Fields.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/ICE/BOE/messaging/Time.h>
#include <OnixS/ICE/BOE/messaging/StrRef.h>
#include <OnixS/ICE/BOE/messaging/Integral.h>
#include <OnixS/ICE/BOE/messaging/Bits.h>
#include <OnixS/ICE/BOE/messaging/Utils.h>
 
ONIXS_ICEBOE_MESSAGING_NAMESPACE_BEGIN

typedef Int64 Decimal9;
 

typedef UInt16 UTCDateOnly;
 

typedef UInt16 UTCDateOnly;
 

typedef UInt64 UTCTimestamp;
 

typedef UInt64 UTCTimestamp;
 

typedef Char CharType;
 

typedef Int8 Int8NULL;
 

typedef Int16 Int16NULL;
 

typedef Int32 Int32NULL;
 

typedef Int64 Int64NULL;
 

typedef UInt8 Uint8NULL;
 

typedef UInt16 Uint16NULL;
 

typedef UInt32 Uint32NULL;
 

typedef UInt64 Uint64NULL;
 

enum class MultiLegReportingTypeEnum : UInt8
{
    SingleSecurity = 1,

    LegOfMultiLegSecurity = 2,

    MultiLegSecurity = 3
};

enum class HandlInstEnum : UInt8
{
    Automated = 1
};

enum class ExecInstEnum : Char
{
    AON = 'G',

    PNC = 'P',

    DP = 'D'
};

enum class ExecRestatementReasonEnum : UInt8
{
    REPRICED = 3,

    OTHER = 99
};

enum class AllocHandlInstEnum : Char
{
    APT = 'A',

    G = 'G'
};

enum class CustOrderHandlingInstEnum : Char
{
    C = 'C',

    D = 'D',

    G = 'G',

    H = 'H',

    W = 'W',

    Y = 'Y'
};

enum class OrderTypeEnum : UInt8
{
    Market = 1,

    Limit = 2,

    Stop = 3,

    StopLimit = 4
};

enum class PriceTypeEnum : UInt8
{
    PerContract = 2,

    FixedCabinetTradePrice = 10,

    FixedRate = 100,

    NPV = 101,

    RateDifferential = 102,

    NPVDifferential = 103
};

enum class BenchmarkPriceTypeEnum : UInt8
{
    FixedAmount = 3
};

enum class PositionEffectEnum : Char
{
    Open = 'O',

    Close = 'C'
};

enum class TradingCapacityEnum : UInt8
{
    DEAL = 0,

    MTCH = 1,

    AOTC = 2
};

enum class SelfMatchPreventionInstructionEnum : Char
{
    CancelRestingOrder = 'R',

    CancelTakingOrder = 'T',

    CancelBothOrders = 'B'
};

enum class TimeInForceEnum : UInt8
{
    Day = 0,

    GTC = 1,

    FAK = 3,

    FOK = 4,

    GTD = 6
};

enum class OrderStateEnum : UInt8
{
    Active = 0,

    Inactive = 1,

    Withdrawn = 2,

    Consummated = 4,

    Elected = 6
};

enum class ExecTypeEnum : CharType
{
    New = '0',

    PartialFill = '1',

    Fill = '2',

    Cancelled = '4',

    Replaced = '5',

    Rejected = '8',

    Restated = 'D',

    TradeCorrect = 'G',

    TradeCancel = 'H'
};

enum class OrderStatusEnum : UInt8
{
    New = 0,

    PartialFill = 1,

    Fill = 2,

    Canceled = 4,

    Replace = 5,

    Rejected = 8
};

enum class SideEnum : UInt8
{
    Buy = 1,

    Sell = 2
};

enum class BooleanEnum : UInt8
{
    False = 0,

    True = 1
};

enum class CancelReasonEnum : UInt8
{
    CanceledByUser = 0,

    CanceledBySystem = 7,

    CanceledForReasonabilityLimits = 10,

    CanceledAtMarketClose = 11,

    CanceledForIPL = 13,

    CanceledForIOC = 27,

    CanceledForFOK = 28,

    CanceledForMarket = 31
};

