CombinedBidAskInvolved.h

Go to the documentation of this file.

/*
 * 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>

namespace OnixS { namespace Senaf { namespace MarketData {

/// Combined Bid / Ask Publication Message. Involved.
struct ONIXS_BME_SENAF_EXPORT CombinedBidAskInvolved
{
    /// Message code.
    enum
    {
        code = 15
    };

    /// Default constructor.
    CombinedBidAskInvolved();

    /// 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;

    /// Bid Level.
    unsigned char bidLevel;

    /// Bid Side.
    Side::Enum bidSide;

    /// Bid Position.
    unsigned char bidPosition;

    /// Bid Volume.
    unsigned int bidVolume;

    /// Bid Price.
    int bidPrice;

    /// Bid Yield/Rate.
    int bidYield;

    /// Ask Level.
    unsigned char askLevel;

    /// Ask Side.
    Side::Enum askSide;

    /// Ask Position.
    unsigned char askPosition;

    /// Ask Volume.
    unsigned int askVolume;

    /// Ask Price.
    int askPrice;

    /// Ask Yield/Rate.
    int askYield;

    /// Bid Position Number.
    unsigned int bidPositionNumber;

    /// Ask Position Number.
    unsigned int askPositionNumber;

    /// 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;
    CombinedBidAskInvolved(const char* data, size_t dataSize);
    void deserialize(const char* data, size_t dataSize);
    void reset();
};

/// Make it printable using C++ I/O streams.
ONIXS_BME_SENAF_EXPORT std::ostream& operator<<(std::ostream&, const CombinedBidAskInvolved&);

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