BasketRollBroadcast.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 {

class ONIXS_EUREX_ETI_EXPORT OldBasketDataBCGrp
{
public:
    OldBasketDataBCGrp();

    UInt64 transactTime;

    UInt64 basketTrdMatchId;

    UInt64 origBasketTrdMatchId;

    UInt32 maturityMonthYear;

    OptionalEarlyTerminationIndicator::Enum optionalEarlyTerminationIndicator;

    BasketTradeReportType::Enum basketTradeReportType;

    std::string tradeReportId;

    std::string basketTradeReportText;

    std::string toString() const;
 
private:
    friend class Serializer;
    OldBasketDataBCGrp(const void* data);
};
 
ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const OldBasketDataBCGrp&);

class ONIXS_EUREX_ETI_EXPORT NewBasketDataBCGrp
{
public:
    NewBasketDataBCGrp();

    UInt64 transactTime;

    UInt64 basketTrdMatchId;

    UInt64 origBasketTrdMatchId;

    UInt32 maturityMonthYear;

    OptionalEarlyTerminationIndicator::Enum optionalEarlyTerminationIndicator;

    BasketTradeReportType::Enum basketTradeReportType;

    std::string tradeReportId;

    std::string basketTradeReportText;

    std::string toString() const;
 
private:
    friend class Serializer;
    NewBasketDataBCGrp(const void* data);
};
 
ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const NewBasketDataBCGrp&);

class ONIXS_EUREX_ETI_EXPORT OldBasketInstrmtMatchSideGrpElem
{
public:
    OldBasketInstrmtMatchSideGrpElem();

    SInt64 securityId;

    SInt64 lastPx;

    UInt64 transBkdTime;

    SInt64 relatedClosePrice;

    SInt64 clearingTradePrice;

    UInt32 packageId;

    SInt32 sideMarketSegmentId;

    SideTrdSubTyp::Enum sideTrdSubTyp;

    ProductComplex::Enum productComplex;

    TradePublishIndicator::Enum tradePublishIndicator;

    UInt8 instrmtMatchSideId;

    EffectOnBasket::Enum effectOnBasket;

    std::string tradeReportText;

    std::string toString() const;
 
private:
    friend class Serializer;
    OldBasketInstrmtMatchSideGrpElem(const void* data);
};
 
ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const OldBasketInstrmtMatchSideGrpElem&);

class ONIXS_EUREX_ETI_EXPORT NewBasketInstrmtMatchSideGrpElem
{
public:
    NewBasketInstrmtMatchSideGrpElem();

    SInt64 securityId;

    SInt64 lastPx;

    UInt64 transBkdTime;

    SInt64 relatedClosePrice;

    SInt64 clearingTradePrice;

    UInt32 packageId;

    SInt32 sideMarketSegmentId;

    SideTrdSubTyp::Enum sideTrdSubTyp;

    ProductComplex::Enum productComplex;

    TradePublishIndicator::Enum tradePublishIndicator;

    UInt8 instrmtMatchSideId;

    EffectOnBasket::Enum effectOnBasket;

    std::string tradeReportText;

    std::string toString() const;
 
private:
    friend class Serializer;
    NewBasketInstrmtMatchSideGrpElem(const void* data);
};
 
ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const NewBasketInstrmtMatchSideGrpElem&);

class ONIXS_EUREX_ETI_EXPORT OldBasketSideAllocGrpElem
{
public:
    OldBasketSideAllocGrpElem();

    SInt64 allocQty;

    UInt32 individualAllocId;

    PartySubIdType::Enum partySubIdType;

    Side::Enum side;

    PositionEffect::Enum positionEffect;

    UInt8 instrmtMatchSideId;

    TradeAllocStatus::Enum tradeAllocStatus;

    std::string partyExecutingFirm;

    std::string partyExecutingTrader;

    std::string toString() const;
 
private:
    friend class Serializer;
    OldBasketSideAllocGrpElem(const void* data);
};
 
ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const OldBasketSideAllocGrpElem&);

class ONIXS_EUREX_ETI_EXPORT NewBasketSideAllocGrpElem
{
public:
    NewBasketSideAllocGrpElem();

    SInt64 allocQty;

    UInt32 individualAllocId;

    PartySubIdType::Enum partySubIdType;

    Side::Enum side;

    PositionEffect::Enum positionEffect;

    UInt8 instrmtMatchSideId;

    TradeAllocStatus::Enum tradeAllocStatus;

    std::string partyExecutingFirm;

    std::string partyExecutingTrader;

    std::string toString() const;
 
private:
    friend class Serializer;
    NewBasketSideAllocGrpElem(const void* data);
};
 
ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const NewBasketSideAllocGrpElem&);

class ONIXS_EUREX_ETI_EXPORT BasketRollBroadcast : public Message
{
public:
    BasketRollBroadcast();

    UInt64 applSeqNum;

    UInt32 applSubId;

    UInt16 partitionId;

    ApplResendFlag::Enum applResendFlag;

    ApplId::Enum applId;

    LastFragment::Enum lastFragment;

    UInt32 basketExecId;

    SInt32 marketSegmentId;

    UInt32 basketProfileId;

    TrdType::Enum trdType;

    TradeReportType::Enum tradeReportType;

    MessageEventSource::Enum messageEventSource;

    BasketAnonymity::Enum basketAnonymity;

    std::string basketTradeReportText;

    std::string tradeReportId;

    OldBasketDataBCGrp oldBasketDataBCGrp;

    NewBasketDataBCGrp newBasketDataBCGrp;

    std::vector<BasketRootPartyGrpElem> basketRootPartyGrp;

    std::vector<OldBasketInstrmtMatchSideGrpElem> oldBasketInstrmtMatchSideGrp;

    std::vector<NewBasketInstrmtMatchSideGrpElem> newBasketInstrmtMatchSideGrp;

    std::vector<OldBasketSideAllocGrpElem> oldBasketSideAllocGrp;

    std::vector<NewBasketSideAllocGrpElem> newBasketSideAllocGrp;

    TemplateId::Enum templateId() const;

    std::string toString() const;
 
private:
    friend class Serializer;
    BasketRollBroadcast(const void* data, size_t dataSize, MessageInfo& msgInfo);
    void nativeSerializeTo(void* nativeMessage);
};
 
ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const BasketRollBroadcast&);
 
}}} // namespace OnixS::Eurex::Trading