Enumerations.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 <string> 

#include <OnixS/SgxTitan/Trading/OUCH/Integral.h>

ONIXS_SGXTITAN_OUCH_NAMESPACE_BEGIN


    /// OutboundMessageTypes
    struct OutboundMessageTypes
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// Enter Order
            EnterOrder = 'O',

            /// Replace Order
            ReplaceOrder = 'U',

            /// Cancel Order
            CancelOrder = 'X',

            ///  Cancel by Order ID
            CancelByOrderId = 'Y',

        };
    };

    /// Appends string presentation of object.
    ONIXS_SGXTITAN_OUCH_API void toStr(std::string&, OutboundMessageTypes::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(OutboundMessageTypes::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// InboundMessageTypes
    struct InboundMessageTypes
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// Order Accepted
            OrderAccepted = 'A',

            /// Order Rejected
            OrderRejected = 'J',

            /// Order Replaced
            OrderReplaced = 'U',

            /// Order Cancelled
            OrderCancelled = 'C',

            /// Order Executed
            OrderExecuted = 'E',

        };
    };

    /// Appends string presentation of object.
    ONIXS_SGXTITAN_OUCH_API void toStr(std::string&, InboundMessageTypes::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(InboundMessageTypes::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// Side
    struct Side
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// Buy Order
            Buy = 'B',

            /// Sell Order
            Sell = 'S',

            /// Short sell (not in use)
            ShortSell = 'T',

        };
    };

    /// Appends string presentation of object.
    ONIXS_SGXTITAN_OUCH_API void toStr(std::string&, Side::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(Side::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// EnterOrderOpenClose
    struct EnterOrderOpenClose
    {
        /// Integral type used as basement for constants. 
        typedef Int8 Base;

        enum Enum
        {
            /// Default for the account
            Default = 0,

            /// Open
            Open = 1,

            /// Close/Net
            Close = 2,

            /// Mandatory close
            MandatoryClose = 3,

        };
    };

    /// Appends string presentation of object.
    ONIXS_SGXTITAN_OUCH_API void toStr(std::string&, EnterOrderOpenClose::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(EnterOrderOpenClose::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// ReplaceOrderOpenClose
    struct ReplaceOrderOpenClose
    {
        /// Integral type used as basement for constants. 
        typedef Int8 Base;

        enum Enum
        {
            /// No change
            NoChange = 0,

            /// Open
            Open = 1,

            /// Close/Net
            Close = 2,

            /// Mandatory close
            MandatoryClose = 3,

            /// Default for the account
            Default = 4,

        };
    };

    /// Appends string presentation of object.
    ONIXS_SGXTITAN_OUCH_API void toStr(std::string&, ReplaceOrderOpenClose::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(ReplaceOrderOpenClose::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// TimeInForce
    struct TimeInForce
    {
        /// Integral type used as basement for constants. 
        typedef Int8 Base;

        enum Enum
        {
            /// Day
            Day = 0,

            /// FAK
            ImmediateOrCancel = 3,

            /// 
            FillOrKill = 4,

        };
    };

    /// Appends string presentation of object.
    ONIXS_SGXTITAN_OUCH_API void toStr(std::string&, TimeInForce::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(TimeInForce::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// OrderState
    struct OrderState
    {
        /// Integral type used as basement for constants. 
        typedef Int8 Base;

        enum Enum
        {
            /// On book
            OnBbook = 1,

            /// Not on book
            NotOnBook = 2,

            /// Inactive (due to price limit constraints)
            Inactive = 3,

            /// OUCH order ownership lost
            Lost = 99,

        };
    };

    /// Appends string presentation of object.
    ONIXS_SGXTITAN_OUCH_API void toStr(std::string&, OrderState::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(OrderState::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// CancellationReason
    struct CancellationReason
    {
        /// Integral type used as basement for constants. 
        typedef Int8 Base;

        enum Enum
        {
            /// Cancelled by user
            ByUser = 1,

            /// Order inactivated
            Inactivated = 4,

            /// Cancelled by system
            BySystem = 9,

            /// Cancelled by proxy
            ByProxy = 10,

            ///  Cancelled due to Price Limit change
            PriceLimit = 15,

            /// Order removed or changed by remove day or date
            /// orders flag
            DateFlagRemoval = 19,

            /// Inactivated due to ISS change
            IssChange = 21,

            ///  Cancelled during Auction
            Auction = 34,

            /// Order deleted because trader is not allowed to
            /// trade with himself
            SelfTrade = 43,

        };
    };

    /// Appends string presentation of object.
    ONIXS_SGXTITAN_OUCH_API void toStr(std::string&, CancellationReason::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(CancellationReason::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// OrderType
    struct OrderType
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// Half Tick Order
            HalfTickOrder = 'H',

            /// Limit Order
            LimitOrder = 'Y',

        };
    };

    /// Appends string presentation of object.
    ONIXS_SGXTITAN_OUCH_API void toStr(std::string&, OrderType::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(OrderType::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

ONIXS_SGXTITAN_OUCH_NAMESPACE_END