InstrumentSummary.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>
#include <OnixS/Eurex/MarketData/EOBI/DataContainer.h>

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            namespace EOBI
            {
                class ONIXS_EUREX_EMDI_API InstrumentSummaryEntry : public DataContainer
                {
                    public:
                        /// Price.
                        bool mdEntryPx (Decimal& price) const;

                        /// Quantity.
                        QuantityType mdEntrySize() const;

                        ///
                        EOBI::MDOriginType::Enum mdOriginType() const;

                        /// Type of market data entry.
                        EOBI::MDEntryType::Enum mdEntryType() const;

                        /// Trade Condition
                        EOBI::TradeCondition::Enum tradeCondition() const;

                        ///
                        EOBI::TrdType::Enum trdType() const;

                        ///
                        EOBI::MultiLegReportingType::Enum multiLegReportingType() const;

                        ///
                        EOBI::MultiLegPriceModel::Enum multiLegPriceModel() const;

                        ///
                        EOBI::QuantityType nonDisclosedTradeVolume() const;

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

                    private:
                        friend class InstrumentSummaryEntries;

                        InstrumentSummaryEntry (const void* data);
                };

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

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

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

                    private:
                        friend class InstrumentSummary;

                        explicit
                        InstrumentSummaryEntries (const void* data);
                };

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

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

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

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

                        /// Last update time of the corresponding order book.
                        UInt64 lastUpdateTime() const;

                        /// Last matching execution timestamp.
                        UInt64 trdRegTSExecutionTime() const;

                        /// Corresponding number of orders for this instrument.
                        UInt16 totNoOrders() const;

                        /// Instrument status.
                        EOBI::SecurityStatus::Enum securityStatus() const;

                        /// Instrument state status.
                        EOBI::SecurityTradingStatus::Enum securityTradingStatus() const;

                        /// Indicator for stressed market conditions.
                        EOBI::MarketCondition::Enum marketCondition() const;

                        /// Fast market indicator
                        EOBI::FastMarketIndicator::Enum fastMarketIndicator() const;

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

                        ///
                        EOBI::SoldOutIndicator::Enum soldOutIndicator() const;

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

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

                        ///
                        EOBI::ProductComplex::Enum productComplex() const;

                        /// Number of entries in Market Data message for MDEntryGrp.
                        UInt8 noMDEntries() const;

                        ///
                        EOBI::TESSecurityStatus::Enum tesSecurityStatus() const;

                        /// Variable size array, record counter: NoMDEntries
                        InstrumentSummaryEntries mdInstrumentEntryGrp() const;

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

                    private:
                        friend class Implementation::MessageFactory;

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