AddComplexInstrument.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 <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:
                        UInt32 legSymbol() const;

                        UInt64 legSecurityID() const;

                        bool legPrice (Decimal& price) const;

                        UInt32 legRatioQty() const;

                        EOBI::LegSecurityType::Enum legSecurityType() const;

                        EOBI::LegSide::Enum legSide() const;

                        EOBI::RelatedPriceType::Enum relatedPriceType() const;

                        EOBI::TradingStyle::Enum tradingStyle() const;

                        Decimal relatedPrice() const;
 

                        void toString (std::string&) const;
 
                    private:
                        friend class AddComplexInstrumentEntries;
 
                        AddComplexInstrumentEntry (const void* data);
                };
 
                class ONIXS_EUREX_EMDI_API AddComplexInstrumentEntries : public DataContainer
                {
                    public:
                        size_t size() const;

                        AddComplexInstrumentEntry operator[] (size_t idx) const;

                        void toString (std::string&) const;
 
                    private:
                        friend class AddComplexInstrument;
 
                        AddComplexInstrumentEntries (const void* data);
                };
 
                class ONIXS_EUREX_EMDI_API AddComplexInstrument : public MessageBase
                {
                    public:
                        std::string msgType() const;

                        EOBI::MarketDataType::Enum marketDataType() const;

                        EOBI::SecurityUpdateAction::Enum securityUpdateAction() const;

                        EOBI::SecurityIDSource::Enum securityIDSource() const;

                        EOBI::LegSecurityIDSource::Enum legSecurityIDSource() const;

                        EOBI::NoMarketSegments::Enum noMarketSegments() const;

                        EOBI::SecurityType::Enum securityType() const;

                        UInt64 securityID() const;

                        UInt64 transactTime() const;

                        StringRef securityDesc() const;

                        UInt32 securitySubType() const;

                        EOBI::ProductComplex::Enum productComplex() const;

                        EOBI::ImpliedMarketIndicator::Enum impliedMarketIndicator() const;

                        bool quantityScalingFactor(UInt16& result) const ONIXS_EUREX_EMDI_NOEXCEPT;

                        LastFragment::Enum lastFragment() const;

                        UInt32 legRatioMultiplier() const;

                        UInt8 noLegs() const;

                        AddComplexInstrumentEntries instrmtLegGrp() const;

                        void toString (std::string&) const ONIXS_EUREX_EMDI_OVERRIDE;
 
                    private:
                        friend class Implementation::MessageFactory;
 
                        AddComplexInstrument (const void* data, const DataSource& dataSource) : MessageBase (data, dataSource) {}
                };
            }
        }
    }
}