FlexibleInstrumentUpdate.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/InstrumentSnapshot.h>
#include <OnixS/Eurex/MarketData/Tags.h>

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {

            /// Mass instrument state change
            class ONIXS_EUREX_EMDI_API FlexibleInstrumentUpdate : public Message
            {
                public:

                    /// Security Update Action.
                    StringRef securityUpdateAction() const
                    {
                        StringRef val;
                        return get (Tags::SecurityUpdateAction).toStringRef (val) ? val : StringRef();
                    }

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

                    /// Security description
                    StringRef securityDesc() const
                    {
                        StringRef val;
                        return get (Tags::SecurityDesc).toStringRef (val) ? val : StringRef();
                    }

                    /// Type of security.
                    SecurityType::Enum securityType() const
                    {
                        return getIntEnumFieldValue<SecurityType> (*this, Tags::SecurityType);
                    }

                    /// Type of instrument
                    InstrumentType::Enum productComplex() const
                    {
                        return getNonZeroIntEnumFieldValue<InstrumentType> (*this, Tags::ProductComplex);
                    }

                    /// Actual expiration day of the instrument (YYYYMMDD).
                    Timestamp maturityDate () const
                    {
                        return Timestamp::parse (getInt32(Tags::MaturityDate), TimestampFormat::YYYYMMDD);
                    }

                    /// Date used to identify the instrument (YYYYMMDD).
                    Timestamp contractDate () const
                    {
                        return Timestamp::parse (getInt32(Tags::ContractDate), TimestampFormat::YYYYMMDD);
                    }

                    /// Date used to identify the instrument (YYYYMMDD). Same as user defined field ContractDate(30866).
                    Timestamp securityReferenceDataSupplement() const
                    {
                        return Timestamp::parse(getInt32(Tags::SecurityReferenceDataSupplement), TimestampFormat::YYYYMMDD);
                    }

                    /// Strike Price
                    bool strikePrice (Decimal& price) const
                    {
                        return get (Tags::StrikePrice).toNumber (price);
                    }

                    /// Put Or Call
                    PutOrCall::Enum putOrCall() const
                    {
                        return getIntEnumFieldValue<PutOrCall> (*this, Tags::PutOrCall);
                    }

                    /// Version of an option.
                    UInt32 optAttribute() const
                    {
                        return getInt32 (Tags::OptAttribute);
                    }

                    /// Style family of an option.
                    ExerciseStyle::Enum exerciseStyle() const
                    {
                        return getIntEnumFieldValue<ExerciseStyle> (*this, Tags::ExerciseStyle);
                    }

                    ///Settlement type.
                    SettlMethod::Enum settlMethod() const
                    {
                        return getIntEnumFieldValue<SettlMethod> (*this, Tags::SettlMethod);
                    }

                    /// Product identifier.
                    MarketSegmentId marketSegmentId() const
                    {
                        return getGroup (Tags::NoMarketSegments).at (0).getUInt32 (Tags::MarketSegmentID);
                    }

                    /// Creation time of flexible instruments.
                    bool transactTime (UInt64& time) const
                    {
                        return get (Tags::TransactTime).toNumber (time);
                    }

                    ///
                    UInt64 transactTime() const
                    {
                        return getInt32 (Tags::TransactTime);
                    }

            private:
                    friend class FlexibleInstrumentUpdateWrapper;

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