enum class RFCStatusEnum : UInt8
{
    None = 0,

    Success = 1,

    PartialSuccessBidFailure = 2,

    PartialSuccessOfferFailure = 3,

    Failure = 4
};

enum class SecurityTypeEnum : UInt8
{
    FUT = 1,

    OPT = 2,

    CommonStock = 3,

    MLEG = 4
};

enum class BlockTypeEnum : UInt8
{
    Regular = 0,

    PNC = 1,

    DP = 2,

    LIS = 3
};

enum class ExchangeSiloEnum : UInt8
{
    ICE = 0,

    ENDEX = 1,

    LIFFE = 2
};

enum class SecurityTradingStatusEnum : UInt8
{
    TradingHalt_Suspended = 2,

    NoOpen_NoResume_PreClose = 4,

    ReadyToTrade_Open = 17,

    NotAvailableForTrading_Close = 18,

    NotTraded = 19,

    UnknownOrInvalid_Expired = 20,

    PreOpen = 21,

    TradingAsStrategyLegOnly_Open = 100
};

enum class RejectResponseToEnum : UInt8
{
    Cancel = 1,

    CancelReplace = 2,

    NewOrder = 3
};

enum class RejectEnum : UInt8
{
    TooLateToCancel = 0,

    UnknownSymbol = 1,

    ExchangeClosed = 2,

    OrderExceedsLimit = 3,

    UnableToProcessRequest = 4,

    UnknownOrder = 5,

    DuplicateOrder = 6,

    MissingPermissions = 7,

    UserDefined = 9,

    CancelOrReplacePending = 10,

    Unsupported = 11,

    RiskProtectionActive = 12
};

enum class CrossTypeEnum : Char
{
    AON = '1',

    IOC = '2'
};

enum class SettlMethodEnum : CharType
{
    Cash_Financial = 'C',

    Physical = 'P'
};

enum class QuoteAckStatusEnum : UInt16
{
    Accepted = 0,

    CancelledAll = 4,

    Rejected = 5,

    PartiallyCancelled = 200,

    UnreasonableQuotes = 300
};

enum class QuoteRejectReasonEnum : UInt8
{
    Accepted = 0,

    Other = 99,

    ValidationFailure = 100,

    InvalidUserID = 101,

    RiskProtectionActive = 102,

    NoClearingAccountForTrader = 104,

    NoMassQuoteSets = 105,

    FirstSetMassQuoteIsEmpty = 106,

    InvalidClearingAccountStatus = 107,

    InvalidClearingLimits = 108,

    InvalidMarketID = 109,

    ExceedsAllowedMassQuoteSets = 110,

    ExceedsAllowedMassQuotes = 111,

    InvalidMassQuoteID = 112
};

enum class QuoteEntryRejectReasonEnum : UInt8
{
    Other = 99,

    RiskProtectionActive = 102,

    RiskProtectionActiveForSellSide = 113
};

enum class MassCancelRequestTypeEnum : UInt8
{
    CancelForTradingSession = 6,

    CancelAllForTrader = 10
};

enum class MassCancelResponseEnum : UInt8
{
    Rejected = 0,

    CancelForTradingSession = 6,

    CancelAllForTrader = 10
};

enum class MassCancelRejectEnum : UInt8
{
    Unsupported = 0,

    InvalidTradingSession = 6,

    InvalidMarket = 7,

    Other = 99
};

enum class SeverityLevelEnum : UInt8
{
    Info = 1,

    Warning = 2,

    Error = 3,

    Fatal = 4
};

enum class QuoteCancelTypeEnum : UInt8
{
    CancelByUnderlyingMarket = 3,

    CancelAll = 4,

    CancelByProductID = 5
};

enum class SecurityRequestTypeEnum : UInt8
{
    CreateStrategy = 1,

    RequestListofFutures = 3,

    RequestListofOptions = 100,

    RequestListofStrategies = 101,

    CreateFlexOption = 102,

    CreateFlexExpiry = 103,

    RequestListOfProducts = 104
};

enum class StrikeExerciseStyleEnum : UInt8
{
    European = 0,

    American = 1,

    Asian = 3
};

