ApproveTESTradeRequest.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>

namespace OnixS {
namespace Eurex {
namespace Trading {

/// Approve TES Trade Request Message.
class ONIXS_EUREX_ETI_EXPORT ApproveTESTradeRequest : public Message
{
public:
    /// Initialize default instance.
    ApproveTESTradeRequest ();

    /// User ID.
    UInt32 senderSubId;

    /// Client Identifier field (ESMA Field 3 (Section A)) used to identify the client of an order for agent account of the member or participant of the trading venue.
    UInt64 partyIdClientId;

    /// Investment decision within firm (ESMA Field 4 (Section A)) is the code used to identify the person or the algorithm within the member or participant of the Trading Venue who is responsible for the investment decision.
    UInt64 partyIdInvestmentDecisionMaker;

    /// Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm within the member or participant of the trading venue who is responsible for the execution of the transaction resulting from the order.
    UInt64 executingTrader;

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

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

    /// Unique identifier for a TES Trade side.
    UInt32 allocId;

    /// System transaction identifier for a Trade Entry Service transaction.
    UInt32 tesExecId;

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

    /// Identifies a related product.
    SInt32 relatedMarketSegmentId;

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

    /// This field designates if the trader is acting in the capacity of agent, trading for its own account or acting as a market maker.
    TradingCapacity::Enum tradingCapacity;

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

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

    /// Order attribute liquidity provision.
    OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision;

    /// Party ID investment decision maker qualifier.
    PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier;

    /// Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
    ExecutingTraderQualifier::Enum executingTraderQualifier;

    /// Order attribute risk reduction.
    OrderAttributeRiskReduction::Enum orderAttributeRiskReduction;

    /// Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.
    OrderOrigination::Enum orderOrigination;

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

    /// Field is used for Eurex position management purposes and indicates whether the order is submitted to open or close a position.
    PositionEffect::Enum positionEffect;

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

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

    /// Account to book trades and keep positions on.
    std::string account;

    /// First free-format text field for trader-specific or customer-related comments.
    std::string freeText1;

    /// Second free-format text field for trader-specific or customer-related comments.
    std::string freeText2;

    /// Third free-format text field for trader-specific or customer-related comments.
    std::string freeText3;

    /// Indicates the name of a member institution to which a give-up is designated.
    std::string partyIdTakeUpTradingFirm;

    /// Flex Account information.
    std::string partyIdPositionAccount;

    /// Partner identification at the Korea Exchange is required for orders in KRX products.
    std::string partyIdOrderOriginationFirm;

    /// Mandatory final KRX beneficiary account required for orders in KRX products.
    std::string partyIdBeneficiary;

    /// Country code. Valid characters: 0x01-0x7E.
    std::string partyIdLocationId;

    /// Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier. The field is for participant use only. Valid characters: 0x20, 0x22-0x7B, 0x7D, 0x7E.
    CustOrderHandlingInst::Enum custOrderHandlingInst;

    /// 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;

    /// End client identifier.
    std::string partyEndClientIdentification;

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

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

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

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

}
}
}