SMP.Classes.BV_BUY_SIDE_INVENTORY_ORDER.h

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#pragma once
/*
* 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.
*/
 
 
/*
--------------
GENERATED FILE
--------------
*/
 
 
#include <string>
#include <OnixS/MTS/BondVision/SDP/Defines.h>
#include <OnixS/MTS/BondVision/SDP/SMP.ClassIds.h>
#include <OnixS/MTS/BondVision/SDP/SMP.Enumerations.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.TI_MSG_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_MEMBER_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_MEMBER_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_INSTRUMENT_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_INVENTORY_TRADING_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_INVENTORY_TRADING_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_BEST_TRADING_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_BEST_TRADING_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_VALUE.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_ANALYTICS.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_TRANSPARENCY_INFO.h>
 
 
namespace OnixS {
namespace Mts {
namespace BondVision {
namespace SDP {
 
 

class ONIXS_MTS_BONDVISION_SDP_API BV_BUY_SIDE_INVENTORY_ORDER : public Class
{
public:
    BV_BUY_SIDE_INVENTORY_ORDER():
              bidDepth(30)
            , askDepth(30)
 
    {
        dealerReferenceID.reserve(32);
        quoteDigest.reserve(100);
        currency.reserve(3);
        clientOrderId.reserve(50);
        clientExecID.reserve(50);
        accountCode.reserve(200);
        accountInfo.reserve(200);
        settlementInfo.reserve(200);
        userInfo1.reserve(200);
        userInfo2.reserve(200);
    }
 
    virtual ~BV_BUY_SIDE_INVENTORY_ORDER() {}

    virtual ClassId::Enum id() const
    {
        return ClassId::BV_BUY_SIDE_INVENTORY_ORDER;
    }

    TI_MSG_INFO orderMsgInfo;

    UInt32 inventoryQuoteId;

    std::string dealerReferenceID; // maxSize = 32

    std::string quoteDigest; // maxSize = 100

    UInt64 quoteUpdateTime; // UTIME presentation

    BV_MEMBER_INFO aggressor;

    BV_MEMBER_INFO provider;

    BV_INSTRUMENT_INFO instrument;

    BV_INVENTORY_ORDER_STATUS::Enum status;

    Double price; // DOUBLE presentation

    Double yield; // DOUBLE presentation

    Double qty; // DOUBLE presentation

    TI_VERB::Enum verb;

    UInt64 acceptanceTimeout; // UTIME presentation

    Double principal; // DOUBLE presentation

    Double nominalValue; // DOUBLE presentation

    Double accrued; // DOUBLE presentation

    std::string currency; // maxSize = 3

    UInt16 accrualDays;

    Double bpv; // DOUBLE presentation

    UInt16 settlementOffset;

    UInt32 settlementDate;

    BV_SETTLEMENT_MODE::Enum settlementMode;

    BV_EXEC_SETTLEMENT_MODE::Enum execSettlementMode;

    UInt32 stageOrderId;

    std::string clientOrderId; // maxSize = 50

    std::string clientExecID; // maxSize = 50

    TI_ALLOCATION_TYPE::Enum allocationType;

    UInt32 allocationId;

    std::string accountCode; // maxSize = 200

    std::string accountInfo; // maxSize = 200

    std::string settlementInfo; // maxSize = 200

    UInt16 marketAffiliation;

    std::string userInfo1; // maxSize = 200

    std::string userInfo2; // maxSize = 200

    UInt16 nextOrderDenialTime;

    static const size_t bidDepthSize = 30;
    std::vector<BV_INVENTORY_TRADING_INFO> bidDepth;

    static const size_t askDepthSize = 30;
    std::vector<BV_INVENTORY_TRADING_INFO> askDepth;

    BV_BEST_TRADING_INFO bVBestBid;

    BV_BEST_TRADING_INFO bVBestAsk;

    Double bVBestMidPrice; // DOUBLE presentation

    Double bVBestMidYield; // DOUBLE presentation

    BV_VALUE bVBestMidYTC;

    BV_VALUE bVBestMidYTW;

    BV_VALUE bvBestMidYMWTh;

    Double bvBestMidMWCPriceTh; // DOUBLE presentation

    BV_VALUE bvBestMidYMWExrc;

    BV_VALUE bvBestMidYTR;

    BV_ANALYTICS bvBestMidAnalytics;

    TI_FLAG::Enum bVBestMidValidityFg;

    UInt32 dealId;

    BV_TRANSPARENCY_INFO transparencyInfo;

    UInt32 creationDate;

    UInt64 creationTime; // UTIME presentation

    UInt64 updateTime; // UTIME presentation

    BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator;
 

    size_t deserialize(const void* buf, size_t inLen);

    virtual std::string toString () const;

    virtual size_t serializationBufSize() const { return 23888; }

    virtual BV_BUY_SIDE_INVENTORY_ORDER* clone() const;
 
    virtual BV_BUY_SIDE_INVENTORY_ORDER* clone(void*) const;
 
private:
    virtual size_t serialize(void* buf) const;
 
};
 
 
}
}
}
}