MassInstrumentStateChange.h

Go to the documentation of this file.

/*
* 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/EOBI/MessageBase.h>

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            namespace EOBI
            {
                ///
                class ONIXS_EUREX_EMDI_API MassInstrumentStateChangeEntry : public DataContainer
                {
                public:

                    /// Security ID
                    UInt64 securityID() const ONIXS_EUREX_EMDI_NOEXCEPT;

                    /// Upper boundary price.
                    bool highPx(Decimal& price) const;

                    /// Lower boundary price.
                    bool lowPx(Decimal& price) const;

                    /// SecurityStatus
                    EOBI::SecurityStatus::Enum securityStatus() const ONIXS_EUREX_EMDI_NOEXCEPT;

                    /// SecurityTradingStatus
                    EOBI::SecurityTradingStatus::Enum securityTradingStatus() const ONIXS_EUREX_EMDI_NOEXCEPT;

                    /// MarketCondition
                    EOBI::MarketCondition::Enum marketCondition() const ONIXS_EUREX_EMDI_NOEXCEPT;

                    /// SecurityTradingEvent
                    EOBI::SecurityTradingEvent::Enum securityTradingEvent() const ONIXS_EUREX_EMDI_NOEXCEPT;

                    /// SoldOutIndicator
                    EOBI::SoldOutIndicator::Enum soldOutIndicator() const ONIXS_EUREX_EMDI_NOEXCEPT;
                   
                    ///
                    EOBI::TESSecurityStatus::Enum tesSecurityStatus() const ONIXS_EUREX_EMDI_NOEXCEPT;

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

                private:
                    friend class MassInstrumentStateChangeEntries;

                    explicit
                    MassInstrumentStateChangeEntry (const void* data) ONIXS_EUREX_EMDI_NOEXCEPT;
                };
                
                ///
                class ONIXS_EUREX_EMDI_API MassInstrumentStateChangeEntries : public DataContainer
                {
                public:
                    /// Number of entries
                    size_t size() const ONIXS_EUREX_EMDI_NOEXCEPT;

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

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

                private:
                    friend class MassInstrumentStateChange;

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

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

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

                    /// InstrumentScopeProductComplex
                    InstrumentScopeProductComplex::Enum instrumentScopeProductComplex() const ONIXS_EUREX_EMDI_NOEXCEPT;

                    /// SecurityMassStatus
                    SecurityMassStatus::Enum securityMassStatus() const ONIXS_EUREX_EMDI_NOEXCEPT;

                    /// SecurityMassTradingStatus
                    SecurityMassTradingStatus::Enum securityMassTradingStatus() const ONIXS_EUREX_EMDI_NOEXCEPT;

                    /// MassMarketCondition
                    MassMarketCondition::Enum massMarketCondition() const ONIXS_EUREX_EMDI_NOEXCEPT;

                    /// FastMarketIndicator
                    FastMarketIndicator::Enum fastMarketIndicator() const ONIXS_EUREX_EMDI_NOEXCEPT;

                    /// SecurityMassTradingEvent
                    SecurityMassTradingEvent::Enum securityMassTradingEvent() const ONIXS_EUREX_EMDI_NOEXCEPT;

                    /// MassSoldOutIndicator
                    MassSoldOutIndicator::Enum massSoldOutIndicator() const ONIXS_EUREX_EMDI_NOEXCEPT;

                    ///
                    EOBI::TESSecurityMassStatus::Enum tesSecurityMassStatus() const;

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

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

                    /// Variable size array, record counter: NoRelatedSym
                    MassInstrumentStateChangeEntries
                    mdMassInstrumentStateChangeEntryGrp() const ONIXS_EUREX_EMDI_NOEXCEPT;
                    
                    /// Appends text presentation.
                    void toString (std::string&) const ONIXS_EUREX_EMDI_OVERRIDE;

                private:
                    friend class Implementation::MessageFactory;

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