;

                        /// Entry accessor
                        AddComplexInstrumentEntry operator[] (size_t idx) const;

                        /// Appends text presentation.
                        void toString (std::string&) const;

                    private:
                        friend class AddComplexInstrument;

                        AddComplexInstrumentEntries (const void* data);
                };

                class ONIXS_EUREX_EMDI_API AddComplexInstrument : public MessageBase
                {
                    public:
                        /// Message type
                        std::string msgType() const;

                        /// Market data type
                        EOBI::MarketDataType::Enum marketDataType() const;

                        /// Security update action
                        EOBI::SecurityUpdateAction::Enum securityUpdateAction() const;

                        /// Marketplace assigned identifier.
                        EOBI::SecurityIDSource::Enum securityIDSource() const;

                        /// Marketplace assigned identifier.
                        EOBI::LegSecurityIDSource::Enum legSecurityIDSource() const;

                        /// Number of market segments
                        EOBI::NoMarketSegments::Enum noMarketSegments() const;

                        /// Security type
                        EOBI::SecurityType::Enum securityType() const;

                        /// Unique instrument identifier.
                        UInt64 securityID() const;

                        /// Transaction timestamp.
                        UInt64 transactTime() const;

                        /// Human readable description of instrument.
                        StringRef securityDesc() const;

                        /// Strategy Type.
                        UInt32 securitySubType() const;

                        /// This field qualifies an instrument type on Eurex.
                        EOBI::ProductComplex::Enum productComplex() const;

                        /// Indicates that an implied market to be created for either the legs of a multi-leg
                        /// instrument (Implied-in) or for the multi-leg instrument based on the existence of the legs (Impliedout).
                        /// Determination as to whether implied markets should be created is generally done at the level of the multileg instrument.
                        /// Commonly used in listed derivatives.
                        EOBI::ImpliedMarketIndicator::Enum impliedMarketIndicator() const;

                        ///
                        bool quantityScalingFactor(UInt16& result) const ONIXS_EUREX_EMDI_NOEXCEPT;

                        /// LastFragment
                        LastFragment::Enum lastFragment() const;

                        /// Common integer multiple of the option legs for Option Volatility Strategies.
                        UInt32 legRatioMultiplier() const;

                        /// Counter: number of Legs repeating group instances.
                        UInt8 noLegs() const;

                        /// Variable size array, record counter: NoLegs
                        AddComplexInstrumentEntries instrmtLegGrp() const;

                        /// Appends text presentation.
                        void toString (std::string&) const ONIXS_EUREX_EMDI_OVERRIDE;

                    private:
                        friend class Implementation::MessageFactory;

                        AddComplexInstrument (const void* data, const DataSource& dataSource) : MessageBase (data, dataSource) {}
                };
            }
        }
    }
}