NewOrderRequest.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
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 */

#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 "OnixS/Eurex/Trading/Messages/ModifyOrderComplexRequest.h"

#include <iosfwd>
#include <string>
#include <vector>

namespace OnixS {
namespace Eurex {
namespace Trading {

/// New Order Request Message.
class ONIXS_EUREX_ETI_EXPORT NewOrderRequest : public Message
{
public:
    /// Initialize default instance.
    NewOrderRequest ();

    /// User ID.
    UInt32 senderSubId;

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

    /// Stop price.
    SInt64 stopPx;

    /// 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;

    /// 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;

    /// Self Match Prevention ID.
    UInt32 matchInstCrossId;

    /// Date of order expiry.
    UInt32 expireDate;

    /// Marks a a certain order as a closing auction one.
    TradingSessionSubId::Enum tradingSessionSubId;

    /// 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;

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

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

    /// 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;

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

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

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

    /// 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;

    /// 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;

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

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

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

    /// 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;

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

    /// 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;

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

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

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

    /// Total Order Quantity.
    SInt64 orderQty;

    /// Price.
    SInt64 price;

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

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

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

    /// CheckSum correction.
    UInt16 checkSumCorrection;

    /// 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;
    NewOrderRequest (const void* data, size_t dataSize, MessageInfo& msgInfo);
    void nativeSerializeTo (void* nativeMessage);
};

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

}
}
}