BidAskNewLevelInvolved.h

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/*
 * 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.
 */

#pragma once

#include <OnixS/Senaf/MarketData/Enumerations.h>
#include <OnixS/Senaf/MarketData/Export.h>
#include <OnixS/Senaf/MarketData/Time.h>

#include <iosfwd>
#include <string>
#include <vector>

namespace OnixS { namespace Senaf { namespace MarketData {

/// Bid / Ask Opening New Level. Involved.
struct ONIXS_BME_SENAF_EXPORT BidAskNewLevelInvolved
{
    /// Message code.
    enum
    {
        code = 6
    };

    /// Default constructor.
    BidAskNewLevelInvolved();

    /// Message Number.
    unsigned int messageNumber;

    /// Market.
    unsigned char market;

    /// Publication Time.
    TimeSpan publicationTime;

    /// Investment Decision.
    unsigned int investmentDecision;

    /// Execution.
    unsigned int execution;

    /// Liquidity Provision Activity.
    unsigned char liquidityProvisionActivity;

    /// Instrument Type.
    InstrumentType::Enum instrumentType;

    /// Reference.
    unsigned short reference;

    /// Level.
    unsigned char level;

    /// Side.
    Side::Enum side;

    /// Price.
    int price;

    /// Yield / Rate.
    int yield;

    /// Volume.
    unsigned int volume;

    /// Position Number.
    unsigned int positionNumber;

    /// Member.
    unsigned char member;

    /// Broker.
    unsigned char broker;

    /// User.
    unsigned char user;

    /// Label.
    unsigned int label;

    /// Original Request Number.
    unsigned int originalRequestNumber;

    /// Returns string representation.
    std::string toString() const;

private:
    friend class MessageDeserializer;
    BidAskNewLevelInvolved(const char* data, size_t dataSize);
    void deserialize(const char* data, size_t dataSize);
    void reset();
};

ONIXS_BME_SENAF_EXPORT std::ostream& operator<<(std::ostream&, const BidAskNewLevelInvolved&);

}}} // namespace OnixS::Senaf::MarketData