SMP.Classes.BV_RFCQ_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_RFCQ_ORDER_LEG.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_RFCQ_ORDER_DEPTH_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_RFCQ_ORDER_DEPTH_INFO.h>


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



///
class ONIXS_MTS_BONDVISION_SDP_API BV_RFCQ_ORDER : public Class
{
public:
    BV_RFCQ_ORDER():
              orderLeg(3)
            , inventoryDepth(30)
            , rFCQDepth(20)

    {
        dealerReferenceId.reserve(32);
        clientExecID.reserve(50);
        execTraderName.reserve(12);
    }

    virtual ~BV_RFCQ_ORDER() {}

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

    /// Message Info (Unique ID) of the RFCQ order
    TI_MSG_INFO msgInfo;

    /// ID of the RFCQ request
    UInt32 rfcqReqId;

    /// ID of the RFCQ quote to hit/lift
    UInt32 rfcqQuoteId;

    /// Unique ID of the trading list of bonds
    UInt32 tradingListId;

    /// Unique ID of the trading leg
    UInt16 legId;

    /// Indicates whether it is an incoming order (IN) or an outgoing order (OUT)
    TI_IN_OUT_FLAG::Enum inOutFlag;

    /// Member's ID of the Aggressor
    BV_MEMBER_INFO aggressor;

    /// Member's ID of the Provider
    BV_MEMBER_INFO provider;

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

    /// Provider reference ID of the order execution
    std::string clientExecID; // maxSize = 50

    /// Unique ID of the execution trader
    UInt32 execTraderId;

    /// Name of the execution trader
    std::string execTraderName; // maxSize = 12

    /// Order leg data
    static const size_t orderLegSize = 3;
    std::vector<BV_RFCQ_ORDER_LEG> orderLeg;

    /// Type of Order
    TI_RFCQ_ORDER_TYPE::Enum type;

    /// Action applied to the RFCQ order
    BV_ORDER_EVENT::Enum event;

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

    /// Matching type
    TI_RFCQ_MATCHING_TYPE::Enum matchingType;

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

    /// Timestamp of the RFCQ depth
    UInt64 depthUpdateTime; // UTIME presentation

    /// If True, the order has been generated by the central system.
    TI_FLAG::Enum automatchingFg;

    /// If set, starts the Pre-Trade Transparency Time
    TI_FLAG::Enum preTradeFg;

    /// If set, the RFCQ quote can be matched
    TI_FLAG::Enum preTradeAutomaticAcceptanceFg;

    /// Unique ID of the dealer owner of the matching quote.
    UInt32 closeWithDealerId;

    /// Inventory Market depth on the Ask or Bid side (the side is opposite to the RFCQ Request side).
    static const size_t inventoryDepthSize = 30;
    std::vector<BV_RFCQ_ORDER_DEPTH_INFO> inventoryDepth;

    /// RFCQ Quote Book
    static const size_t rFCQDepthSize = 20;
    std::vector<BV_RFCQ_ORDER_DEPTH_INFO> rFCQDepth;

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


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

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

    /// 
    virtual size_t serializationBufSize() const { return 6312; }

    /// 
    virtual BV_RFCQ_ORDER* clone() const;

    virtual BV_RFCQ_ORDER* clone(void*) const;

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

};


}
}
}
}