AddScaledSimpleInstrumentResponse.h

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/*
 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
 *
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 * and international copyright treaties.
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 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
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 * a non-assignable, non-transferable and non-exclusive license to use the software
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 *
 * 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/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>

namespace OnixS {
namespace Eurex {
namespace Trading {

/// Add Scaled Simple Instrument Response Message.
class ONIXS_EUREX_ETI_EXPORT AddScaledSimpleInstrumentResponse : public Message
{
public:
    /// Initialize default instance.
    AddScaledSimpleInstrumentResponse ();

    /// 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;

    /// Instrument identifier of the originating Eurex strategy.
    SInt64 relatedSecurityId;

    /// 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;

    /// 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;

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

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

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

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

}
}
}