ModifyOrderComplexRequest.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.
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 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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 */

#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 {

/// Leg Ord Group Element.
class ONIXS_EUREX_ETI_EXPORT LegOrdGrpElem
{
public:
    /// Initialize default instance.
    LegOrdGrpElem();

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

    /// 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;

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

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

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

/// Modify Order Complex Request Message.
class ONIXS_EUREX_ETI_EXPORT ModifyOrderComplexRequest : public Message
{
public:
    /// Initialize default instance.
    ModifyOrderComplexRequest();

    /// User ID.
    UInt32 senderSubId;

    /// Exchange Order ID generated by Eurex System; it remains constant over the lifetime of an order.
    UInt64 orderId;

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

    /// ClOrdID (11) of the last successfully processed task (request) referring to the specific order; used for client
    /// order ID chaining.
    UInt64 origClOrdId;

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

    /// Price.
    SInt64 price;

    /// Total Order Quantity.
    SInt64 orderQty;

    /// 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;

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

    /// Date of order expiry.
    UInt32 expireDate;

    /// Self Match Prevention ID.
    UInt32 matchInstCrossId;

    /// Owning Session ID.
    UInt32 targetPartyIdSessionId;

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

    /// 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 if the order is a Lean Order or a Standard (non lean) Order.
    ApplSeqIndicator::Enum applSeqIndicator;

    /// 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 qualifies an instrument type on Eurex.
    ProductComplex::Enum productComplex;

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

    /// Order type.
    OrdType::Enum ordType;

    /// 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;

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

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

    /// Execution and trading restriction parameters supported by Eurex.
    TimeInForce::Enum timeInForce;

    /// 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;

    /// Ownership indicator.
    OwnershipIndicator::Enum ownershipIndicator;

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

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

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

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

    /// 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;

    /// This field is used to provide additional regulatory information (according to respective rules and regs,
    /// circulars and bilateral coordination between participant and Trading Surveillance Office).
    std::string complianceText;

    /// 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;

    /// User defined client order ID.
    std::string fixClOrdId;

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

    /// Leg Ord Group.
    std::vector<LegOrdGrpElem> legOrdGrp;

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

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

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

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

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