AmendBasketTradeRequest.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/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 <iosfwd>
#include <string>
#include <vector>

namespace OnixS { namespace Eurex { namespace Trading {

/// Basket Root Party Group Element.
class ONIXS_EUREX_ETI_EXPORT BasketRootPartyGrpElem
{
public:
    /// Initialize default instance.
    BasketRootPartyGrpElem();

    /// RootParty sub-type.
    RootPartySubIdType::Enum rootPartySubIdType;

    /// The identifier of the member counterparty institution.
    std::string rootPartyContraFirm;

    /// The identifier of the trader counterparty.
    std::string rootPartyContraTrader;

    /// User defined Basket trade ID.
    std::string basketSideTradeReportId;

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

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

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

/// Instrument Match Side Group Element.
class ONIXS_EUREX_ETI_EXPORT InstrmtMatchSideGrpElem
{
public:
    /// Initialize default instance.
    InstrmtMatchSideGrpElem();

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

    /// Price of this leg fill.
    SInt64 lastPx;

    /// Trade Closure Time, the time when an Off-Book trade was concluded outside the Eurex System.
    UInt64 transBkdTime;

    /// User defined index price.
    SInt64 relatedClosePrice;

    /// Final trade price.
    SInt64 clearingTradePrice;

    /// Identifier for a Trade Entry Service trade, i.e TES trade ID.
    UInt32 packageId;

    /// Product ID.
    SInt32 sideMarketSegmentId;

    /// Sub-type of a trade type.
    SideTrdSubTyp::Enum sideTrdSubTyp;

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

    /// Indicates if a trade should be reported via the market reporting service.
    TradePublishIndicator::Enum tradePublishIndicator;

    /// ID to map element of InstrmtMatchSideGrp and BasketSideAllocGrp.
    UInt8 instrmtMatchSideId;

    /// Transaction effect on a basket.
    EffectOnBasket::Enum effectOnBasket;

    /// User defined text field.
    std::string tradeReportText;

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

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

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

/// Basket Side Alloc Group Element.
class ONIXS_EUREX_ETI_EXPORT BasketSideAllocGrpElem
{
public:
    /// Initialize default instance.
    BasketSideAllocGrpElem();

    /// Quantity of the particular trade side in the TES trade.
    SInt64 allocQty;

    /// Unique identifier for a TES trade side.
    UInt32 individualAllocId;

    /// Party sub-type.
    PartySubIdType::Enum partySubIdType;

    /// Side of the order.
    Side::Enum side;

    /// ID to map element of InstrmtMatchSideGrp and BasketSideAllocGrp.
    UInt8 instrmtMatchSideId;

    /// Status of an allocation in a Trade Entry Service trade.
    TradeAllocStatus::Enum tradeAllocStatus;

    /// Owning business unit name.
    std::string partyExecutingFirm;

    /// Owning user name.
    std::string partyExecutingTrader;

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

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

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

/// Amend Basket Trade Request Message.
class ONIXS_EUREX_ETI_EXPORT AmendBasketTradeRequest : public Message
{
public:
    /// Initialize default instance.
    AmendBasketTradeRequest();

    /// User ID.
    UInt32 senderSubId;

    /// System defined Basket ID.
    UInt64 basketTrdMatchId;

    /// System generated transaction ID for a Basket transaction.
    UInt32 basketExecId;

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

    /// Month year code for expiry YYYYMM.
    UInt32 maturityMonthYear;

    /// ID of the Basket profile.
    UInt32 basketProfileId;

    /// Indicates if a trade should be reported via the market reporting service.
    TrdType::Enum trdType;

    /// Identifies the type of trade notification.
    TradeReportType::Enum tradeReportType;

    /// Basket operation.
    BasketTradeReportType::Enum basketTradeReportType;

    /// User defined text message field.
    std::string basketTradeReportText;

    /// User defined transaction ID. Part of the TES response and TES broadcast.
    std::string tradeReportId;

    /// Basket Root Party Group.
    std::vector<BasketRootPartyGrpElem> basketRootPartyGrp;

    /// Instrument Match Side Group.
    std::vector<InstrmtMatchSideGrpElem> instrmtMatchSideGrp;

    /// Basket Side Alloc Group.
    std::vector<BasketSideAllocGrpElem> basketSideAllocGrp;

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

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

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

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

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