SMP.Classes.BV_LAST_DAY_BUY_SIDE_INVENTORY_ORDER.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>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.TI_MSG_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_HIST_MEMBER_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_HIST_MEMBER_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_HIST_INSTRUMENT_INFO_EXT.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_LAST_DAY_BUY_SIDE_INVENTORY_ORDER : public Class
{
public:
    BV_LAST_DAY_BUY_SIDE_INVENTORY_ORDER():
              bidDepth(30)
            , askDepth(30)

    {
        sectionCode.reserve(4);
        dealerReferenceID.reserve(32);
        quoteDigest.reserve(100);
        currency.reserve(3);
        clientOrderId.reserve(50);
        execOrderId.reserve(50);
        accountCode.reserve(200);
        accountInfo.reserve(200);
        settlementInfo.reserve(200);
        mktAffiliationShortDesc.reserve(12);
        mktAffiliationDesc.reserve(36);
        userInfo1.reserve(200);
        userInfo2.reserve(200);
    }

    virtual ~BV_LAST_DAY_BUY_SIDE_INVENTORY_ORDER() {}

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

    /// Data identifying the inventory order
    TI_MSG_INFO orderMsgInfo;

    /// Section Code
    std::string sectionCode; // maxSize = 4

    /// ID of the inventory quote to hit/lift
    UInt32 inventoryQuoteId;

    /// Provider reference ID of the quote
    std::string dealerReferenceID; // maxSize = 32

    /// Encrypted information related to quote data
    std::string quoteDigest; // maxSize = 100

    /// Time at which the inventory quote was last updated
    UInt64 quoteUpdateTime; // UTIME presentation

    /// Member's ID of the Aggressor (Buy Side Member)
    BV_HIST_MEMBER_INFO aggressor;

    /// Member's ID of the Provider (Sell Side Member)
    BV_HIST_MEMBER_INFO provider;

    /// Data regarding the tradable instrument
    BV_HIST_INSTRUMENT_INFO_EXT instrument;

    /// Processing status of the order
    BV_INVENTORY_ORDER_STATUS::Enum status;

    /// Price of the order
    Double price; // DOUBLE presentation

    /// Yield of the order
    Double yield; // DOUBLE presentation

    /// Quantity of the order
    Double qty; // DOUBLE presentation

    /// Specifies whether it is a buy or sell order and is set from the receiving member's viewpoint (Aggressor)
    TI_VERB::Enum verb;

    /// Timeout for manual acceptance
    UInt64 acceptanceTimeout; // UTIME presentation

    /// Principal amount
    Double principal; // DOUBLE presentation

    /// Nominal value
    Double nominalValue; // DOUBLE presentation

    /// Accrued interests
    Double accrued; // DOUBLE presentation

    /// Currency code
    std::string currency; // maxSize = 3

    /// Number of accrual days
    UInt16 accrualDays;

    /// BPV of the tradable instrument at the moment of the RFCQ creation
    Double bpv; // DOUBLE presentation

    /// Settlement offset espressed as number of days starting from the trading date.
    UInt16 settlementOffset;

    /// Settlement date
    UInt32 settlementDate;

    /// Stage Order ID
    UInt32 stageOrderId;

    /// ID of the order within the client institution.
    std::string clientOrderId; // maxSize = 50

    /// ID of the execution within the client institution.
    std::string execOrderId; // maxSize = 50

    /// Type of allocation
    TI_ALLOCATION_TYPE::Enum allocationType;

    /// Unique ID of the pre-allocation or of the allocation during the trade splitting phase
    UInt32 allocationId;

    /// Account code
    std::string accountCode; // maxSize = 200

    /// Additional account information
    std::string accountInfo; // maxSize = 200

    /// Settlement information
    std::string settlementInfo; // maxSize = 200

    /// Short description of the Market Affiliation
    std::string mktAffiliationShortDesc; // maxSize = 12

    /// Long description of the Market Affiliation
    std::string mktAffiliationDesc; // maxSize = 36

    /// Client free text
    std::string userInfo1; // maxSize = 200

    /// Client free text
    std::string userInfo2; // maxSize = 200

    /// Delay in seconds before another order on the same tradable instrument could be sent as defined in the BV_INSTRUMENT_CLASS (IODenialTime and IODenialTimeType fields).
    UInt16 nextOrderDenialTime;

    /// Market depth on the Bid side
    static const size_t bidDepthSize = 30;
    std::vector<BV_INVENTORY_TRADING_INFO> bidDepth;

    /// Market depth on the Ask side
    static const size_t askDepthSize = 30;
    std::vector<BV_INVENTORY_TRADING_INFO> askDepth;

    /// Market BV Best on the Bid side
    BV_BEST_TRADING_INFO bVBestBid;

    /// Market BV Best on the Ask side
    BV_BEST_TRADING_INFO bVBestAsk;

    /// Mid Price Value
    Double bVBestMidPrice; // DOUBLE presentation

    /// Mid Yield Value
    Double bVBestMidYield; // DOUBLE presentation

    /// Mid Yield To Call
    BV_VALUE bVBestMidYTC;

    /// MidYield To Worse
    BV_VALUE bVBestMidYTW;

    /// Mid YMW Theoretical
    BV_VALUE bvBestMidYMWTh;

    /// Mid MWC Price Theoretical
    Double bvBestMidMWCPriceTh; // DOUBLE presentation

    /// Mid YMW Exercised
    BV_VALUE bvBestMidYMWExrc;

    /// Mid Yield to Reset
    BV_VALUE bvBestMidYTR;

    /// Analytics
    BV_ANALYTICS bvBestMidAnalytics;

    /// Flag indicating whether the mid-price set in fields BvBestMidPrice/BvBestMidYield is valid or not.
    TI_FLAG::Enum bVBestMidValidityFg;

    /// Unique ID of the deal
    UInt32 dealId;

    /// Pre and Post-Trade Transparency Info
    BV_TRANSPARENCY_INFO transparencyInfo;

    /// Date on which the message was written
    UInt32 creationDate;

    /// Time at which the message was written
    UInt64 creationTime; // UTIME presentation

    /// Last update time
    UInt64 updateTime; // UTIME presentation

    /// Short Selling indicator
    BV_SHORT_SELLING_INDICATOR::Enum shortSellingIndicator;


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

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

    /// 
    virtual size_t serializationBufSize() const { return 39400; }

    /// 
    virtual BV_LAST_DAY_BUY_SIDE_INVENTORY_ORDER* clone() const;

    virtual BV_LAST_DAY_BUY_SIDE_INVENTORY_ORDER* clone(void*) const;

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

};


}
}
}
}