FixingLockdown.h

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/**
 * \file
 * \brief Declare `OnixS::ICE::iMpact::MarketData::FixingLockdown` message structure
 */
/*
 * Copyright (c) Onix Solutions Limited. All rights reserved.
 *
 * This software owned by Onix Solutions Limited 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.
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 * the terms of the Agreement is a violation of copyright law.
 */

#pragma once

#include "../Export.h"
#include "../Types.h"

#include <iosfwd>
#include <string>

namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {

/// This class represents the Fixing Lockdown Message.
struct ONIXS_ICEMDH_EXPORT FixingLockdown
{
    /// Message type constant
    enum  { messageType = '4' };

    /// Unique identifier of the market.
    MarketId marketId;

    /// Date format: MM-DD-YYYY.
    std::string auctionDate;

    /// Date time the message was sent. Milliseconds since Jan 1st, 1970,
    /// 00:00:00 GMT.
    DateTime time;

    /// The auction runs twice daily at 10:30am and 3:00pm London time. The
    /// values disseminated via this field are: `GOLD_1030`, `GOLD_1500`,
    /// `SILVER_1200`.
    std::string description;

    /// Round.
    short round;

    /// Aggregate bid quantity. Apply `NumDecimalsQuantity`.
    int aggBidQty;

    /// Aggregate offer quantity. Apply `NumDecimalsQuantity`.
    int aggOfferQty;

    /// Auctioneers price for the round in USD. Please apply
    /// `OrderPriceDenominator`. Use 2 decimal places for USD Price for Gold
    /// and 3 decimal places for Silver.
    Price usdPrice;

    /// Indicate if this is balanced or not.
    bool isBalanced;

    /// Indicate if this is final or not.
    bool isFinal;

    /// Obsolete. The price will be published via the Fixing Indicative Price
    /// Message.
    Price gbpPrice;

    /// Obsolete. The price will be published via the Fixing Indicative Price
    /// Message.
    Price eurPrice;

    /// Apply to `AggBidQty` and `AggOfferQty`.
    char numDecimalsQuantity;

    /// Default constructor.
    FixingLockdown();

    /// Initialize from raw message data.
    FixingLockdown(const char* data, size_t dataSize);

    /// Deserialize from raw data.
    void deserialize(const char* data, size_t dataSize);

    /// Reset all fields to default values.
    void reset();

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

/// Make it printable using C++ I/O streams.
ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const FixingLockdown&);

}}}}                                                        // namespace MarketData, iMpact, ICE, OnixS