InstrumentDirectoryFixedIncome.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 <vector>

#include <OnixS/EuroTLX/MarketData/GTP/ABI.h>
#include <OnixS/EuroTLX/MarketData/GTP/Defines.h>
#include <OnixS/EuroTLX/MarketData/GTP/Enumerations.h>
#include <OnixS/EuroTLX/MarketData/GTP/BinaryMessage.h>


namespace OnixS {
namespace EuroTLX {
namespace MarketData {
namespace GTP {

    /// 
    struct InstrumentDirectoryFixedIncomeMsg : public BinaryMessage
    {
        /// Time the message was generated.
        UDT timestamp() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return ordinary<UDT>(3);
        }

        /// GTP Instrument identifier.
        UInt64 instrument() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return ordinary<UInt64>(11);
        }

        /// ISIN code of the instrument.
        Alpha isin() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<12>(19);
        }

        /// SEDOL code of the instrument.
        Alpha sedol() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<8>(31);
        }

        /// Defines the order-book types that are allowed for the instrument. Each designated bit represents a
        /// book type.
        BitField allowedBookTypes() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return ordinary<BitField>(39);
        }

        /// Venue from which market data is received for the instrument.
        SourceVenue::Enum sourceVenue() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<SourceVenue>(40);
        }

        /// Instrument identifier used by the source venue.
        Alpha venueInstrumentID() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<11>(42);
        }

        /// Segment or instrument group ID as identified by the trading market.
        Alpha groupID() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<6>(53);
        }

        /// Currency code as per ISO 4217.
        Alpha currency() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<3>(59);
        }

        /// The tick structure applicable for the instrument.
        Alpha tickID() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<2>(62);
        }

        /// Closing price reported for the previous trading day.
        Price previousDaysClosingPrice() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(64));
        }

        /// Price Band Tolerance (%) of the instrument.
        Price priceBandTolerances() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(72));
        }

        /// Dynamic Circuit Breaker Tolerance (%) of the instrument.
        Price dynamicCircuitBreakerTolerances() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(80));
        }

        /// Static Circuit Breaker Tolerance (%) of the instrument.
        Price staticCircuitBreakerTolerances() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(88));
        }

        /// Reserved for future use
        BitField flags() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return ordinary<BitField>(96);
        }

        /// Different instrument security subset types.
        UInt8 securitySubtype() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return ordinaryRef<UInt8>(97);
        }

        /// Expiration date of the instrument.
        Date expirationDate() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<8>(98);
        }

        /// Listing start date of the instrument.
        Date listingStartDate() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<8>(106);
        }

        /// Listing end date of the instrument.
        Date listingEndDate() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<8>(114);
        }

        /// Indicates the minimum quantity/nominal value tradable on the market for a security.
        Size minimumLotMinimumExecutionSize() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return Size(ordinary<UInt64>(122));
        }

        /// Last execution price in a session prior to the current trading day.
        Price lastPriceInPrecedingSession() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(130));
        }

        /// Last execution date in a session prior to current trading day.
        Date lastPriceInPrecedingSessionDate() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<8>(138);
        }

        /// Settlement system type.
        SettlementSystem::Enum settlementSystem() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<SettlementSystem>(146);
        }

        /// Last validity date in the DDMMYYYY format.
        Date lastValidityDate() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<8>(147);
        }

        /// Settlement date in the DDMMYYYY format.
        Date settlementDate() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<8>(155);
        }

        /// The value of an Ex-Marker pertaining to a tradable instrument.
        Alpha exMarkerCode() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<2>(163);
        }

        /// Type of security.
        UInt8 securityType() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return ordinaryRef<UInt8>(165);
        }

        /// Country of Register.
        Alpha countryOfRegister() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<3>(166);
        }

        /// The Exchange Market Size (EMS) is set to show the minimum size a market maker must quote in an
        /// individual security for all executable and non executable quotes.
        Size exchangeMarketSize() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return Size(ordinary<UInt64>(169));
        }

        /// Used to specify the minimum size of an iceberg peak for an instrument in conjunction with EMS.
        Size minimumPeakSizeMultiplier() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return Size(ordinary<UInt64>(177));
        }

        /// This field informs Participants of the maximum spread allowable for an instrument when submitting
        /// quote messages, calculated as a percentage of mid-price.
        Price securityMaximumSpread() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(185));
        }

        /// Indicates the settlement mode of the security
        ClearingType::Enum clearingType() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<ClearingType>(193);
        }

        /// Dirty/Clean price (TIPO CORSO)
        DirtyCleanPrice::Enum dirtyCleanPrice() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<DirtyCleanPrice>(194);
        }

        /// Indicates if the instrument in settled in gross or not
        GrossSettlementIndicator::Enum grossSettlementIndicator() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<GrossSettlementIndicator>(195);
        }

        /// Time to maturity.
        Alpha timeToMaturity() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<6>(196);
        }

        /// Pool Factor, defines the percentage of the security that is yet to be repaid by the issuer. Please
        /// note that there are 15 implied decimals.
        UInt64 poolFactor() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return ordinary<UInt64>(202);
        }

        /// Current Coupon.
        Size coupon() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return Size(ordinary<UInt64>(210));
        }

        /// Inverse Orderbook
        InverseOrderbook::Enum inverseOrderbook() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<InverseOrderbook>(218);
        }

        /// Reserved for future use.
        Price reservedField1() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(219));
        }

        /// Reserved for future use.
        Price reservedField2() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(227));
        }

        /// Description of the instrument
        Alpha description() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<40>(235);
        }

        /// Total message size.
        static ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 275;

        /// Check the given size.
        static void validateSize(MessageSize size)
        {
            if(size < messageSize_)
                throwIncorrectSize("InstrumentDirectoryFixedIncome", size, messageSize_);
        }

        /// Initializes instance over given memory block.
        InstrumentDirectoryFixedIncomeMsg(const void* data, MessageSize size)
        ONIXS_EUROTLX_GTP_NOTHROW
            : BinaryMessage(data, size)
        {
        }
    };

    /// Serializes object into string.
    ONIXS_EUROTLX_GTP_API void toStr(std::string&, const InstrumentDirectoryFixedIncomeMsg&);

    /// Serializes object into string.
    inline std::string toStr(const InstrumentDirectoryFixedIncomeMsg& msg)
    {
        std::string str;
        toStr(str, msg);
        return str;
    }

}
}
}
}