TradeAtReferencePriceStatus.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/Message.h>
#include <OnixS/Eurex/MarketData/Group.h>
#include <OnixS/Eurex/MarketData/Tags.h>
#include <OnixS/Eurex/MarketData/VarianceFuturesStatus.h>
#include <OnixS/Eurex/MarketData/InstrumentSnapshot.h>

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {

            /// Clearing price parameter for total return futures status message
            class ONIXS_EUREX_EMDI_API TarpsClearingPriceParameter : GroupInstance
            {
                public:
                    /// Business date type
                    BusinessDayType::Enum businessDayType() const
                    {
                        return BusinessDayType::PrecedingDay;
                    }

                    /// Price constant defined on the instrument level and used for the clearing price conversion.
                    bool clearingPriceOffset (Decimal& value) const
                    {
                        return get (Tags::ClearingPriceOffset).toNumber (value);
                    }

                    /// The previous day�s underlying index close value.
                    bool relatedClosePrice (Decimal& value) const
                    {
                        return get (Tags::RelatedClosePrice).toNumber (value);
                    }

                private:
                    friend class TypedGroup<TarpsClearingPriceParameter>;

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

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

                    friend class TradeAtReferencePriceStatus;
            };

            /// Total return futures status message
            class ONIXS_EUREX_EMDI_API TradeAtReferencePriceStatus : public Message
            {
                public:

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

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

                    ///
                    StringRef securityIdSource() const
                    {
                        return StringRef("M");
                    }

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

                    /// Clearing price parameters
                    TarpsClearingPriceParameters clearingPriceParameters() const
                    {
                        return TarpsClearingPriceParameters(getGroup(Tags::NoClearingPriceParameters));
                    }

                private:
                    friend class TradeAtReferencePriceStatusWrapper;

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