SRQSEnterQuoteRequest.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/Export.h"
#include "OnixS/Eurex/Trading/Defines.h"
#include "OnixS/Eurex/Trading/Enumerations.h"
#include "OnixS/Eurex/Trading/Message.h"
#include "OnixS/Eurex/Trading/MessageInfo.h"

#include <iosfwd>
#include <string>

namespace OnixS {
namespace Eurex {
namespace Trading {

/// SRQS Enter Quote Request Message.
class ONIXS_EUREX_ETI_EXPORT SRQSEnterQuoteRequest : public Message
{
public:
    /// Initialize default instance.
    SRQSEnterQuoteRequest ();

    /// User ID.
    UInt32 senderSubId;

    /// Bid price/rate.
    SInt64 bidPx;

    /// Offer price/rate.
    SInt64 offerPx;

    /// The underlying delta of a Vola-Strategy.
    SInt64 underlyingDeltaPercentage;

    /// Quantity of bid.
    SInt64 bidSize;

    /// Quantity of offer.
    SInt64 offerSize;

    /// Client Identifier field (ESMA Field 3 (Section A)) used to identify the client of an order for agent account of the member or participant of the trading venue.
    UInt64 partyIdClientId;

    /// Investment decision within firm (ESMA Field 4 (Section A)) is the code used to identify the person or the algorithm within the member or participant of the Trading Venue who is responsible for the investment decision.
    UInt64 partyIdInvestmentDecisionMaker;

    /// Executing Trader data Field (ESMA Field 5 (Section A)) used to identify the person or algorithm within the member or participant of the trading venue who is responsible for the execution of the transaction resulting from the order.
    UInt64 executingTrader;

    /// Underlying reference price for an option (for option strategies).
    SInt64 quoteRefPrice;

    /// Time until a message is valid.
    UInt64 validUntilTime;

    /// The product identifier uniquely identifies a Eurex product.
    SInt32 marketSegmentId;

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

    /// Order attribute liquidity provision.
    OrderAttributeLiquidityProvision::Enum orderAttributeLiquidityProvision;

    /// Qualifier for field ExecutingTrader. It is required to distinguish between natural persons and Algos.
    ExecutingTraderQualifier::Enum executingTraderQualifier;

    /// Party ID investment decision maker qualifier.
    PartyIdInvestmentDecisionMakerQualifier::Enum partyIdInvestmentDecisionMakerQualifier;

    /// 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;

    /// Owning business unit name.
    std::string partyExecutingFirm;

    /// Owning user name.
    std::string partyExecutingTrader;

    /// 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;

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

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

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

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

}
}
}