BasketRollRequest.h

Go to the documentation of this file.

/*
 * 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 {

/// Old Basket Data Group.
class ONIXS_EUREX_ETI_EXPORT OldBasketDataGrp
{
public:
    /// Initialize default instance.
    OldBasketDataGrp();

    /// System defined Basket ID.
    UInt64 basketTrdMatchId;

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

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

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

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

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

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

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

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

/// New Basket Data Group.
class ONIXS_EUREX_ETI_EXPORT NewBasketDataGrp
{
public:
    /// Initialize default instance.
    NewBasketDataGrp();

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

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

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

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

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

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

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

/// Basket Roll Request Message.
class ONIXS_EUREX_ETI_EXPORT BasketRollRequest : public Message
{
public:
    /// Initialize default instance.
    BasketRollRequest();

    /// User ID.
    UInt32 senderSubId;

    /// 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;

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

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

    /// Old Basket Data Group.
    OldBasketDataGrp oldBasketDataGrp;

    /// New Basket Data Group.
    NewBasketDataGrp newBasketDataGrp;

    /// Old Basket Instrument Match Side Group.
    std::vector<OldBasketInstrmtMatchSideGrpElem> oldBasketInstrmtMatchSideGrp;

    /// New Basket Instrument Match Side Group.
    std::vector<NewBasketInstrmtMatchSideGrpElem> newBasketInstrmtMatchSideGrp;

    /// Old Basket Side Alloc Group.
    std::vector<OldBasketSideAllocGrpElem> oldBasketSideAllocGrp;

    /// New Basket Side Alloc Group.
    std::vector<NewBasketSideAllocGrpElem> newBasketSideAllocGrp;

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

    /// Returns string representation.
    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&);

}}}