CrossRequest.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/Message.h>
#include <OnixS/Eurex/MarketData/Tags.h>
#include <OnixS/Eurex/MarketData/Defines.h>
#include <OnixS/Eurex/MarketData/Group.h>

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {

            ///
            struct ONIXS_EUREX_EMDI_API CrossRequestType
            {
                enum Enum
                {
                    /// Used to identify absence of value.
                    Undefined = -1,

                    ///
                    CrossAnnouncement = 0,

                    ///
                    LiquidityImprovementCross = 1,
                };
            };

            ///
            struct ONIXS_EUREX_EMDI_API InputSource
            {
                enum Enum
                {
                    /// Used to identify absence of value.
                    Undefined = -1,

                    ///
                    ClientBroker = 0,
                };
            };

            /// Cross request
            class ONIXS_EUREX_EMDI_API CrossRequest : public Message
            {
                public:
                    /// Product identifier.
                    UInt32 getMarketSegmentID() const
                    {
                        return getUInt32 (Tags::MarketSegmentID);
                    }

                    /// Instrument identifier.
                    SecurityId securityId() const
                    {
                        return getInt64 (Tags::SecurityID);
                    }

                    /// Defines the requested quantity which cannot be zero in a cross request.
                    bool orderQty(Decimal& quantity) const
                    {
                        return get(Tags::OrderQty).toNumber(quantity);
                    }

                    /// Cross Request Type
                    CrossRequestType::Enum crossRequestType() const
                    {
                        return getIntEnumFieldValue<CrossRequestType>(*this, Tags::CrossRequestType);
                    }

                    /// Price of the Liquidity Improvement Cross
                    bool price(Decimal& price) const
                    {
                        return get(Tags::MDEntryPx).toNumber(price);
                    }

                    /// Time when request was processed by the matcher (nanoseconds).
                    UInt64 transactTime() const
                    {
                        return getUInt64 (Tags::TransactTime);
                    }

                    /// Input source
                    InputSource::Enum inputSource() const
                    {
                        return getIntEnumFieldValue<InputSource>(getGroup(Tags::NoCrossRequestSideGrp).at(0), Tags::InputSource);
                    }

                    /// Side
                    Side::Enum side() const
                    {
                        return getIntEnumFieldValue<Side>(getGroup(Tags::NoCrossRequestSideGrp).at(0), Tags::Side);
                    }

                private:
                    friend class CrossRequestWrapper;

                    CrossRequest (const void* impl)
                        : Message (impl)
                    {
                    }
            };
        }
    }
}