OnixS Eurex ETI Handler C++ library  9.23.0
API documentation
PreTradeRiskLimitResponse.h
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20 
21 #pragma once
22 
25 #include "OnixS/Eurex/Trading/Export.h"
28 
29 #include <iosfwd>
30 #include <string>
31 #include <vector>
32 
33 namespace OnixS { namespace Eurex { namespace Trading {
34 
35 /// Risk Limits Rpt Group Element.
36 class ONIXS_EUREX_ETI_EXPORT RiskLimitsRptGrpElem
37 {
38 public:
39  /// Initialize default instance.
41 
42  /// Risk limit quantity.
44 
45  /// Open quantity for orders or TES trades.
47 
48  /// Net position quantity for a requested pre-trade risk limit scope.
50 
51  /// Weighting factor used in the Extended PTRL consumption calculation.
53 
54  /// Business date when change is active.
56 
57  /// Type of risk limits.
59 
60  /// Requesting party role for a pre-trade risk limit.
62 
63  /// Indicator for a pre-trade risk limit violation.
65 
66  /// User Pre-Trade risk group.
67  std::string riskLimitGroup;
68 
69  /// Returns string representation.
70  std::string toString() const;
71 
72 private:
73  friend class Serializer;
74  RiskLimitsRptGrpElem(const void* data);
75 };
76 
77 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const RiskLimitsRptGrpElem&);
78 
79 /// Pre Trade Risk Limit Response Message.
80 class ONIXS_EUREX_ETI_EXPORT PreTradeRiskLimitResponse : public Message
81 {
82 public:
83  /// Initialize default instance.
85 
86  /// Matching engine in timestamp.
88 
89  /// Matching engine out timestamp.
91 
92  /// Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated
93  /// transaction.
95 
96  /// ID of a PartyRiskLimitReport.
98 
99  /// The product identifier uniquely identifies a Eurex product.
101 
102  /// Party detail status.
104 
105  /// Scope for Pre-Trade risk limits.
107 
108  /// Detail BusinessUnit name.
110 
111  /// Risk Limits Rpt Group.
112  std::vector<RiskLimitsRptGrpElem> riskLimitsRptGrp;
113 
114  /// Returns template ID.
115  TemplateId::Enum templateId() const;
116 
117  /// Returns string representation.
118  std::string toString() const;
119 
120 private:
121  friend class Serializer;
122  PreTradeRiskLimitResponse(const void* data, size_t dataSize, MessageInfo& msgInfo);
123  void nativeSerializeTo(void* nativeMessage);
124 };
125 
126 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const PreTradeRiskLimitResponse&);
127 
128 }}} // namespace OnixS::Eurex::Trading
PartyDetailStatus::Enum partyDetailStatus
Party detail status.
SInt64 nettingCoefficient
Weighting factor used in the Extended PTRL consumption calculation.
UInt64 riskLimitReportId
ID of a PartyRiskLimitReport.
unsigned long long UInt64
Definition: Defines.h:46
RiskLimitViolationIndicator::Enum riskLimitViolationIndicator
Indicator for a pre-trade risk limit violation.
std::vector< RiskLimitsRptGrpElem > riskLimitsRptGrp
Risk Limits Rpt Group.
Enum
Scope for Pre-Trade risk limits.
UInt64 trdRegTSTimeIn
Matching engine in timestamp.
Enum
Indicator for a pre-trade risk limit violation.
signed int SInt32
Definition: Defines.h:41
Enum
Requesting party role for a pre-trade risk limit.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
RiskLimitPlatform::Enum riskLimitPlatform
Scope for Pre-Trade risk limits.
std::string riskLimitGroup
User Pre-Trade risk group.
Message base class.
Definition: Message.h:32
RiskLimitRequestingPartyRole::Enum riskLimitRequestingPartyRole
Requesting party role for a pre-trade risk limit.
unsigned int UInt32
Definition: Defines.h:45
signed long long SInt64
Definition: Defines.h:42
std::ostream & operator<<(std::ostream &, ConnectionState::Enum)
Make it printable using C++ I/O streams.
UInt64 trdRegTSTimeOut
Matching engine out timestamp.
std::string partyDetailExecutingUnit
Detail BusinessUnit name.
SInt64 riskLimitNetPositionQty
Net position quantity for a requested pre-trade risk limit scope.
RiskLimitType::Enum riskLimitType
Type of risk limits.
SInt64 riskLimitOpenQty
Open quantity for orders or TES trades.
UInt32 activationDate
Business date when change is active.