DeleteAllOrderBroadcast.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 <iosfwd>
#include <string>
#include <vector>

namespace OnixS { namespace Eurex { namespace Trading {

/// Not Affected Orders Group Element.
class ONIXS_EUREX_ETI_EXPORT NotAffectedOrdersGrpElem
{
public:
    /// Initialize default instance.
    NotAffectedOrdersGrpElem();

    /// Exchange Order ID of an order whose cancellation is pending.
    UInt64 notAffectedOrderId;

    /// Original Client Order ID of an order whose cancellation is pending.
    UInt64 notAffOrigClOrdId;

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

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

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

/// Affected Order Requests Group Element.
class ONIXS_EUREX_ETI_EXPORT AffectedOrderRequestsGrpElem
{
public:
    /// Initialize default instance.
    AffectedOrderRequestsGrpElem();

    /// ETI message sequence number affected by the transaction.
    UInt32 affectedOrderRequestId;

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

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

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

/// Delete All Order Broadcast Message.
class ONIXS_EUREX_ETI_EXPORT DeleteAllOrderBroadcast : public Message
{
public:
    /// Initialize default instance.
    DeleteAllOrderBroadcast();

    /// Matching engine out timestamp.
    UInt64 trdRegTSTimeOut;

    /// 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;

    /// Message key assigned to a order/quote event related Eurex ETI data stream.
    Data applMsgId;

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

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

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

    /// Transaction timestamp.
    UInt64 massActionReportId;

    /// The instrument identifier uniquely identifies an instrument in the core system.
    SInt64 securityId;

    /// Price.
    SInt64 price;

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

    /// Owning Session ID.
    UInt32 targetPartyIdSessionId;

    /// Owning User ID.
    UInt32 targetPartyIdExecutingTrader;

    /// Entering User ID.
    UInt32 partyIdEnteringTrader;

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

    /// Reason for mass cancellation.
    MassActionReason::Enum massActionReason;

    /// Instructions for order handling, represented as a bit map.
    ExecInst::Enum execInst;

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

    /// Not Affected Orders Group.
    std::vector<NotAffectedOrdersGrpElem> notAffectedOrdersGrp;

    /// Affected Order Requests Group.
    std::vector<AffectedOrderRequestsGrpElem> affectedOrderRequestsGrp;

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

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

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

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

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