NewExpiry.h

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/**
 * \file
 * \brief Declare `OnixS::ICE::iMpact::MarketData::NewExpiry` 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 New Expiry Message.
struct ONIXS_ICEMDH_EXPORT NewExpiry
{
    /// Message type constant
    enum
    {
        messageType = 'R'
    };

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

    /// Market type ID.
    short marketTypeId;

    /// Denominator for the order price fields in this market.
    char orderPriceDenominator;

    /// Minimum increment premium price for this market.
    int incrementPrice;

    /// Minimum increment quantity for this market.
    int incrementQty;

    /// The lot size is minimum size of contracts in lots. It is multiplier to
    /// determine the total lots,
    int lotSize;

    /// Description of the market.
    std::string marketDesc;

    /// 4 digit year.
    short maturityYear;

    /// Month range 1-12.
    short maturityMonth;

    /// Day of the month.
    short maturityDay;

    /// Denominator for the deal price fields in the market. For most markets,
    /// this is the same as `OrderPriceDenominator`. However, it could be
    /// different for some crack or spread markets.
    char dealPriceDenominator;

    /// Minimum quantity for this market.
    int minQty;

    /// The quantity in unit of measurement per lot. For example, it is 1000
    /// barrels per lot for Brent.
    int unitQuantity;

    /// The currency that the market is traded on.
    std::string currency;

    /// Clearing limit admin related.
    std::string clearedAlias;

    /// Minimum Price.
    Price minPrice;

    /// Maximum Price.
    Price maxPrice;

    /// ID of the product that the contract/market is under.
    int productId;

    /// Name of the product that the contract/market is under.
    std::string productName;

    /// ID of the hub for the contract/market.
    int hubId;

    /// Alias of the hub for the contract/market.
    std::string hubAlias;

    /// ID of the strip for the contract/market.
    int stripId;

    /// Name of the strip for the contract/market.
    std::string stripName;

    /// Denominator for the settlement price fields in the market. For most
    /// markets, this is the same as `DealPriceDenominator`.
    char settlePriceDenominator;

    /// Market Identifier Code for the market.
    std::string micCode;

    /// Denominator for UnitQuantity. This field will be `'0'` for most of the
    /// markets.
    char unitQtyDenominator;

    /// Denominator for `OffExchangeIncrementQty`.
    char offExchangeIncrementQtyDenominator;

    /// Off exchange increment qty. `OffExchangeIncrementQtyDenominator`
    /// should be applied to this field.
    int offExchangeIncrementQty;

    /// Off exchange increment price. `OrderPriceDenominator` should be
    /// applied to this field.
    int offExchangeIncrementPrice;

    /// Off exchange options increment price. `NumDecimalsOptionsPrice` should
    /// be applied to this field.
    int offExchangeIncrementOptionPrice;

    /// See Naming Convention on Appendix D.
    std::string contractSymbol;

    /// The ISIN of the security this market is associated with. This is
    /// currently only populated for Liffe Equity markets.
    std::string underlyingISIN;

    /// Denominator for the price field.
    char numDecimalsOptionsPrice;

    /// Market ID for the corresponding hedge market. It will be set to `-1`
    /// when not applicable.
    MarketId hedgeMarketId;

    /// Settlement type.
    SettlementType::Enum settlementType;

    /// Indicates if GTC is allowed in the market.
    bool gtAllowed;

    /// Indicates if Cross order is supported in the market.
    bool crossOrderSupported;

    /// Unit Of Measure.
    std::string unitOfMeasure;

    /// Indicates MIFID-II market.
    bool miFIDRegulatedMarket;

    /// Screen last trade year, 4 digits.
    short screenLastTradeYear;

    /// Screen last trade month, range 1-12.
    short screenLastTradeMonth;

    /// Screen last trade day of the month.
    short screenLastTradeDay;

    /// Number of cycle (days, hours, MWh, etc.) for a contract.
    int numOfCycles;

    /// Default constructor.
    NewExpiry();

    /// Initialize from raw message data.
    NewExpiry(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 NewExpiry&);

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