AddScaledSimpleInstrument.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 RelatedInstrumentEntry : public DataContainer
                {
                public:
                    /// Appends text presentation.
                    void toString (std::string&) const;

                    ///
                    Int64 relatedSecurityId() const ONIXS_EUREX_EMDI_NOEXCEPT;

                private:
                    friend class RelatedInstrumentEntries;
                    explicit RelatedInstrumentEntry(const void* data) ONIXS_EUREX_EMDI_NOEXCEPT;
                };

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

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

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

                private:
                    friend class AddScaledSimpleInstrument;

                    explicit RelatedInstrumentEntries (const void* data) ONIXS_EUREX_EMDI_NOEXCEPT;
                };

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

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

                    /// Official timestamp of order book entry.
                    UInt64 transactTime() const ONIXS_EUREX_EMDI_NOEXCEPT;

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

                    /// Strategy Type.
                    EOBI::SecurityType::Enum securityType() const ONIXS_EUREX_EMDI_NOEXCEPT;

                    ///
                    UInt16 quantityScalingFactor() const ONIXS_EUREX_EMDI_NOEXCEPT;

                    ///
                    RelatedInstrumentEntries relatedInstrumentEntries() const ONIXS_EUREX_EMDI_NOEXCEPT;


                private:
                    friend class Implementation::MessageFactory;
                    AddScaledSimpleInstrument (const void* data, const DataSource& dataSource) : MessageBase (data, dataSource) {}
                };
            }
        }
    }
}