PreTradeRiskLimitResponse.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 RiskLimitsRptGrpElem
{
public:
    RiskLimitsRptGrpElem();

    SInt64 riskLimitQty;

    SInt64 riskLimitOpenQty;

    SInt64 riskLimitNetPositionQty;

    SInt64 nettingCoefficient;

    UInt32 activationDate;

    RiskLimitType::Enum riskLimitType;

    RiskLimitRequestingPartyRole::Enum riskLimitRequestingPartyRole;

    RiskLimitViolationIndicator::Enum riskLimitViolationIndicator;

    std::string riskLimitGroup;

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

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

    UInt64 trdRegTSTimeIn;

    UInt64 trdRegTSTimeOut;

    LastFragment::Enum lastFragment;

    UInt64 riskLimitReportId;

    SInt32 marketSegmentId;

    PartyDetailStatus::Enum partyDetailStatus;

    RiskLimitPlatform::Enum riskLimitPlatform;

    std::string partyDetailExecutingUnit;

    std::vector<RiskLimitsRptGrpElem> riskLimitsRptGrp;

    TemplateId::Enum templateId() const;

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