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/Export.h"
#include "OnixS/Eurex/Trading/Defines.h"
#include "OnixS/Eurex/Trading/Enumerations.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 ();

    /// 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&);

}
}
}