SMP.Classes.BV_INSTRUMENT_CLASS.h

Go to the documentation of this file.

#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>


namespace OnixS {
namespace Mts {
namespace BondVision {
namespace SDP {



///
class ONIXS_MTS_BONDVISION_SDP_API BV_INSTRUMENT_CLASS : public Class
{
public:
    BV_INSTRUMENT_CLASS()
    {
    }

    virtual ~BV_INSTRUMENT_CLASS() {}

    /// Class id
    virtual ClassId::Enum id() const
    {
        return ClassId::BV_INSTRUMENT_CLASS;
    }

    /// Unique ID of the instrument class
    UInt32 instrumentClassId;

    /// Identifier of the price type
    TI_TRADING_TYPE::Enum tradingType;

    /// Identifier of the tradable instrument type (Bond only)
    TI_INSTRUMENT_TYPE::Enum instrumentType;

    /// Indicates since what time statistics are available. If it is zero statistics are always calculated
    UInt64 statisticsTime; // UTIME presentation

    /// Maximum Settlement Size for the instrument class
    Double maxSettlSize; // DOUBLE presentation

    /// Instrument Class Sorting Number
    UInt32 sortNumber;

    /// Identifier of the yield/price conversion for market BV Best
    BV_YIELD_PRICE_CONV::Enum bVBestYieldPriceConv;

    /// Identifier of the yield/price conversion for inventory market depth
    BV_YIELD_PRICE_CONV::Enum inventoryYieldPriceConv;

    /// Delay, in seconds, between two consecutive submissions of an Inventory order on the same tradable instrument by the same Buy Side Member
    UInt16 iODenialTime;

    /// Specifies whether the due in time refers only to the last Sell Side Member or to all counterparties
    BV_IO_DENIAL_TIME_TYPE::Enum iODenialTimeType;

    /// Delay in seconds for the manual acceptance of an inventory order
    UInt16 iOLastLook;

    /// Unique ID of the product type.
    UInt32 productType;

    /// Inventory Depth Freeze (in seconds) at GUI level
    UInt16 inventoryDepthFreeze;

    /// Freshness in seconds of the Inventory Quote
    UInt16 inventoryQuoteFreshness;

    /// Specifies whether the trading on the RFCQ Type Outright is enabled or disable
    TI_FLAG::Enum rFCQOutrightFg;

    /// Specifies whether the trading on the RFCQ Type Switch is enabled or disable
    TI_FLAG::Enum rFCQSwitchFg;

    /// Specifies whether the trading on the Trade Registration is enabled or disabled
    TI_FLAG::Enum tradeRegistration;

    /// Specifies whether the trading on the RFCQ Type Butterfly Free is enabled or disable
    TI_FLAG::Enum rFCQButterflyFreeFg;

    /// Specifies whether the trading on the RFCQ Type MultiLeg is enabled or disable
    TI_FLAG::Enum rFCQMultiLegFg;

    /// Specifies whether the trading on the RFCQ Type DoubleSided is enabled or disable
    TI_FLAG::Enum rFCQDoubleSidedFg;

    /// Specifies whether the trading on the RFCQ Type Inventory Order is enabled or disabled
    TI_FLAG::Enum inventoryOrderFg;

    /// Number of seconds for accepting an RFCQ.
    UInt32 rFCQTimer;

    /// Maximum number of market member to whom an RFCQ can be addressed.
    UInt16 rFCQMaxNumRecipients;

    /// Maximum number of working days that can be specified for settlement.
    UInt16 rFCQMaxOffsetSettlement;

    /// Number of milliseconds after which the Audit Trail Summary will be sent to participants.
    UInt32 rFCQSummaryDelay;

    /// Minimum time, expressed as number of milliseconds, after which a Outright RFCQ quote can only be manually accepted.
    UInt16 rFCQMinAutomaticMatchingTimeout;

    /// Time, expressed as number of milliseconds, for manual acceptance of a Outright RFCQ.
    UInt16 rFCQAcceptanceTimeout;

    /// Specifies whether a market member may have two concurrent Outright RFCQs for the same tradable instrument, one in buy and one in sell.
    TI_FLAG::Enum concurrentBidAskRFCQFg;

    /// Pre-Trade transparency minimum time expressed in microseconds for an Outright RFCQ.
    UInt32 outrightRFCQPreTradeTransparencyMinTime;

    /// Pre-Trade transparency maximum time expressed in microseconds for an Outright RFCQ.
    UInt32 outrightRFCQPreTradeTransparencyMaxTime;


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

    /// Provides string presentation
    virtual std::string toString () const;

    /// 
    virtual size_t serializationBufSize() const { return 128; }

    /// 
    virtual BV_INSTRUMENT_CLASS* clone() const;

    virtual BV_INSTRUMENT_CLASS* clone(void*) const;

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

};


}
}
}
}