OptionSettlementPrice.h

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/**
 * \file
 * \brief Declare `OnixS::ICE::iMpact::MarketData::OptionSettlementPrice` message structure
 */
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 * 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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#pragma once

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

#include <iosfwd>
#include <string>

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

/// This class represents the Option Settlement Price Message.
struct ONIXS_ICEMDH_EXPORT OptionSettlementPrice
{
    /// Message type constant
    enum
    {
        messageType = 'w'
    };

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

    /// Settlement price. `DealPriceDenominator` for the market should be
    /// applied to get this price. This field is kept here for backward
    /// compatibility. Client should use the new SettlementPrice field (added
    /// in 1.1.14) for better precision. DealPriceDenominator and
    /// SettlePriceDenominator might be different for some markets.
    Price settlementPriceWithDealPricePrecision;

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

    /// Flag to indicate this is official settlement price or not.
    bool isOfficial;

    /// Date time the settlement price is for. Milliseconds since Jan 1st,
    /// 1970, 00:00:00 GMT. Only date (in GMT) is applicable, though time
    /// value is populated for legacy reason.
    DateTime valuationDateTime;

    /// Apply `2` as the denominator to get the real value.
    long long volatility;

    /// Settlement price. SettlePriceDenominator for the market should be
    /// applied to get the actual settlement price.
    Price settlementPrice;

    /// Apply `2` as the denominator to get the real value. For example, delta
    /// of 3.00 will be sent as 300.
    long long delta;

    /// Default constructor.
    OptionSettlementPrice();

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

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