SMP.Classes.REPO_RFCQ_REQUEST.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/Repo/SDP/Defines.h>
#include <OnixS/MTS/Repo/SDP/SMP.ClassIds.h>
#include <OnixS/MTS/Repo/SDP/SMP.Enumerations.h>
#include <OnixS/MTS/Repo/SDP/Classes/Substructures/SMP.Substructures.TI_MSG_INFO.h>
#include <OnixS/MTS/Repo/SDP/Classes/Substructures/SMP.Substructures.REPO_MEMBER_INFO.h>
#include <OnixS/MTS/Repo/SDP/Classes/Substructures/SMP.Substructures.REPO_INSTRUMENT_DATE_INFO.h>
#include <OnixS/MTS/Repo/SDP/Classes/Substructures/SMP.Substructures.REPO_RFCQ_SELL_SIDE_MEMBER_INFO.h>


namespace OnixS {
namespace Mts {
namespace Repo {
namespace SDP {



///
class ONIXS_MTS_REPO_SDP_API REPO_RFCQ_REQUEST : public Class
{
public:
    REPO_RFCQ_REQUEST():
              sellSideMemberInfo(20)

    {
        clientRfcqId.reserve(50);
        userInfo1.reserve(200);
        userInfo2.reserve(200);
    }

    virtual ~REPO_RFCQ_REQUEST() {}

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

    /// Message Info (Unique ID) of the Rfcq Request
    TI_MSG_INFO msgInfo;

    /// Member requesting the RFCQ
    REPO_MEMBER_INFO aggressor;

    /// RFCQ Type (Outright, DoubleSided, MultiLeg)
    TI_RFCQ_TYPE::Enum rfcqType;

    /// RFCQ Origin(From Firm Book, From Indicative Book)
    TI_RFCQ_ORIGIN::Enum rfcqOrigin;

    /// Unique ID of the trading list (DoubleSided, Multileg)
    UInt32 tradingListId;

    /// Data regarding the tradable instrument (Outright)
    REPO_INSTRUMENT_DATE_INFO instrument;

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

    /// Quantity
    Double quantity; // DOUBLE presentation

    /// Indicates if Rate is specified
    TI_FLAG::Enum rateFg;

    /// Rate value
    Double rate; // DOUBLE presentation

    /// If true, rate must be sent to providers
    TI_FLAG::Enum discloseIOIFg;

    /// Indicates whether the trader who sends the RFCQ wants the trade to be settled bilaterally or not
    TI_FLAG::Enum bilateralOnlyFlag;

    /// Specifies if in the RFCQ the configured Haircut will be used
    TI_FLAG::Enum applyHaircutFg;

    /// Data regarding sell side members (in case of Multileg RFCQ or Double Sided RFCQ the Provider Statuses are specified in the trading list [info leg])
    static const size_t sellSideMemberInfoSize = 20;
    std::vector<REPO_RFCQ_SELL_SIDE_MEMBER_INFO> sellSideMemberInfo;

    /// Action applied to the RFCQ
    TI_RFCQ_REQUEST_EVENT::Enum event;

    /// Status of the RFCQ request
    TI_RFCQ_REQUEST_STATUS::Enum status;

    /// Duration of the RFCQ (expressed in seconds)
    UInt32 rfcqDuration;

    /// Time of expiration of the RFCQ
    UInt64 rfcqTimeout; // UTIME presentation

    /// Client specific information
    std::string clientRfcqId; // maxSize = 50

    /// Client free text
    std::string userInfo1; // maxSize = 200

    /// Client free text
    std::string userInfo2; // maxSize = 200

    /// Number of minutes the RFCQ will be deferred (for Multileg RFCQ)
    UInt16 dueInTime;

    /// Time at which the RFCQ will start
    UInt64 dueInTimeout; // UTIME presentation

    /// Last update timestamp
    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 1060; }

    /// 
    virtual REPO_RFCQ_REQUEST* clone() const;

    virtual REPO_RFCQ_REQUEST* clone(void*) const;

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

};


}
}
}
}