AddComplexInstrumentRequest.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/Trading/Export.h"
#include "OnixS/Eurex/Trading/Defines.h"
#include "OnixS/Eurex/Trading/Enumerations.h"
#include "OnixS/Eurex/Trading/Message.h"
#include "OnixS/Eurex/Trading/MessageInfo.h"

#include <iosfwd>
#include <string>
#include <vector>

namespace OnixS {
namespace Eurex {
namespace Trading {

/// Instrument Leg Group Element.
class ONIXS_EUREX_ETI_EXPORT InstrmtLegGrpElem
{
public:
    /// Initialize default instance.
    InstrmtLegGrpElem ();

    /// Instrument identifiier of the leg security.
    SInt64 legSecurityId;

    /// Strategy leg underlying price (only applicable for futures legs).
    SInt64 legPrice;

    /// Product identifiier of the leg security.
    SInt32 legSymbol;

    /// The ratio of quantity for this individual leg relative to the entire multileg security.
    UInt32 legRatioQty;

    /// The side of the individual leg of a strategy.
    LegSide::Enum legSide;

    /// Indicates type of leg.
    LegSecurityType::Enum legSecurityType;

    /// Returns string representation.
    std::string toString () const;

private:
    friend class Serializer;
    InstrmtLegGrpElem (const void* data);
};

ONIXS_EUREX_ETI_EXPORT std::ostream& operator << (std::ostream&, const InstrmtLegGrpElem&);

/// Add Complex Instrument Request Message.
class ONIXS_EUREX_ETI_EXPORT AddComplexInstrumentRequest : public Message
{
public:
    /// Initialize default instance.
    AddComplexInstrumentRequest ();

    /// User ID.
    UInt32 senderSubId;

    /// The product identifier uniquely identifies a Eurex product.
    SInt32 marketSegmentId;

    /// This field indicates the type of a Eurex futures spread, Eurex option combination or Eurex Strategy.
    SInt32 securitySubType;

    /// Quantity Scaling Factor for Scaled Instruments.
    UInt16 quantityScalingFactor;

    /// This field qualifies an instrument type on Eurex.
    ProductComplex::Enum productComplex;

    /// Specifies if a strategy is temporarily (user-defined) or permanently (predefined) available.
    MultilegModel::Enum multilegModel;

    /// This field is used to provide additional regulatory information (according to respective rules and regs, circulars and bilateral coordination between participant and Trading Surveillance Office).
    std::string complianceText;

    /// Instrument Leg Group.
    std::vector<InstrmtLegGrpElem> instrmtLegGrp;

    /// Returns template ID.
    TemplateId::Enum templateId () const;

    /// Returns string representation.
    std::string toString () const;

private:
    friend class Serializer;
    AddComplexInstrumentRequest (const void* data, size_t dataSize, MessageInfo& msgInfo);
    void nativeSerializeTo (void* nativeMessage);
};

ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const AddComplexInstrumentRequest&);

}
}
}