TESTradeReport.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.
*
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*/

#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 TESTradeReport : 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;

                        /// Transaction timestamp.
                        UInt64 transactTime() const;

                        /// Quantity executed in this fill.
                        bool lastQty(QuantityType& value) const;

                        /// Price of this fill.
                        bool lastPx(Decimal& value) const;

                        /// Unique identifier for each price level (match step) of a match event; it is used for public trade reporting.
                        bool trdMatchID(UInt32& value) const;

                        /// Marketplace assigned identifier.
                        EOBI::TrdType::Enum trdType() const;

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

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

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

                        /// Only valid during TESTradSesStatus (25044) 5 = Pre Close.
                        UInt64 nonDisclosedTradeVolume() const;

                        ///
                        bool transBkdTime(UInt64& value) const;

                        ///
                        bool numberOfBuySides(UInt16& value) const;

                        ///
                        bool numberOfSellSides(UInt16& value) const;

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

                    private:
                        friend class Implementation::MessageFactory;

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