TESUploadBroadcast.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/EnterTESTradeRequest.h"

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

namespace OnixS {
namespace Eurex {
namespace Trading {

/// Side Alloc Ext Group Element.
class ONIXS_EUREX_ETI_EXPORT SideAllocExtGrpElem
{
public:
    /// Initialize default instance.
    SideAllocExtGrpElem ();

    /// Quantity of the particular trade side in the TES trade.
    SInt64 allocQty;

    /// 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;

    /// Unique identifier for a TES trade side.
    UInt32 individualAllocId;

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

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

    /// Enrichment Rule ID for TES trades (to be used only in case of Auto Approval).
    UInt32 tesEnrichmentRuleId;

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

    /// Status of an allocation in a Trade Entry Service trade.
    TradeAllocStatus::Enum tradeAllocStatus;

    /// 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;

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

    /// 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;

    /// Order attribute risk reduction.
    OrderAttributeRiskReduction::Enum orderAttributeRiskReduction;

    /// Order origination, MiFID field - to indicate order received from a direct access or sponsored access customer.
    OrderOrigination::Enum orderOrigination;

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

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

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

    /// 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;

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

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

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

    /// 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;

    /// 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;

    /// End client identifier.
    std::string partyEndClientIdentification;

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

private:
    friend class Serializer;
    SideAllocExtGrpElem (const void* data);
};

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

/// TES Upload Broadcast Message.
class ONIXS_EUREX_ETI_EXPORT TESUploadBroadcast : public Message
{
public:
    /// Initialize default instance.
    TESUploadBroadcast ();

    /// 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;

    /// Is required to define the scope of a Retransmission Request.
    UInt16 partitionId;

    /// 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;

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

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

    /// Trade Closure Time, the time when an Off-Book trade was concluded outside the Eurex System.
    UInt64 transBkdTime;

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

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

    /// User defined index price.
    SInt64 relatedClosePrice;

    /// Quantity of the related trade.
    SInt64 relatedTradeQuantity;

    /// Price of the related instrument.
    SInt64 relatedPx;

    /// Nominal value.
    SInt64 underlyingQty;

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

    /// Identifier for a Trade Entry Service trade, i.e TES trade ID.
    UInt32 packageId;

    /// System transaction identifier for a Trade Entry Service transaction.
    UInt32 tesExecId;

    /// Date the underlying instrument will settle.
    UInt32 underlyingSettlementDate;

    /// Underlying security's maturity date.
    UInt32 underlyingMaturityDate;

    /// Identifier of a related trade.
    UInt32 relatedTradeId;

    /// Identifies a related product.
    SInt32 relatedMarketSegmentId;

    /// Indicates if a trade should be reported via the market reporting service.
    TrdType::Enum trdType;

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

    /// Identifies the type of trade notification.
    TradeReportType::Enum tradeReportType;

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

    /// Indicates if a trade should be reported via the market reporting service.
    TradePublishIndicator::Enum tradePublishIndicator;

    /// Indicates trade platform. Can only be used for EEX.
    TradePlatform::Enum tradePlatform;

    /// Hedging method.
    HedgeType::Enum hedgeType;

    /// Settlement institution.
    PartyIdSettlementLocation::Enum partyIdSettlementLocation;

    /// Swap clearer for EFS Trades only.
    SwapClearer::Enum swapClearer;

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

    /// User defined transaction ID. Part of the TES response and TES broadcast.
    std::string tradeReportId;

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

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

    /// Underlying security's ID.
    std::string underlyingSecurityId;

    /// Description of the Underlying security.
    std::string underlyingSecurityDesc;

    /// Underlying security's currency.
    std::string underlyingCurrency;

    /// The issuer or name of the underlying security.
    std::string underlyingIssuer;

    /// Side Alloc Ext Group.
    std::vector<SideAllocExtGrpElem> sideAllocExtGrp;

    /// Trd Instrmnt Leg Group.
    std::vector<TrdInstrmntLegGrpElem> trdInstrmntLegGrp;

    /// Instrument Event Group.
    std::vector<InstrumentEventGrpElem> instrumentEventGrp;

    /// Instrument Attribute Group.
    std::vector<InstrumentAttributeGrpElem> instrumentAttributeGrp;

    /// Underlying Stip Group.
    std::vector<UnderlyingStipGrpElem> underlyingStipGrp;

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

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

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

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

}
}
}