SRQSDealNotification.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 "OnixS/Eurex/Trading/Messages/SRQSCreateDealNotification.h"

#include <iosfwd>
#include <string>
#include <vector>

namespace OnixS { namespace Eurex { namespace Trading {

/// SRQS Deal Notification Message.
class ONIXS_EUREX_ETI_EXPORT SRQSDealNotification : public Message
{
public:
    /// Initialize default instance.
    SRQSDealNotification();

    /// Message sequence number assigned to a non-order related Eurex ETI data stream.
    UInt64 applSeqNum;

    /// Unique ID assigned by the Eurex system during broadcast subscription in order to link broadcasts to the related
    /// subscription.
    UInt32 applSubId;

    /// Indicates a retransmission message.
    ApplResendFlag::Enum applResendFlag;

    /// Identifier for subscription and retransmission of an ETI data stream.
    ApplId::Enum applId;

    /// Indicates whether this message is the last fragment (part) of a sequence of messages belonging to one dedicated
    /// transaction.
    LastFragment::Enum lastFragment;

    /// Timestamp of the match event (trade).
    UInt64 transactTime;

    /// Value of stipulation.
    SInt64 underlyingPriceStipValue;

    /// Underlying price associate with a derivative instrument.
    SInt64 underlyingPx;

    /// Price of this leg fill.
    SInt64 lastPx;

    /// Quantity executed in this leg fill.
    SInt64 lastQty;

    /// ID of a SRQS negotiation.
    UInt32 negotiationId;

    /// Uniquely identifies all order leg allocations referring to the same matching event, simple instrument and price.
    UInt32 tradeId;

    /// Party type initiating SRQS deal deletion.
    RequestingPartySubIdType::Enum requestingPartySubIdType;

    /// SRQS deal status.
    TrdRptStatus::Enum trdRptStatus;

    /// Trade request transaction type.
    TradeRequestResult::Enum tradeRequestResult;

    /// Receiver of a message.
    MessageEventSource::Enum messageEventSource;

    /// This field designates if the trader is acting in the capacity of agent, trading for its own account or acting as
    /// a market maker.
    TradingCapacity::Enum tradingCapacity;

    /// Participant Short Name.
    std::string rootPartyExecutingFirm;

    /// Owning User Short Name.
    std::string rootPartyExecutingTrader;

    /// Entering trader name of the requester.
    std::string rootPartyEnteringTrader;

    /// User defined deal ID.
    std::string firmTradeId;

    /// User defined ID of a SRQS negotiation.
    std::string firmNegotiationId;

    /// First free-format text field for trader-specific or customer-related comments.
    std::string freeText1;

    /// Second free-format text field for trader-specific or customer-related comments.
    std::string freeText2;

    /// Third free-format text field for trader-specific or customer-related comments.
    std::string freeText3;

    /// Text field.
    std::string freeText5;

    /// Field is used for Eurex position management purposes and indicates whether the order is submitted to open or
    /// close a position.
    PositionEffect::Enum positionEffect;

    /// Account to book trades and keep positions on.
    std::string account;

    /// Mandatory final KRX beneficiary account required for orders in KRX products.
    std::string partyIdBeneficiary;

    /// Identifies the source of an order, in accordance with the FIA guidelines for a rate Identifier. The field is for
    /// participant use only. Valid characters: 0x20, 0x22-0x7B, 0x7D, 0x7E.
    CustOrderHandlingInst::Enum custOrderHandlingInst;

    /// Partner identification at the Korea Exchange is required for orders in KRX products.
    std::string partyIdOrderOriginationFirm;

    /// Flex Account information.
    std::string partyIdPositionAccount;

    /// Country code. Valid characters: 0x01-0x7E.
    std::string partyIdLocationId;

    /// This field is used to provide additional regulatory information (according to respective rules and regs,
    /// circulars and bilateral coordination between participant and Trading Surveillance Office).
    std::string complianceText;

    /// Indicates the name of a member institution to which a give-up is designated.
    std::string partyIdTakeUpTradingFirm;

    /// SRQS Target Party Trd Group.
    std::vector<SRQSTargetPartyTrdGrpElem> sRQSTargetPartyTrdGrp;

    /// Returns template ID.
    TemplateId::Enum templateId() const;

    /// Returns string representation.
    std::string toString() const;

private:
    friend class Serializer;
    SRQSDealNotification(const void* data, size_t dataSize, MessageInfo& msgInfo);
    void nativeSerializeTo(void* nativeMessage);
};

ONIXS_EUREX_ETI_EXPORT std::ostream& operator<<(std::ostream&, const SRQSDealNotification&);

}}}