TradeReversal.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 TradeReversalEntry : public DataContainer
                {
                    public:
                        /// Price.
                        bool mdEntryPx (Decimal& price) const;

                        /// Quantity.
                        QuantityType mdEntrySize() const;

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

                        /// Returns text presentation.
                        std::string toString() const;

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

                    private:
                        friend class TradeReversalEntries;

                        TradeReversalEntry (const void* data);
                };

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

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

                    private:
                        friend class TradeReversal;

                        explicit
                        TradeReversalEntries (const void* data);
                };

                class ONIXS_EUREX_EMDI_API TradeReversal : 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;

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

                        /// Quantity executed in this fill.
                        Int64 lastQty() const;

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

                        /// Matching timestamp of new last trade.
                        UInt64 trdRegTSExecutionTime() const;

                        /// Counter
                        UInt8 noMDEntries() const;

                        /// Variable size array, record counter: NoMDEntries
                        TradeReversalEntries mdTradeEntryGrp() const;

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

                        /// Marketplace assigned identifier.
                        EOBI::MDOriginType::Enum mDOriginType() const;

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

                    private:
                        friend class Implementation::MessageFactory;

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