QuoteExecutionReport.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 QuoteEventGrpElem
{
public:
    QuoteEventGrpElem();

    SInt64 securityId;

    SInt64 quoteEventPx;

    SInt64 quoteEventQty;

    UInt64 quoteMsgId;

    UInt32 quoteEventMatchId;

    SInt32 quoteEventExecId;

    QuoteEventType::Enum quoteEventType;

    QuoteEventSide::Enum quoteEventSide;

    QuoteEventLiquidityInd::Enum quoteEventLiquidityInd;

    QuoteEventReason::Enum quoteEventReason;

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

class ONIXS_EUREX_ETI_EXPORT QuoteLegExecGrpElem
{
public:
    QuoteLegExecGrpElem();

    SInt64 legSecurityId;

    SInt64 legLastPx;

    SInt64 legLastQty;

    SInt32 legExecId;

    LegSide::Enum legSide;

    UInt8 noQuoteEventsIndex;

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

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

    UInt64 trdRegTSTimeOut;

    UInt16 partitionId;

    Data applMsgId;

    ApplId::Enum applId;

    ApplResendFlag::Enum applResendFlag;

    LastFragment::Enum lastFragment;

    UInt64 execId;

    SInt32 marketSegmentId;

    std::vector<QuoteEventGrpElem> quoteEventGrp;

    std::vector<QuoteLegExecGrpElem> quoteLegExecGrp;

    TemplateId::Enum templateId() const;

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