SRQSOpenNegotiationRequest.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 "OnixS/Eurex/Trading/Messages/SRQSNegotiationRequesterNotification.h"
#include "OnixS/Eurex/Trading/Messages/SRQSOpenNegotiationNotification.h"

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

namespace OnixS {
namespace Eurex {
namespace Trading {

/// SRQS Open Negotiation Request Message.
class ONIXS_EUREX_ETI_EXPORT SRQSOpenNegotiationRequest : public Message
{
public:
    /// Initialize default instance.
    SRQSOpenNegotiationRequest ();

    /// User ID.
    UInt32 senderSubId;

    /// The instrument identifier uniquely identifies an instrument in the core system.
    SInt64 securityId;

    /// Bid price/rate.
    SInt64 bidPx;

    /// Offer price/rate.
    SInt64 offerPx;

    /// Total Order Quantity.
    SInt64 orderQty;

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

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

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

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

    /// This field indicates the type of a Eurex futures spread, Eurex option combination or Eurex Strategy.
    SInt32 securitySubType;

    /// Quote type.
    QuoteType::Enum quoteType;

    /// Sub-type or qualifier of QuoteType.
    QuoteSubType::Enum quoteSubType;

    /// Instruction to show total number of Respondents in a SRQS event.
    NumberOfRespDisclosureInstruction::Enum numberOfRespDisclosureInstruction;

    /// Side of the order.
    Side::Enum side;

    /// This field qualifies an instrument type on Eurex.
    ProductComplex::Enum productComplex;

    /// Specifies the type of respondents requested.
    RespondentType::Enum respondentType;

    /// Instruction to show last deal information after negotiation closure.
    ShowLastDealOnClosure::Enum showLastDealOnClosure;

    /// BidPx is locked.
    BidPxIsLocked::Enum bidPxIsLocked;

    /// OfferPx is locked.
    OfferPxIsLocked::Enum offerPxIsLocked;

    /// Side is locked.
    SideIsLocked::Enum sideIsLocked;

    /// OrderQty is locked.
    OrderQtyIsLocked::Enum orderQtyIsLocked;

    /// Trade Aggregation Identifier.
    TradeAggregationTransType::Enum tradeAggregationTransType;

    /// Status of the quote.
    QuoteCondition::Enum quoteCondition;

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

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

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

    /// SRQS negotiation report ID.
    std::string quoteReqId;

    /// Buy-side user information.
    std::string partyOrderOriginationTrader;

    /// Charge ID of Third Party Platform.
    std::string chargeId;

    /// Quot Req Legs Group.
    std::vector<QuotReqLegsGrpElem> quotReqLegsGrp;

    /// Target Parties.
    std::vector<TargetPartiesElem> targetParties;

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

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

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

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

}
}
}