SMP.Substructures.BV_HIST_RFCQ_BUY_SIDE_SUMMARY_INFO.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.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_RFCQ_BUY_SIDE_LEG_SUMMARY.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_RFCQ_PROVIDER_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_IOI_TRADING_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_IOI_TRADING_INFO.h>
 
 
#if defined (_MSC_VER)
#pragma warning (push)
#pragma warning (disable: 4251)
#endif
 
namespace OnixS {
namespace Mts {
namespace BondVision {
namespace SDP {
 
 

class ONIXS_MTS_BONDVISION_SDP_API BV_HIST_RFCQ_BUY_SIDE_SUMMARY_INFO 
{
public:
    BV_HIST_RFCQ_BUY_SIDE_SUMMARY_INFO():
              legSummary(3)
            , providerInfo(20)
            , inventoryDepthBid(30)
            , inventoryDepthAsk(30)
            , iOIDepthBid(30)
            , iOIDepthAsk(30)
 
    {
        buySideMemberCode.reserve(12);
        buySideTraderName.reserve(12);
        originSellSideMemberCode.reserve(12);
        originSellSideMemberDesc.reserve(36);
        originSellSideMemberShortDesc.reserve(12);
        sellSideMemberCode.reserve(12);
        sellSideMemberDesc.reserve(36);
        sellSideMemberShortDesc.reserve(12);
        sellSideTraderName.reserve(12);
        clientRfcqId.reserve(50);
        comment.reserve(100);
        areaCodeShortDesc.reserve(12);
        areaCodeDesc.reserve(36);
        userInfo1.reserve(200);
        userInfo2.reserve(200);
    }
 
    ~BV_HIST_RFCQ_BUY_SIDE_SUMMARY_INFO() {}

    std::string buySideMemberCode; // maxSize = 12

    std::string buySideTraderName; // maxSize = 12

    TI_MSG_INFO rfcqReqMsgInfo;

    TI_RFCQ_TYPE::Enum rfcqType;

    TI_RFCQ_ORIGIN::Enum rfcqOrigin;

    TI_FLAG::Enum preAgreedFg;

    TI_FLAG::Enum preTradeFg;

    UInt32 voiceListId;

    std::string originSellSideMemberCode; // maxSize = 12

    std::string originSellSideMemberDesc; // maxSize = 36

    std::string originSellSideMemberShortDesc; // maxSize = 12

    UInt16 dueInTime;

    UInt64 dueInTimeout; // UTIME presentation

    TI_RFCQ_QUANTITY_CALCULATION::Enum quantityCalculation;

    UInt32 tradingListId;

    UInt16 legId;

    UInt16 iOIMatchingQuotes;

    TI_FLAG::Enum msgFg;

    std::string sellSideMemberCode; // maxSize = 12

    std::string sellSideMemberDesc; // maxSize = 36

    std::string sellSideMemberShortDesc; // maxSize = 12

    std::string sellSideTraderName; // maxSize = 12

    TI_RFCQ_REQUEST_STATUS::Enum finalStatus;

    UInt64 closingTime; // UTIME presentation

    UInt16 sellSideNr;

    UInt16 participatingSellSideNr;

    std::string clientRfcqId; // maxSize = 50

    UInt32 delay;

    UInt64 bookTimestamp; // UTIME presentation

    Double priceCoverValue; // DOUBLE presentation

    Double proceedsCoverValue; // DOUBLE presentation

    Double grossYieldCoverValue; // DOUBLE presentation

    Double durWeightedYieldCoverValue; // DOUBLE presentation

    Double grossYieldSpread; // DOUBLE presentation

    Double proceedsSpread; // DOUBLE presentation

    Double riskWeightedYieldSpread; // DOUBLE presentation

    TI_FLAG::Enum limitSpreadFg;

    Double limitSpread; // DOUBLE presentation

    UInt16 numOfLegs;

    static const size_t legSummarySize = 3;
    std::vector<BV_RFCQ_BUY_SIDE_LEG_SUMMARY> legSummary;

    static const size_t providerInfoSize = 20;
    std::vector<BV_RFCQ_PROVIDER_INFO> providerInfo;

    static const size_t inventoryDepthBidSize = 30;
    std::vector<BV_INVENTORY_TRADING_INFO> inventoryDepthBid;

    static const size_t inventoryDepthAskSize = 30;
    std::vector<BV_INVENTORY_TRADING_INFO> inventoryDepthAsk;

    static const size_t iOIDepthBidSize = 30;
    std::vector<BV_IOI_TRADING_INFO> iOIDepthBid;

    static const size_t iOIDepthAskSize = 30;
    std::vector<BV_IOI_TRADING_INFO> iOIDepthAsk;

    std::string comment; // maxSize = 100

    std::string areaCodeShortDesc; // maxSize = 12

    std::string areaCodeDesc; // maxSize = 36

    std::string userInfo1; // maxSize = 200

    std::string userInfo2; // maxSize = 200

    TI_FLAG::Enum autoExecutionFg;

    UInt32 autoExecutionRuleId;

    UInt64 manualOverrideStartTime; // UTIME presentation

    UInt64 manualOverrideEndTime; // UTIME presentation
 

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

    std::string toString () const;

    size_t serializationBufSize() const { return 59912; }

    size_t serialize(void* buf) const;
 
};
 
 
 
 
}
}
}
}
 
#if defined (_MSC_VER)
#pragma warning (pop)
#endif