BasketRollRequest.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 "OnixS/Eurex/Trading/Messages/BasketRollBroadcast.h"
 
#include <iosfwd>
#include <string>
#include <vector>
 
namespace OnixS { namespace Eurex { namespace Trading {

class ONIXS_EUREX_ETI_EXPORT OldBasketDataGrp
{
public:
    OldBasketDataGrp();

    UInt64 basketTrdMatchId;

    UInt32 basketExecId;

    std::string tradeReportId;

    UInt32 maturityMonthYear;

    BasketTradeReportType::Enum basketTradeReportType;

    std::string basketTradeReportText;

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

class ONIXS_EUREX_ETI_EXPORT NewBasketDataGrp
{
public:
    NewBasketDataGrp();

    std::string tradeReportId;

    UInt32 maturityMonthYear;

    BasketTradeReportType::Enum basketTradeReportType;

    std::string basketTradeReportText;

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

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

    UInt32 senderSubId;

    SInt32 marketSegmentId;

    UInt32 basketProfileId;

    TrdType::Enum trdType;

    TradeReportType::Enum tradeReportType;

    std::string tradeReportId;

    OldBasketDataGrp oldBasketDataGrp;

    NewBasketDataGrp newBasketDataGrp;

    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;
    BasketRollRequest(const void* data, size_t dataSize, MessageInfo& msgInfo);
    void nativeSerializeTo(void* nativeMessage);
};
 
ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const BasketRollRequest&);
 
}}} // namespace OnixS::Eurex::Trading