OperationConfirmationInvolved.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/Optional.h>
#include <OnixS/Senaf/MarketData/Time.h>

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

namespace OnixS { namespace Senaf { namespace MarketData {

/// Operation Confirmation. Involved.
struct ONIXS_BME_SENAF_EXPORT OperationConfirmationInvolved
{
    /// Message code.
    enum
    {
        code = 4
    };

    /// Default constructor.
    OperationConfirmationInvolved();

    /// Message Number.
    unsigned int messageNumber;

    /// Market.
    unsigned char market;

    /// Buyer Investment Decision.
    unsigned int buyerInvestmentDecision;

    /// Buyer Execution.
    unsigned int buyerExecution;

    /// Buyer Liquidity Provision Activity.
    unsigned char buyerLiquidityProvisionActivity;

    /// Seller Investment Decision.
    unsigned int sellerInvestmentDecision;

    /// Seller Execution.
    unsigned int sellerExecution;

    /// Seller Liquidity Provision Activity.
    unsigned char sellerLiquidityProvisionActivity;

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

    /// Reference.
    unsigned short reference;

    /// Trade Number.
    unsigned short tradeNumber;

    /// Captured Trade ID.
    unsigned short capturedTradeId;

    /// Confirmation Type.
    ConfirmationType::Enum confirmationType;

    /// Trade Status.
    TradeStatus::Enum tradeStatus;

    /// Trade Date.
    Date tradeDate;

    /// Operation Time.
    TimeSpan operationTime;

    /// Buy (Sell). Hit direction.
    BuySell::Enum buySell;

    /// Cash / Term.
    CashTerm::Enum cashTerm;

    /// Senaf Operation Code.
    unsigned int senafOperationCode;

    /// Buyer New order Time.
    TimeSpan buyerNewOrderTime;

    /// Seller New order Time.
    TimeSpan sellerNewOrderTime;

    /// Segment MIC.
    unsigned int segmentMIC;

    /// Deferral Waiver.
    unsigned char deferralWaiver;

    /// Buyer Member (Senaf Number).
    unsigned char buyerMemberSenafNumber;

    /// Buyer Member (CSB Number).
    unsigned short buyerMemberCSBNumber;

    /// Buyer Broker (Senaf Number).
    unsigned char buyerBrokerSenafNumber;

    /// Buyer Broker (CSB Number).
    unsigned short buyerBrokerCSBNumber;

    /// Buyer User (Number).
    unsigned char buyerUserNumber;

    /// Buyer User (Text).
    unsigned long long buyerUserText;

    /// Buyer Label.
    unsigned int buyerLabel;

    /// Buyer Commission.
    unsigned short buyerCommission;

    /// Seller Member (Senaf Number).
    unsigned char sellerMemberSenafNumber;

    /// Seller Member (CSB Number).
    unsigned short sellerMemberCSBNumber;

    /// Seller Broker (Senaf Number).
    unsigned char sellerBrokerSenafNumber;

    /// Seller Broker (CSB Number).
    unsigned short sellerBrokerCSBNumber;

    /// Seller User (Number).
    unsigned char sellerUserNumber;

    /// Seller User (Text).
    unsigned long long sellerUserText;

    /// Seller Label.
    unsigned int sellerLabel;

    /// Seller Commission.
    unsigned short sellerCommission;

    /// \name Bonds, Strips, Bills, GGB, Corporate New Issues, Cedulas and FROB
    /// Bonds (001, 002, 003, 009, 010, 011 and 012).
    //@{

    /// Bank of Spain Operation Code.
    Optional<unsigned short> bankOfSpainOperationCode;

    /// Unitary Volume.
    Optional<unsigned int> unitaryVolume;

    /// Hit Volume.
    Optional<unsigned int> hitVolume;

    /// Price.
    Optional<int> price;

    /// Yield / Rate.
    Optional<int> yield;

    /// Value Date.
    Optional<Date> valueDate;

    /// Reference name.
    Optional<std::string> referenceName;

    /// Issuer.
    Optional<std::string> issuer;

    /// ISIN Code or Issuer Code.
    Optional<std::string> isinCode;

    /// Currency.
    Optional<Currency::Enum> currency;

    /// Country.
    Optional<Country::Enum> country;

    /// CCP.
    Optional<CCP::Enum> ccp;

    /// Yield calculation.
    Optional<YieldCalculation::Enum> yieldCalculation;

    /// Cash.
    Optional<unsigned long long> cash;

    /// Accrued Coupon amount.
    Optional<unsigned long long> accruedCouponAmount;

    //@}

    /// \name Treasury Repo MEFE (BME Clearing-Iberclear), Treasury Repo CNET
    /// (Clearnet-Iberclear), Bilateral Treasury Repo (No CCP-IberClear) and any
    /// other Repo instrument (Instrument Types 016 until 031 are reserved for
    /// other possible Repo instruments).
    //@{

    /// Delivered volume.
    Optional<unsigned int> deliveredVolume;

    /// Repo Rate.
    Optional<int> repoRate;

    /// Purchase Leg Price.
    Optional<int> purchaseLegPrice;

    /// Term.
    Optional<std::string> term;

    /// Purchase Leg Value Date.
    Optional<Date> purchaseLegValueDate;

    /// Re-purchase Leg Date.
    Optional<Date> repurchaseLegDate;

    /// Delivered reference.
    Optional<unsigned short> deliveredReference;

    /// Purchase Cash.
    Optional<unsigned long long> purchaseCash;

    /// Re-purchase Cash.
    Optional<unsigned long long> repurchaseCash;

    /// Purchase Accrued Coupon amount.
    Optional<unsigned long long> purchaseAccruedCouponAmount;

    /// Re-purchase Accrued Coupon amount.
    Optional<unsigned long long> repurchaseAccruedCouponAmount;

    //@}

    /// \name Switches (007)
    //@{

    /// Switch Long Name.
    Optional<std::string> switchLongName;

    /// Rate (Switch).
    Optional<int> rateSwitch;

    /// Leg.
    Optional<LegNumber::Enum> leg;

    //@}

    /// Returns string representation.
    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