enum class SecurityResponseTypeEnum : UInt8
{
    AcceptedSecurityAsDefined = 1,

    AcceptedSecurityPerRequest = 4,

    RejectedSecurityPerRequest = 5,

    SecurityAlreadyDefined = 10
};

enum class RequestStatusEnum : UInt8
{
    Success = 0,

    PartialSuccess = 1,

    Failure = 2
};

enum class WaiverIndicatorEnum : UInt8
{
    LRGS = 1,

    SIZE = 2,

    ILQD = 3
};

enum class OrderFlags : UInt8
{
    None = 0,

    StopLimitPriceChanged = 0x1,

    StopElected = 0x2,

    Reserved2 = 0x4,

    Reserved3 = 0x8,

    Reserved4 = 0x10,

    Reserved5 = 0x20,

    Reserved6 = 0x40,

    Reserved7 = 0x80
};
 
ONIXS_ICEBOE_DEFINE_SET(OrderFlags);

enum class TradeFlags : UInt8
{
    None = 0,

    LiquidityIndicator = 0x1,

    DealAdjustIndicator = 0x2,

    Reserved2 = 0x4,

    Reserved3 = 0x8,

    Reserved4 = 0x10,

    Reserved5 = 0x20,

    Reserved6 = 0x40,

    Reserved7 = 0x80
};
 
ONIXS_ICEBOE_DEFINE_SET(TradeFlags);

enum class HeaderFlags : UInt8
{
    None = 0,

    PossDupe = 0x1,

    PossResend = 0x2,

    Reserved2 = 0x4,

    Reserved3 = 0x8,

    Reserved4 = 0x10,

    Reserved5 = 0x20,

    Reserved6 = 0x40,

    Reserved7 = 0x80
};
 
ONIXS_ICEBOE_DEFINE_SET(HeaderFlags);
 

typedef
IntegralConstant<Int64, -9223372036854775807LL-1>
NullDecimal9;
 

typedef
IntegralConstant<UInt16, 0>
NullUTCDateOnly;
 

typedef
IntegralConstant<UInt64, 0ULL>
NullUTCTimestamp;
 

typedef
IntegralConstant<Char, '\x0'>
NullCharType;
 

typedef
IntegralConstant<Int8, -128>
NullInt8NULL;
 

typedef
IntegralConstant<Int16, -32768>
NullInt16NULL;
 

typedef
IntegralConstant<Int32, -2147483647-1>
NullInt32NULL;
 

typedef
IntegralConstant<Int64, -9223372036854775807LL-1>
NullInt64NULL;
 

typedef
IntegralConstant<UInt8, 255>
NullUint8NULL;
 

typedef
IntegralConstant<UInt16, 65535>
NullUint16NULL;
 

typedef
IntegralConstant<UInt32, 4294967295>
NullUint32NULL;
 

typedef
IntegralConstant<UInt64, 18446744073709551615ULL>
NullUint64NULL;
 
 
 
inline Timestamp dateToTimestampImpl(UTCDateOnly value) noexcept
{
    return Timestamp(TimeSpan(value, 0, 0, 0, 0).ticks());
}
using dateToTimestamp = ONIXS_ICEBOE_WRAP_F(dateToTimestampImpl);
 
inline UTCDateOnly timestampToDateImpl(Timestamp value) noexcept
{
    return static_cast<UTCDateOnly>(TimeSpan(value.sinceEpoch()).days());
}
using timestampToDate = ONIXS_ICEBOE_WRAP_F(timestampToDateImpl);
 
inline Timestamp ticksToTimestampImpl(UTCTimestamp value) noexcept
{
     return Timestamp(value);
}
using ticksToTimestamp = ONIXS_ICEBOE_WRAP_F(ticksToTimestampImpl);
 
inline UTCTimestamp timestampToTicksImpl(Timestamp value) noexcept
{
    return value.sinceEpoch();
}
using timestampToTicks = ONIXS_ICEBOE_WRAP_F(timestampToTicksImpl);
 
 
ONIXS_ICEBOE_MESSAGING_NAMESPACE_END