EnterTESTradeRequest.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 {

class ONIXS_EUREX_ETI_EXPORT SideAllocGrpElem
{
public:
    SideAllocGrpElem();

    SInt64 allocQty;

    UInt32 individualAllocId;

    UInt32 tesEnrichmentRuleId;

    Side::Enum side;

    std::string partyExecutingFirm;

    std::string partyExecutingTrader;

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

class ONIXS_EUREX_ETI_EXPORT TrdInstrmntLegGrpElem
{
public:
    TrdInstrmntLegGrpElem();

    SInt64 legSecurityId;

    SInt64 legPrice;

    SInt64 legQty;

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

class ONIXS_EUREX_ETI_EXPORT InstrumentEventGrpElem
{
public:
    InstrumentEventGrpElem();

    UInt32 eventDate;

    EventType::Enum eventType;

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

class ONIXS_EUREX_ETI_EXPORT InstrumentAttributeGrpElem
{
public:
    InstrumentAttributeGrpElem();

    InstrAttribType::Enum instrAttribType;

    std::string instrAttribValue;

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

class ONIXS_EUREX_ETI_EXPORT UnderlyingStipGrpElem
{
public:
    UnderlyingStipGrpElem();

    std::string underlyingStipValue;

    std::string underlyingStipType;

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

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

    UInt32 senderSubId;

    SInt64 securityId;

    SInt64 lastPx;

    UInt64 transBkdTime;

    SInt64 underlyingPx;

    SInt64 relatedClosePrice;

    SInt64 relatedTradeQuantity;

    SInt64 relatedSecurityId;

    SInt64 relatedPx;

    SInt64 underlyingQty;

    SInt32 marketSegmentId;

    UInt32 underlyingSettlementDate;

    UInt32 underlyingMaturityDate;

    UInt32 relatedTradeId;

    SInt32 relatedMarketSegmentId;

    TrdType::Enum trdType;

    ProductComplex::Enum productComplex;

    TradeReportType::Enum tradeReportType;

    TradePublishIndicator::Enum tradePublishIndicator;

    PartyIdSettlementLocation::Enum partyIdSettlementLocation;

    HedgeType::Enum hedgeType;

    SwapClearer::Enum swapClearer;

    std::string tradeReportText;

    std::string tradeReportId;

    std::string underlyingSecurityId;

    std::string underlyingSecurityDesc;

    std::string underlyingCurrency;

    std::string underlyingIssuer;

    std::vector<SideAllocGrpElem> sideAllocGrp;

    std::vector<TrdInstrmntLegGrpElem> trdInstrmntLegGrp;

    std::vector<InstrumentEventGrpElem> instrumentEventGrp;

    std::vector<InstrumentAttributeGrpElem> instrumentAttributeGrp;

    std::vector<UnderlyingStipGrpElem> underlyingStipGrp;

    TemplateId::Enum templateId() const;

    std::string toString() const;
 
private:
    friend class Serializer;
    EnterTESTradeRequest(const void* data, size_t dataSize, MessageInfo& msgInfo);
    void nativeSerializeTo(void* nativeMessage);
};
 
ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const EnterTESTradeRequest&);
 
}}} // namespace OnixS::Eurex::Trading