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

        /// Venue from which market data is received for the instrument.
        SourceVenue::Enum sourceVenue() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<SourceVenue>(11);
        }

        /// GTP Instrument Identifier
        UInt64 instrumentID() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return ordinary<UInt64>(13);
        }

        /// A unique trade identifier. The value will be right aligned.
        Alpha transactionIdentificationCode() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<52>(21);
        }

        /// 
        TradeType::Enum tradeType() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<TradeType>(73);
        }

        /// 
        AuctionType::Enum auctionType() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<AuctionType>(74);
        }

        /// Mifid compliant Price field populated using either Price or Yield. Will contain the text 'PNDG'
        /// (right aligned) when there is a pending price.
        MiFIDDecimal miFIDPrice() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<20>(75);
        }

        /// Number of units of the financial instrument.
        MiFIDDecimal miFIDQuantity() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<20>(95);
        }

        /// Date and time when the transaction was executed / agreed upon.
        DateAndTime tradingDateAndTime() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<27>(115);
        }

        /// Instrument Identification Code Type. Only valid value will be ISIN.
        Alpha instrumentIdentificationCodeType() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<4>(142);
        }

        /// Instrument identification number. (ISIN code)
        Alpha instrumentIdentificationCode() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<12>(146);
        }

        /// Indicates if the price is expressed in monetary value, in percentage or yield.
        Alpha priceNotation() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<4>(158);
        }

        /// Currency in which the price is expressed (applicable if the price is expressed as monetary value).
        Alpha priceCurrency() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<3>(162);
        }

        /// Notional value relevant to the security.
        MiFIDDecimal notionalAmount() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<20>(165);
        }

        /// Currency in which the notional amount is denominated.
        Alpha notionalCurrency() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<3>(185);
        }

        /// Identification of the venue where the transaction was executed.
        Alpha venueofExecution() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<4>(188);
        }

        /// Date and time when the transaction was published .
        DateAndTime publicationDateAndTime() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<27>(192);
        }

        /// 
        Alpha pTRefPriceWaiverFlag() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<4>(219);
        }

        /// 
        Alpha pTSizeFlag() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<4>(223);
        }

        /// 
        Alpha pTLargeInScaleFlag() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<4>(227);
        }

        /// 
        Alpha pTAlgoTrade() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<4>(231);
        }

        /// 
        Alpha pTCancellationFlag() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<4>(235);
        }

        /// 
        Alpha pTAmendmentFlag() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<4>(239);
        }

        /// Indicates whether the trade will be cleared.
        Byte transactionToBeCleared() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return ordinaryRef<Byte>(243);
        }

        /// Notation of the Quantity in Measurement Unit
        Alpha measurementUnit() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<3>(244);
        }

        /// The quantity of the Measurement Unit for commodity derivatives.
        MiFIDDecimal quantityinMeasurementUnit() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<20>(247);
        }

        /// Indicates the type of transaction.
        Alpha pTTransTypeFlag() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return fixedStr<4>(267);
        }

        /// 
        TradeQualifier::Enum tradeQualifier() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<TradeQualifier>(271);
        }

        /// 
        MarketMechanism::Enum marketMechanism() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<MarketMechanism>(272);
        }

        /// 
        TradingMode::Enum tradingMode() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<TradingMode>(273);
        }

        /// 
        TransactionCategory::Enum transactionCategory() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<TransactionCategory>(274);
        }

        /// 
        NegotiationIndicator::Enum negotiationIndicator() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<NegotiationIndicator>(275);
        }

        /// 
        AgencyCrossIndicator::Enum agencyCrossIndicator() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<AgencyCrossIndicator>(276);
        }

        /// 
        ModificationIndicator::Enum modificationIndicator() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<ModificationIndicator>(277);
        }

        /// 
        ReferencePriceIndicator::Enum referencePriceIndicator() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<ReferencePriceIndicator>(278);
        }

        /// 
        SpecialDividendIndicator::Enum specialDividendIndicator() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<SpecialDividendIndicator>(279);
        }

        /// 
        OffBookAutomatedIndicator::Enum offBookAutomatedIndicator() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<OffBookAutomatedIndicator>(280);
        }

        /// 
        PriceFormationIndicator::Enum priceFormationIndicator() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<PriceFormationIndicator>(281);
        }

        /// 
        AlgorithmicIndicator::Enum algorithmicIndicator() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<AlgorithmicIndicator>(282);
        }

        /// 
        PostTradeDeferralReason::Enum postTradeDeferralReason() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<PostTradeDeferralReason>(283);
        }

        /// 
        DeferralEnrichmentType::Enum deferralEnrichmentType() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<DeferralEnrichmentType>(284);
        }

        /// 
        DuplicativeIndicator::Enum duplicativeIndicator() const
        ONIXS_EUROTLX_GTP_NOTHROW
        {
            return enumeration<DuplicativeIndicator>(285);
        }

        /// Total message size.
        static ONIXS_EUROTLX_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 286;

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

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

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

}
}
}
}