InstrumentDirectory.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 InstrumentDirectoryMsg : 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);
        }

        /// 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>(31);
        }

        /// Venue from which market data is received for the instrument.
        SourceVenue::Enum sourceVenue() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<SourceVenue>(32);
        }

        /// Instrument identifier used by the source venue.
        Alpha venueInstrumentID() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<11>(34);
        }

        /// The tick structure applicable for the instrument.
        Alpha tickID() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<2>(45);
        }

        /// Price Band Tolerance (%) of the instrument.
        Price priceBandTolerances() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(47));
        }

        /// Dynamic Circuit Breaker Tolerance (%) of the instrument.
        Price dynamicCircuitBreakerTolerances() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(55));
        }

        /// Static Circuit Breaker Tolerance (%) of the instrument.
        Price staticCircuitBreakerTolerances() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(63));
        }

        /// Segment or instrument group ID as identified by the trading market.
        Alpha groupID() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<6>(71);
        }

        /// Underlying ISIN code.
        Alpha underlyingISINCode() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<12>(77);
        }

        /// Venue specified instrument ID of the underlying.
        Alpha underlyingInstrumentID() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<11>(89);
        }

        /// Currency code as per ISO 4217.
        Alpha currency() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<3>(100);
        }

        /// Reserved for future use.
        Byte reservedField1() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return ordinaryRef<Byte>(103);
        }

        /// Reserved for future use.
        Alpha reservedField2() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<4>(104);
        }

        /// Average Daily Turnover as reported by the Source Venue. Applicable to TRADEcho only.
        Price4 averageDailyTurnover() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return Price4(ordinary<UInt64>(108));
        }

        /// Reserved for future use.
        Alpha reservedField3() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<8>(116);
        }

        /// Reserved for future use
        BitField flags() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return ordinary<BitField>(124);
        }

        /// Reserved for future use.
        Price reservedField4() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(125));
        }

        /// Reserved for future use.
        Price reservedField5() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(133));
        }

        /// Total message size.
        static ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 141;

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

        /// Initializes instance over given memory block.
        InstrumentDirectoryMsg(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 InstrumentDirectoryMsg&);

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

}
}
}
}