MarkerIndexPrices.h

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/**
 * \file
 * \brief Declare `OnixS::ICE::iMpact::MarketData::MarkerIndexPrices` 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 "../Enumerations.h"
#include "../Export.h"
#include "../Types.h"

#include <iosfwd>
#include <string>

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

/// This class represents the Marker/Index Prices Message.
struct ONIXS_ICEMDH_EXPORT MarkerIndexPrices
{
    /// Message type constant
    enum
    {
        messageType = 'z'
    };

    /// The market ID of the underlying market of the Marker/Index.
    MarketId marketId;

    /// Price. `IndexPriceDenominator` for the market should be applied to get
    /// the real price.
    Price price;

    /// The short name date of the Marker/Index. For example `Morn5Min`.
    std::string shortName;

    /// The date and time the marker was put into. Milliseconds since Jan 1st,
    /// 1970, 00:00:00 GMT.
    DateTime publishedDateTime;

    /// The date this price is effective for, in the format of YYYY-MM-DD.
    std::string valuationDate;

    /// For Endex Spot markets, the possible values are Current (`C`), Default
    /// (`D`), Final (`F`). For non-Endex Spot markets this field will be set
    /// to `' '`.
    MarkerIndexPricesStatus::Enum status;

    /// The market id of the marker market, or 0 if none is set.
    MarketId altMarketId;

    /// This field should be applied to the `Price` field to get the number of
    /// decimals for the `Marker/Index`.
    char indexPriceDenominator;

    /// Default constructor.
    MarkerIndexPrices();

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

    /// Deserialize from raw data.
    void deserialize(const char* data, std::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 MarkerIndexPrices&);

}}}} // namespace OnixS::ICE::iMpact::MarketData