SRQSCreateDealNotification.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 OrderBookItemGrpElem
{
public:
    OrderBookItemGrpElem();

    SInt64 securityId;

    SInt64 bestBidPx;

    SInt64 bestBidSize;

    SInt64 bestOfferPx;

    SInt64 bestOfferSize;

    MDBookType::Enum mdBookType;

    MDSubBookType::Enum mdSubBookType;

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

class ONIXS_EUREX_ETI_EXPORT SRQSTargetPartyTrdGrpElem
{
public:
    SRQSTargetPartyTrdGrpElem();

    SInt64 sideLastQty;

    UInt64 quoteId;

    UInt32 targetPartyIdExecutingTrader;

    std::string targetPartyExecutingFirm;

    std::string targetPartyExecutingTrader;

    std::string targetPartyEnteringTrader;

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

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

    UInt64 applSeqNum;

    UInt32 applSubId;

    ApplResendFlag::Enum applResendFlag;

    ApplId::Enum applId;

    LastFragment::Enum lastFragment;

    UInt64 transactTime;

    SInt64 lastPx;

    SInt64 lastQty;

    SInt64 securityId;

    UInt64 expireTime;

    SInt64 underlyingPx;

    SInt64 underlyingDeltaPercentage;

    SInt64 underlyingEffectiveDeltaPercentage;

    SInt64 underlyingQty;

    SInt64 underlyingPriceStipValue;

    UInt32 negotiationId;

    UInt32 tradeId;

    UInt32 origTradeId;

    TrdRptStatus::Enum trdRptStatus;

    TradeReportType::Enum tradeReportType;

    MessageEventSource::Enum messageEventSource;

    Side::Enum side;

    TradingCapacity::Enum tradingCapacity;

    TradePublishIndicator::Enum tradePublishIndicator;

    HedgingInstruction::Enum hedgingInstruction;

    std::string rootPartyExecutingFirm;

    std::string rootPartyExecutingTrader;

    std::string rootPartyEnteringTrader;

    std::string firmTradeId;

    std::string firmNegotiationId;

    std::string freeText1;

    std::string freeText2;

    std::string freeText3;

    std::string freeText5;

    PositionEffect::Enum positionEffect;

    std::string account;

    std::string partyIdBeneficiary;

    CustOrderHandlingInst::Enum custOrderHandlingInst;

    std::string partyIdOrderOriginationFirm;

    std::string partyIdPositionAccount;

    std::string partyIdLocationId;

    std::string complianceText;

    std::string partyIdTakeUpTradingFirm;

    std::vector<OrderBookItemGrpElem> orderBookItemGrp;

    std::vector<SRQSTargetPartyTrdGrpElem> sRQSTargetPartyTrdGrp;

    TemplateId::Enum templateId() const;

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