SMP.Substructures.CMF_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/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_TRADE_MEMBER_INFO.h>
#include <OnixS/MTS/Cash/SDP/Classes/Substructures/SMP.Substructures.CMF_TRADE_MEMBER_INFO.h>
#include <OnixS/MTS/Cash/SDP/Classes/Substructures/SMP.Substructures.CMF_INSTRUMENT_INFO.h>
#include <OnixS/MTS/Cash/SDP/Classes/Substructures/SMP.Substructures.CMF_TRADE_TRADING_INFO.h>


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



/// 
class ONIXS_MTS_CASH_SDP_API CMF_TRADE_INFO 
{
public:
    CMF_TRADE_INFO()
    {
        financialInstrumentCode.reserve(12);
        currency.reserve(3);
        micCode.reserve(12);
    }

    ~CMF_TRADE_INFO() {}


    /// Data identifying the trade
    TI_MSG_INFO tradeMsgInfo;

    /// Third Party contract type
    CMF_THIRD_PARTY_INFO::Enum thirdPartyInfo;

    /// ID of the related deal
    UInt32 dealId;

    /// Member's ID of the Provider (the member can be the Agent's Client or a Third Party Client or a Third Party Sponsor)
    CMF_TRADE_MEMBER_INFO provider;

    /// Member's ID of the Aggressor (the member can be the Agent's client or a Third Party Client or a Third Party Sponsor)
    CMF_TRADE_MEMBER_INFO aggressor;

    /// Data regarding the tradable instrument
    CMF_INSTRUMENT_INFO instrument;

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

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

    /// Specifies whether it is a buy or sell trade (referred to the member who receives the information)
    TI_VERB::Enum verb;

    /// Price, PriceMarkup, Yield, YieldMarkUp, and Quantity of trade
    CMF_TRADE_TRADING_INFO tradeInfo;

    /// Status of the trade
    TI_FILL_STATUS::Enum status;

    /// Type of match (automatic or manual)
    CMF_MATCH_MODE::Enum fillMode;

    /// Date of settlement of bond
    UInt32 settlDate;

    /// ID of the type of settlement
    TI_SETTL_TYPE::Enum settlType;

    /// Status of the trade settlement
    CMF_SETTL_STATUS::Enum settlStatus;

    /// Id of the Account
    UInt32 accountId;

    /// Nominal Value
    Double nominalValue;

    /// Settlement countervalue, i.e., the amount that must be transferred from the member buying to the member selling
    Double settlCounterValue;

    /// Countervalue of the accrued interest that the buyer of the bond with coupon pays to the seller
    Double accruedInterest;

    /// Code indicating the currency of the trade
    std::string currency; // maxSize = 3

    /// Flag indicating that the bond belong to the Grey Market
    TI_FLAG::Enum greyMarketFlag;

    /// Time at which the data was last updated
    UInt64 updateTime;

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

    /// 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;

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

    /// ID of the trade assigned by the post trading
    UInt32 settlFillId;

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

    /// Specifies whether the trade has been closed at the Mid Price Fixing
    TI_FLAG::Enum midPriceFixingFg;

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

    /// Waiver Indicator
    CMF_WAIVER_INDICATOR::Enum waiverIndicator;

    /// Deferral type
    CMF_DEFERRAL::Enum deferral;

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

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

    ///
    size_t serializationBufSize() const { return 1316; }

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

};




}
}
}
}