BasketApproveBroadcast.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 "OnixS/Eurex/Trading/Messages/AmendBasketTradeRequest.h"

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

namespace OnixS { namespace Eurex { namespace Trading {

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

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

    /// 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;

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

    /// Product ID.
    SInt32 sideMarketSegmentId;

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

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

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

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

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

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

    /// 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;

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

    /// 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;

    /// 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;

    /// 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;

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

    /// 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;

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

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

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

/// Basket Approve Broadcast Message.
class ONIXS_EUREX_ETI_EXPORT BasketApproveBroadcast : public Message
{
public:
    /// Initialize default instance.
    BasketApproveBroadcast();

    /// Message sequence number assigned to a non-order related Eurex ETI data stream.
    UInt64 applSeqNum;

    /// Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to the related
    /// subscription.
    UInt32 applSubId;

    /// Is required to define the scope of a Retransmission Request.
    UInt16 partitionId;

    /// Indicates a retransmission message.
    ApplResendFlag::Enum applResendFlag;

    /// Identifier for subscription and retransmission of an ETI data stream.
    ApplId::Enum applId;

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

    /// System defined Basket ID.
    UInt64 basketTrdMatchId;

    /// System defined Original Basket ID.
    UInt64 origBasketTrdMatchId;

    /// Timestamp of the match event (trade).
    UInt64 transactTime;

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

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

    /// 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;

    /// Indicates whether the counterparties have the right for early termination.
    OptionalEarlyTerminationIndicator::Enum optionalEarlyTerminationIndicator;

    /// Receiver of a message.
    MessageEventSource::Enum messageEventSource;

    /// Entering Business Unit.
    PartyIdEnteringFirm::Enum partyIdEnteringFirm;

    /// The entering user.
    std::string partyEnteringTrader;

    /// 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;

    /// Basket Side Alloc Ext BC Group.
    std::vector<BasketSideAllocExtBCGrpElem> basketSideAllocExtBCGrp;

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

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

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

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

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