OnixS Eurex ETI Handler C++ library  9.19.0
API documentation
PreTradeRiskLimitsDefinitionRequest.h
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19 
20 #pragma once
21 
22 #include "OnixS/Eurex/Trading/Export.h"
27 
28 #include <iosfwd>
29 #include <string>
30 #include <vector>
31 
32 namespace OnixS {
33 namespace Eurex {
34 namespace Trading {
35 
36 /// Risk Limit Qty Group Element.
37 class ONIXS_EUREX_ETI_EXPORT RiskLimitQtyGrpElem
38 {
39 public:
40  /// Initialize default instance.
42 
43  /// Risk limit quantity.
45 
46  /// Type of risk limits.
48 
49  /// Returns string representation.
50  std::string toString () const;
51 
52 private:
53  friend class Serializer;
54  RiskLimitQtyGrpElem (const void* data);
55 };
56 
57 ONIXS_EUREX_ETI_EXPORT std::ostream& operator << (std::ostream&, const RiskLimitQtyGrpElem&);
58 
59 /// Pre Trade Risk Limits Definition Request Message.
60 class ONIXS_EUREX_ETI_EXPORT PreTradeRiskLimitsDefinitionRequest : public Message
61 {
62 public:
63  /// Initialize default instance.
65 
66  /// User ID.
68 
69  /// Weighting factor used in the Extended PTRL consumption calculation.
71 
72  /// Quote Weighting factor for open positions in PTRL calculation.
74 
75  /// The product identifier uniquely identifies a Eurex product.
77 
78  /// Scope for Pre-Trade risk limits.
80 
81  /// Party detail status.
83 
84  /// User Pre-Trade risk group.
85  std::string riskLimitGroup;
86 
87  /// Detail BusinessUnit name.
89 
90  /// Risk Limit Qty Group.
91  std::vector<RiskLimitQtyGrpElem> riskLimitQtyGrp;
92 
93  /// Returns template ID.
94  TemplateId::Enum templateId () const;
95 
96  /// Returns string representation.
97  std::string toString () const;
98 
99 private:
100  friend class Serializer;
101  PreTradeRiskLimitsDefinitionRequest (const void* data, size_t dataSize, MessageInfo& msgInfo);
102  void nativeSerializeTo (void* nativeMessage);
103 };
104 
105 ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const PreTradeRiskLimitsDefinitionRequest&);
106 
107 }
108 }
109 }
SInt64 nettingCoefficient
Weighting factor used in the Extended PTRL consumption calculation.
Enum
Scope for Pre-Trade risk limits.
signed int SInt32
Definition: Defines.h:42
SInt64 quoteWeightingCoefficient
Quote Weighting factor for open positions in PTRL calculation.
SInt32 marketSegmentId
The product identifier uniquely identifies a Eurex product.
Message base class.
Definition: Message.h:33
RiskLimitType::Enum riskLimitType
Type of risk limits.
unsigned int UInt32
Definition: Defines.h:46
signed long long SInt64
Definition: Defines.h:43
RiskLimitPlatform::Enum riskLimitPlatform
Scope for Pre-Trade risk limits.
std::ostream & operator<<(std::ostream &, const ConnectionStateChange &)
Make it printable to formatted C++ I/O streams.
std::vector< RiskLimitQtyGrpElem > riskLimitQtyGrp
Risk Limit Qty Group.