SMP.Substructures.BV_TRADE_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_TRADE_MEMBER_INFO.h>
#include <OnixS/MTS/BondVision/SDP/Classes/Substructures/SMP.Substructures.BV_TRADE_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_TRADE_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_TRADE_INFO 
{
public:
    BV_TRADE_INFO()
    {
        financialInstrumentCode.reserve(12);
        currency.reserve(3);
        micCode.reserve(12);
    }

    ~BV_TRADE_INFO() {}

    /// Contract number, contract closing (i.e. creation) date and hour, assigned by the central system
    TI_MSG_INFO tradeMsgInfo;

    /// Unique ID of the Deal
    UInt32 dealId;

    /// Data identifying the Provider (who did the proposal). If the proposal has been done by an Agent, the field indicates the member on behalf of which the Agent has operated.
    BV_TRADE_MEMBER_INFO provider;

    /// Data identifying the Aggressor (who did the order). If the order has been done by an Agent, the field indicates the member on behalf of which the Agent has operated.
    BV_TRADE_MEMBER_INFO aggressor;

    /// Instrument info
    BV_INSTRUMENT_INFO instrument;

    /// Unique ID of the financial instrument
    UInt32 financialInstrumentId;

    /// Code of the financial instrument
    std::string financialInstrumentCode; // maxSize = 12

    /// Order side - Buy or Sell
    TI_VERB::Enum verb;

    /// Contract Price, Yield, Qty, NominalValue
    BV_TRADE_TRADING_INFO tradeInfo;

    /// Status of the trade (e.g. active, cancelled, cancelled - split, modified)
    TI_FILL_STATUS::Enum status;

    /// Indicates whether the deal has been originated by a manual or authomatic matching
    BV_MATCH_MODE::Enum fillMode;

    /// Settlement date
    UInt32 settlDate;

    /// Settlement type
    TI_SETTL_TYPE::Enum settlType;

    /// Settlement status
    BV_SETTL_STATUS::Enum settlStatus;

    /// Unique ID of the Account
    UInt32 accountId;

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

    /// Countervalue of settlement trade, expressed in the trade currency
    Double settlCounterValue; // DOUBLE presentation

    /// Countervalue of the interests rate payd by the buyer to the seller, expressed in the trade currency
    Double accruedInterest; // DOUBLE presentation

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

    /// Indicates if the instrument object of the trade has been dealt on grey market
    TI_FLAG::Enum greyMarketFlag;

    /// Last update time, useful for communications with pre-settlement systems
    UInt64 updateTime; // UTIME presentation

    /// Specifies whether the trade has been closed on a regulated market or on a MTF
    UInt16 marketAffiliation;

    /// Exchange rate between Trading and Settlement Currencies (i.e. Settlement Currency or Trading Currency)
    Double settlementFXRate; // DOUBLE presentation

    /// In case of trade splitting, it's the ID of the parent trade.
    UInt32 parentTradeId;

    /// Indicates whether the trade is splittable or not
    TI_FLAG::Enum splittableFg;

    /// Time of pre-allocation
    UInt64 preAllocationTime; // UTIME presentation

    /// Settlement offset
    UInt16 settlementOffset;

    /// Adjustment
    Double adjustment; // DOUBLE presentation

    /// Indicates whether adjustment is applied
    TI_FLAG::Enum adjustmentFg;

    /// Specifies whether the trade results from normal trading activity or from a RFQ, RFCQ, etc.
    TI_TRADE_TYPE::Enum tradeType;

    /// Unique ID of the Area Code
    UInt16 areaCodeId;

    /// Market best on the Bid side
    BV_BEST_TRADING_INFO bVBestBid;

    /// Market best on the Ask side
    BV_BEST_TRADING_INFO bVBestAsk;

    /// MidPrice Value
    Double bVBestMidPrice; // DOUBLE presentation

    /// MidYield Value
    Double bVBestMidYield; // DOUBLE presentation

    /// Mid Yield To Call
    BV_VALUE bVBestMidYTC;

    /// Mid Yield To Worst
    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 or BvBestMidYield is valid or not.
    TI_FLAG::Enum bVBestMidValidityFg;

    /// MIC Code
    std::string micCode; // maxSize = 12

    /// Unique ID of the RFCQ or Inventory Order
    UInt32 transactionId;

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

    /// RFCQ type
    TI_RFCQ_TYPE::Enum rfcqType;

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


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

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

    ///
    size_t serializationBufSize() const { return 2984; }

    ///
    size_t serialize(void* buf) const;

};




}
}
}
}