OperationConfirmationInvolved.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/Optional.h>
#include <OnixS/Senaf/MarketData/Time.h>
 
#include <iosfwd>
#include <string>
#include <vector>
 
namespace OnixS { namespace Senaf { namespace MarketData {

struct ONIXS_BME_SENAF_EXPORT OperationConfirmationInvolved
{
    enum
    {
        code = 4
    };

    OperationConfirmationInvolved();

    unsigned int messageNumber;

    unsigned char market;

    unsigned int buyerInvestmentDecision;

    unsigned int buyerExecution;

    unsigned char buyerLiquidityProvisionActivity;

    unsigned int sellerInvestmentDecision;

    unsigned int sellerExecution;

    unsigned char sellerLiquidityProvisionActivity;

    InstrumentType::Enum instrumentType;

    unsigned short reference;

    unsigned short tradeNumber;

    unsigned short capturedTradeId;

    ConfirmationType::Enum confirmationType;

    TradeStatus::Enum tradeStatus;

    Date tradeDate;

    TimeSpan operationTime;

    BuySell::Enum buySell;

    CashTerm::Enum cashTerm;

    unsigned int senafOperationCode;

    TimeSpan buyerNewOrderTime;

    TimeSpan sellerNewOrderTime;

    unsigned int segmentMIC;

    unsigned char deferralWaiver;

    unsigned char buyerMemberSenafNumber;

    unsigned short buyerMemberCSBNumber;

    unsigned char buyerBrokerSenafNumber;

    unsigned short buyerBrokerCSBNumber;

    unsigned char buyerUserNumber;

    unsigned long long buyerUserText;

    unsigned int buyerLabel;

    unsigned short buyerCommission;

    unsigned char sellerMemberSenafNumber;

    unsigned short sellerMemberCSBNumber;

    unsigned char sellerBrokerSenafNumber;

    unsigned short sellerBrokerCSBNumber;

    unsigned char sellerUserNumber;

    unsigned long long sellerUserText;

    unsigned int sellerLabel;

    unsigned short sellerCommission;



    Optional<unsigned short> bankOfSpainOperationCode;

    Optional<unsigned int> unitaryVolume;

    Optional<unsigned int> hitVolume;

    Optional<int> price;

    Optional<int> yield;

    Optional<Date> valueDate;

    Optional<std::string> referenceName;

    Optional<std::string> issuer;

    Optional<std::string> isinCode;

    Optional<Currency::Enum> currency;

    Optional<Country::Enum> country;

    Optional<CCP::Enum> ccp;

    Optional<YieldCalculation::Enum> yieldCalculation;

    Optional<unsigned long long> cash;

    Optional<unsigned long long> accruedCouponAmount;




    Optional<unsigned int> deliveredVolume;

    Optional<int> repoRate;

    Optional<int> purchaseLegPrice;

    Optional<std::string> term;

    Optional<Date> purchaseLegValueDate;

    Optional<Date> repurchaseLegDate;

    Optional<unsigned short> deliveredReference;

    Optional<unsigned long long> purchaseCash;

    Optional<unsigned long long> repurchaseCash;

    Optional<unsigned long long> purchaseAccruedCouponAmount;

    Optional<unsigned long long> repurchaseAccruedCouponAmount;




    Optional<std::string> switchLongName;

    Optional<int> rateSwitch;

    Optional<LegNumber::Enum> leg;


    std::string toString() const;
 
private:
    friend class MessageDeserializer;
    OperationConfirmationInvolved(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 OperationConfirmationInvolved&);
 
}}} // namespace OnixS::Senaf::MarketData