InstrumentLeg.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/Defines.h>
#include <OnixS/Eurex/MarketData/FieldValueRef.h>
#include <OnixS/Eurex/MarketData/Group.h>
#include <OnixS/Eurex/MarketData/Numeric.h>
#include <OnixS/Eurex/MarketData/Tags.h>
 
namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {

            struct ONIXS_EUREX_EMDI_API LegSecurityType
            {
                enum Enum
                {
                    Undefined = -1,

                    PartOfMultilegInstrument = 0,

                    UnderlyingLeg = 1,
                };
            };

            struct ONIXS_EUREX_EMDI_API RelatedPriceType
            {
                enum Enum
                {
                    Undefined = 0,

                    Basis = 1,

                    CustomUnderlyingPrice = 2,
                };
            };

            class ONIXS_EUREX_EMDI_API InstrumentLeg : GroupInstance
            {
                public:

                    UInt32 legSymbol () const
                    {
                        return getUInt32(Tags::LegSymbol);
                    }

                    SecurityId legSecurityId() const
                    {
                        return getInt64 (Tags::LegSecurityID);
                    }

                    LegSide::Enum legSide() const
                    {
                        return getNonZeroIntEnumFieldValue<LegSide> (*this, Tags::LegSide);
                    }

                    LegSecurityType::Enum legSecurityType() const
                    {
                        return getIntEnumFieldValue<LegSecurityType> (*this, Tags::LegSecurityType);
                    }

                    UInt32 legRatioQty() const
                    {
                        return getUInt32(Tags::LegRatioQty);
                    }

                    bool legPrice (Decimal& price) const
                    {
                        return get (Tags::LegPrice).toNumber (price);
                    }

                    bool relatedPrice (Decimal& price) const
                    {
                        return get (Tags::RelatedPrice).toNumber (price);
                    }

                    RelatedPriceType::Enum relatedPriceType() const
                    {
                        return getNonZeroIntEnumFieldValue<RelatedPriceType> (*this, Tags::RelatedPriceType);
                    }

                    TradingStyle::Enum tradingStyle() const
                    {
                        return getIntEnumFieldValue<TradingStyle> (*this, Tags::TradingStyle);
                    }
 
 
                private:
                    friend class TypedGroup<InstrumentLeg>;
 
                    InstrumentLeg (const GroupInstance& groupInstance)
                        : GroupInstance (groupInstance)
                    {
                    }
            };
        }
    }
}