MassInstrumentStateChange.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/Tags.h>
#include <OnixS/Eurex/MarketData/Group.h>
#include <OnixS/Eurex/MarketData/Message.h>
#include <OnixS/Eurex/MarketData/Defines.h>

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            ///
            class ONIXS_EUREX_EMDI_API SecMassStat : GroupInstance
            {
                public:

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

                    /// Security Status.
                    SecurityStatus::Enum securityStatus() const
                    {
                        return getIntEnumFieldValue<SecurityStatus> (*this, Tags::SecurityStatus);
                    }

                    /// Defines the security trading status.
                    SecurityTradingStatus::Enum securityTradingStatus() const
                    {
                        return getIntEnumFieldValue<SecurityTradingStatus> (*this, Tags::SecurityTradingStatus);
                    }

                    /// Indicator for stressed market conditions.
                    MarketCondition::Enum marketCondition() const
                    {
                        return getIntEnumFieldValue<MarketCondition>(*this, Tags::MarketCondition);
                    }

                    /// Identifies an event related to a securityTradingStatus()
                    SecurityTradingEvent::Enum securityTradingEvent() const
                    {
                        return getIntEnumFieldValue<SecurityTradingEvent> (*this, Tags::SecurityTradingEvent);
                    }

                    /// Identifies the sold out status (applicable for continuous auction trading model only).
                    SoldOutIndicator::Enum soldOutIndicator() const
                    {
                        return getNonZeroIntEnumFieldValue<SoldOutIndicator>(*this, Tags::SoldOutIndicator);
                    }

                    /// Upper boundary price.
                    bool highPx(Decimal& price) const
                    {
                        return get(Tags::HighPx).toNumber(price);
                    }

                    /// Lower boundary price.
                    bool lowPx(Decimal& price) const
                    {
                        return get(Tags::LowPx).toNumber(price);
                    }

                    /// Defines the TES trading session status.
                    SecurityStatus::Enum tesTradSesStatus() const
                    {
                        return getIntEnumFieldValue<SecurityStatus> (*this, Tags::TESSecurityStatus);
                    }

                private:
                    friend class TypedGroup<SecMassStat>;

                    SecMassStat (const GroupInstance& groupInstance)
                        : GroupInstance (groupInstance)
                    {
                    }
            };

            class SecMassStats : public TypedGroup<SecMassStat>
            {
                private:
                    explicit
                    SecMassStats (const Group& group)
                        : TypedGroup<SecMassStat> (group)
                    {
                    }

                    friend class MassInstrumentStateChange;
            };

            /// Mass instrument state change
            class ONIXS_EUREX_EMDI_API MassInstrumentStateChange : public Message
            {
                public:
                    /// Product identifier.
                    MarketSegmentId marketSegmentId() const
                    {
                        return getUInt32 (Tags::MarketSegmentID);
                    }

                    /// Instrument type of affected instruments.
                    InstrumentType::Enum instrumentScopeProductComplex() const
                    {
                        return getNonZeroIntEnumFieldValue<InstrumentType> (*this, Tags::InstrumentScopeProductComplex);
                    }

                    /// SecurityMassStatus
                    SecurityStatus::Enum securityMassStatus() const
                    {
                        return getIntEnumFieldValue<SecurityStatus> (*this, Tags::SecurityMassStatus);
                    }

                    /// Defines the security mass trading status.
                    SecurityTradingStatus::Enum securityMassTradingStatus() const
                    {
                        return getIntEnumFieldValue<SecurityTradingStatus> (*this, Tags::SecurityMassTradingStatus);
                    }

                    /// Identifies an event related to a securityMassTradingStatus().
                    SecurityTradingEvent::Enum securityMassTradingEvent() const
                    {
                        return getIntEnumFieldValue<SecurityTradingEvent> (*this, Tags::SecurityMassTradingEvent);
                    }

                    /// MassSoldOutIndicator
                    SoldOutIndicator::Enum massSoldOutIndicator() const
                    {
                        return getNonZeroIntEnumFieldValue<SoldOutIndicator> (*this, Tags::MassSoldOutIndicator);
                    }

                    /// Indicates if product is in the state Fast Market.
                    bool fastMarketIndicator() const
                    {
                        return getUInt32 (Tags::FastMarketIndicator) == 1;
                    }

                    /// Time when request was processed by the matcher (nanoseconds).
                    UInt64 transactTime() const
                    {
                        return getUInt64 (Tags::TransactTime);
                    }

                    /// TESSecurityMassStatus
                    SecurityStatus::Enum tesSecurityMassStatus() const
                    {
                        return getIntEnumFieldValue<SecurityStatus> (*this, Tags::TESSecurityMassStatus);
                    }

                    /// checks existence of optional group
                    /// deprecated - please use Group::size() instead
                    bool hasSecMassStats() const
                    {
                        return (secMassStats().size() != 0);
                    }

                    /// SecMassStats.
                    SecMassStats secMassStats() const
                    {
                        return SecMassStats ( getOptionalGroup (Tags::NoRelatedSym) );
                    }

                    /// Indicator for stressed market conditions.
                    MarketCondition::Enum massMarketCondition() const
                    {
                        return getIntEnumFieldValue<MarketCondition>(*this, Tags::MassMarketCondition);
                    }

                    /// Indicator for stressed market conditions.
                    MarketCondition::Enum marketCondition() const
                    {
                        return getIntEnumFieldValue<MarketCondition>(*this, Tags::MarketCondition);
                    }

                    /// LastFragment
                    LastFragment::Enum lastFragment() const
                    {
                        return getIntEnumFieldValue<LastFragment>(*this, Tags::LastFragment);
                    }

                private:
                    friend class MassInstrumentStateChangeWrapper;

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