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

namespace OnixS { namespace Eurex { namespace Trading {

/// Cross Request Side Group Element.
class ONIXS_EUREX_ETI_EXPORT CrossRequestSideGrpElem
{
public:
    /// Initialize default instance.
    CrossRequestSideGrpElem();

    /// Unique participant defined order request identifier.
    UInt64 clOrdId;

    /// Client Identifier field (ESMA Field 3 (Section A)) used to identify the client of an order for agent account of
    /// the member or participant of the trading venue.
    UInt64 partyIdClientId;

    /// Investment decision within firm (ESMA Field 4 (Section A)) is the code used to identify the person or the
    /// algorithm within the member or participant of the Trading Venue who is responsible for the investment decision.
    UInt64 partyIdInvestmentDecisionMaker;

    /// Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm within the
    /// member or participant of the trading venue who is responsible for the execution of the transaction resulting
    /// from the order.
    UInt64 executingTrader;

    /// Maximum Price.
    SInt64 maximumPrice;

    /// Self Match Prevention ID.
    UInt32 matchInstCrossId;

    /// Role on/for a message.
    InputSource::Enum inputSource;

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

    /// Indicate the instruction for SMP. If MatchInstCrossID (28744) is set then the default value for
    /// SelfMatchPreventionInstruction is 100 (Reject cross on business unit level).
    SelfMatchPreventionInstruction::Enum selfMatchPreventionInstruction;

    /// 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;

    /// Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
    ExecutingTraderQualifier::Enum executingTraderQualifier;

    /// Order attribute liquidity provision.
    OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision;

    /// Party ID investment decision maker qualifier.
    PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier;

    /// Order attribute risk reduction.
    OrderAttributeRiskReduction::Enum orderAttributeRiskReduction;

    /// Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.
    OrderOrigination::Enum orderOrigination;

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

    /// 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;

    /// Account to book trades and keep positions on.
    std::string account;

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

    /// 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;

    /// 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;

    /// Indicates the name of a member institution to which a give-up is designated.
    std::string partyIdTakeUpTradingFirm;

    /// Side compliance text.
    std::string sideComplianceText;

    /// Country code. Valid characters: 0x01-0x7E.
    std::string partyIdLocationId;

    /// End client identifier.
    std::string partyEndClientIdentification;

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

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

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

/// Side Cross Leg Group Element.
class ONIXS_EUREX_ETI_EXPORT SideCrossLegGrpElem
{
public:
    /// Initialize default instance.
    SideCrossLegGrpElem();

    /// Role on/for a message.
    LegInputSource::Enum legInputSource;

    /// Leg-specific field used for Eurex position management purposes and indicates whether the leg is submitted to
    /// open or close a position.
    LegPositionEffect::Enum legPositionEffect;

    /// Leg-specific account to book trades and keep positions on.
    std::string legAccount;

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

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

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

/// Enter CLIP Request Message.
class ONIXS_EUREX_ETI_EXPORT EnterCLIPRequest : public Message
{
public:
    /// Initialize default instance.
    EnterCLIPRequest();

    /// User ID.
    UInt32 senderSubId;

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

    /// Price.
    SInt64 price;

    /// Total Order Quantity.
    SInt64 orderQty;

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

    /// User defined CLIP arrangement ID.
    SInt32 crossId;

    /// User defined transaction ID.
    SInt32 crossRequestId;

    /// Type of the Cross Request.
    CrossRequestType::Enum crossRequestType;

    /// Type of cross being submitted to a market.
    CrossType::Enum crossType;

    /// Prioritization of a cross order.
    CrossPrioritization::Enum crossPrioritization;

    /// Instruction to show side.
    SideDisclosureInstruction::Enum sideDisclosureInstruction;

    /// Price disclosure instruction.
    PriceDisclosureInstruction::Enum priceDisclosureInstruction;

    /// Instruction to show total quantity.
    OrderQtyDisclosureInstruction::Enum orderQtyDisclosureInstruction;

    /// Indicator how price validity check should be performed by the exchange.
    PriceValidityCheckType::Enum priceValidityCheckType;

    /// Indicator for checking the maximum order/quote value by the exchange.
    ValueCheckTypeValue::Enum valueCheckTypeValue;

    /// The identifier of the member counterparty institution.
    std::string rootPartyContraFirm;

    /// The identifier of the trader counterparty.
    std::string rootPartyContraTrader;

    /// Cross Request Side Group.
    std::vector<CrossRequestSideGrpElem> crossRequestSideGrp;

    /// Side Cross Leg Group.
    std::vector<SideCrossLegGrpElem> sideCrossLegGrp;

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

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

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

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

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