MMParameterDefinitionRequest.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>

namespace OnixS {
namespace Eurex {
namespace Trading {

/// MM Parameter Definition Request Message.
class ONIXS_EUREX_ETI_EXPORT MMParameterDefinitionRequest : public Message
{
public:
    /// Initialize default instance.
    MMParameterDefinitionRequest ();

    /// User ID.
    UInt32 senderSubId;

    /// Participant defined time frame the risk protection parameters should be counted.
    SInt64 exposureDuration;

    /// Cumulated executed quantity of an order.
    SInt64 cumQty;

    /// Absolute number of (long calls + short puts) - (short calls + long puts).
    SInt64 delta;

    /// Absolute number of contracts purchased reduced by the number of contracts sold.
    SInt64 vega;

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

    /// Owning Session ID.
    UInt32 targetPartyIdSessionId;

    /// Percentage threshold: the system counts each trade as a percentage of the original volume and sums the percentages.
    SInt32 pctCount;

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

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

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

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

}
}
}