SMP.Substructures.CMF_ORDER_INFO.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/Cash/SDP/Defines.h>
#include <OnixS/MTS/Cash/SDP/SMP.Enumerations.h>
#include <OnixS/MTS/Cash/SDP/Classes/Substructures/SMP.Substructures.TI_MSG_INFO.h>
#include <OnixS/MTS/Cash/SDP/Classes/Substructures/SMP.Substructures.CMF_MEMBER_INFO.h>
#include <OnixS/MTS/Cash/SDP/Classes/Substructures/SMP.Substructures.CMF_MEMBER_INFO.h>
#include <OnixS/MTS/Cash/SDP/Classes/Substructures/SMP.Substructures.CMF_INSTRUMENT_INFO.h>


namespace OnixS {
namespace Mts {
namespace Cash {
namespace SDP {



/// 
class ONIXS_MTS_CASH_SDP_API CMF_ORDER_INFO 
{
public:
    CMF_ORDER_INFO()
    {
    }

    ~CMF_ORDER_INFO() {}


    /// Data identifying the FAK/AON order
    TI_MSG_INFO orderMsgInfo;

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

    /// Member's ID of the Provider (the member can be the Agent's Client or a Third Party Client too)
    CMF_MEMBER_INFO aggressor;

    /// Member's ID of the Aggressor(the member can be the Agent's Client or a Third Party Client too)
    CMF_MEMBER_INFO provider;

    /// Third Party Sponsor of the Aggressor
    UInt32 aggressorSponsorId;

    /// Third Party Sponsor of the Provider
    UInt32 providerSponsorId;

    /// Specifies whether the first leg is settled in clearing house
    TI_FLAG::Enum firstLegClearingHouseFg;

    /// Specifies whether the second leg is settled in clearing house
    TI_FLAG::Enum secondLegClearingHouseFg;

    /// Sequential number of the quote
    UInt32 quoteMsgId;

    /// Data regarding the tradable instrument
    CMF_INSTRUMENT_INFO instrument;

    /// Processing status of the FAK/AON order
    CMF_ORDER_STATUS::Enum orderStatus;

    /// Specifies whether it is a buy or sell FAK/AON order and is set from the receiving member's viewpoint. This means that the Verb field has different values for the aggressor and the provider,and reflects the type of operation (buy or sell) actually performed by the receiving member
    TI_VERB::Enum verb;

    /// Action applied to the FAK/AON order
    CMF_ORDER_EVENT::Enum event;

    /// Type of order (e.g. FAK,AON,...)
    CMF_ORDER_TYPE::Enum orderType;

    /// Duration of the non compliant FAK/AON order (expressed in seconds) and provided for information
    UInt32 orderTimeout;

    /// Time at which the last change was made to the non compliant FAK/AON order
    UInt64 updateTime;

    /// Price of the FAK/AON order
    Double price;

    /// Yield of the FAK/AON order
    Double yield;

    /// Quantity of the FAK/AON order
    Double qty;

    /// Quantity of the FAK/AON order not filled (PartFilled/Rejected/Refused case)
    Double remainingQty;

    /// Quantity of FAK/AON order carried out; to ignore when OrderStatus is InProgress
    Double fillQty;

    /// Number of deals generated
    UInt16 numberOfDeals;

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

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

    ///
    size_t serializationBufSize() const { return 896; }

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

};




}
}
}
}