ExecutionSummary.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/EOBI/MessageBase.h>

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            namespace EOBI
            {
                ///
                class ONIXS_EUREX_EMDI_API RemainingOrderDetailsEntry : public DataContainer
                {
                public:
                    /// Appends text presentation.
                    void toString (std::string&) const;

                    ///
                    bool trdRegTSPrevTimePriority(UInt64& result) const ONIXS_EUREX_EMDI_NOEXCEPT;

                    ///
                    bool displayQty(Int64& result) const ONIXS_EUREX_EMDI_NOEXCEPT;

                    ///
                    bool price(Decimal& price) const ONIXS_EUREX_EMDI_NOEXCEPT;

                private:
                    friend class RemainingOrderDetailsEntries;

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

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

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

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

                private:
                    friend class ExecutionSummary;

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

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

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

                        /// Type of Market Data update action.
                        EOBI::MDUpdateAction::Enum mdUpdateAction() const;

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

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

                        /// UTCTimestamp
                        UInt64 aggressorTime() const;

                        /// Gateway request in timestamp.
                        UInt64 requestTime() const;

                        /// Matching timestamp.
                        UInt64 execID() const;

                        /// Total quantity of this match.
                        QuantityType lastQty() const;

                        /// Aggressor side
                        EOBI::AggressorSide::Enum aggressorSide() const;

                        /// Indicates whether a synthetic match is occurred.
                        EOBI::TradeCondition::Enum tradeCondition() const;

                        /// The trading HHI is the index to the HHI interval of the match event.
                        UInt8 tradingHHIIndicator() const;

                        /// Worst price of this match.
                        Decimal lastPx() const;

                        /// Quantity of matched passive orders that is not displayed to the market.
                        QuantityType restingHiddenQty() const;

                        // The deleted quantity due to Self Match Prevention within a Match Event. This quantity is not part of LastQty which could even be 0 in certain cases.
                        QuantityType restingCxlQty() const;

                        ///
                        RemainingOrderDetailsEntries remainingOrderDetailsEntriesGrp() const ONIXS_EUREX_EMDI_NOEXCEPT;

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

                    private:
                        friend class Implementation::MessageFactory;

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