AddComplexInstrumentResponse.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
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 */

#pragma once

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

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

namespace OnixS { namespace Eurex { namespace Trading {

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

    /// Matching engine in timestamp.
    UInt64 trdRegTSTimeIn;

    /// Matching engine out timestamp.
    UInt64 trdRegTSTimeOut;

    /// Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated
    /// transaction.
    LastFragment::Enum lastFragment;

    /// Allowable low limit price for the trading day.
    SInt64 lowLimitPrice;

    /// Allowable high limit price for the trading day.
    SInt64 highLimitPrice;

    /// Price of the related instrument.
    SInt64 relatedPx;

    /// The instrument identifier uniquely identifies an instrument in the core system.
    SInt64 securityId;

    /// Timestamp of last update to data item (or creation if no updates made since creation).
    UInt64 lastUpdateTime;

    /// Security response ID.
    UInt64 securityResponseId;

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

    /// Number of strategies that have been created per session, product and business day.
    SInt32 numberOfSecurities;

    /// 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;

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

    /// Indicates that an implied market to be created for either the legs of a multi-leg instrument (Implied-in) or for
    /// the multi-leg instrument based on the existence of the legs (Implied-out).
    ImpliedMarketIndicator::Enum impliedMarketIndicator;

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

    /// 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;
    AddComplexInstrumentResponse(const void* data, size_t dataSize, MessageInfo& msgInfo);
    void nativeSerializeTo(void* nativeMessage);
};

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

}}} // namespace OnixS::Eurex::Trading