ExecutionReportForPortfolioCompression.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 <vector>

#include <OnixS/Tradeweb/MarketData/Apa/ABI.h>
#include <OnixS/Tradeweb/MarketData/Apa/Defines.h>
#include <OnixS/Tradeweb/MarketData/Apa/Decimal.h>
#include <OnixS/Tradeweb/MarketData/Apa/Enumerations.h>
#include <OnixS/Tradeweb/MarketData/Apa/BinaryMessage.h>


namespace OnixS {
namespace Tradeweb {
namespace MarketData {
namespace Apa {

    /// An execution report for portfolio compression is sent when an execution is made public and the execution represents a portfolio compression.
    struct ExecutionReportForPortfolioCompressionMsg : public BinaryMessage
    {
        /// Code assigned by trading venues.
        StrRef transactionIdentificationCode() const
        {
            return fixedStr<52>(24);
        }

        /// Date and time when the transaction was published by a trading venue or APA.
        Integer8 publicationTimestamp() const
        {
            return ordinary<Integer8>(76);
        }

        /// Date and time when the transaction was executed.
        Integer8 executionTime() const
        {
            return ordinary<Integer8>(84);
        }

        /// Currency in which the notional is denominated.
        StrRef notionalCurrency1() const
        {
            return fixedStr<3>(92);
        }

        /// Second Currency in which the notional is denominated, used for Cross Currency Swaps and FX Swaps.
        StrRef notionalCurrency2() const
        {
            return fixedStr<3>(95);
        }

        /// Number of transactions submitted for inclusion in the portfolio compression.
        Integer8 submittedTransactions() const
        {
            return ordinary<Integer8>(98);
        }

        /// Notional amount of submitted transactions.
        bool submittedNotional1(Decimal& value) const
        {
            return Decimal::tryParse(&ordinary<Char>(106), 20, value);
        }

        /// Notional amount of submitted transactions used for Cross Currency Swaps and FX Swaps.
        bool submittedNotional2(Decimal& value) const
        {
            return Decimal::tryParse(&ordinary<Char>(126), 20, value);
        }

        /// 
        Integer2 submittedSubAssetClass1() const
        {
            return ordinary<Integer2>(146);
        }

        /// 
        Integer2 submittedSubAssetClass2() const
        {
            return ordinary<Integer2>(148);
        }

        /// 
        Integer2 submittedSubAssetClass3() const
        {
            return ordinary<Integer2>(150);
        }

        /// 
        Integer2 submittedSubAssetClass4() const
        {
            return ordinary<Integer2>(152);
        }

        /// 
        Integer2 submittedSubAssetClass5() const
        {
            return ordinary<Integer2>(154);
        }

        /// Number of transactions changed or terminated as a result of the portfolio compression.
        Integer8 reducedTransactions() const
        {
            return ordinary<Integer8>(156);
        }

        /// Notional amount of reduced transactions.
        bool reducedNotional1(Decimal& value) const
        {
            return Decimal::tryParse(&ordinary<Char>(164), 20, value);
        }

        /// Notional amount of reduced transactions used for Cross Currency Swaps and FX Swaps.
        bool reducedNotional2(Decimal& value) const
        {
            return Decimal::tryParse(&ordinary<Char>(184), 20, value);
        }

        /// Number of transactions replacing the terminated transactions.
        Integer8 replacementTransactions() const
        {
            return ordinary<Integer8>(204);
        }

        /// Notional amount of replacement transactions.
        bool replacementNotional1(Decimal& value) const
        {
            return Decimal::tryParse(&ordinary<Char>(212), 20, value);
        }

        /// Notional amount of replacement transactions used for Cross Currency Swaps and FX Swaps.
        bool replacementNotional2(Decimal& value) const
        {
            return Decimal::tryParse(&ordinary<Char>(232), 20, value);
        }

        /// 
        Integer2 replacementSubAssetClass1() const
        {
            return ordinary<Integer2>(252);
        }

        /// 
        Integer2 replacementSubAssetClass2() const
        {
            return ordinary<Integer2>(254);
        }

        /// 
        Integer2 replacementSubAssetClass3() const
        {
            return ordinary<Integer2>(256);
        }

        /// 
        Integer2 replacementSubAssetClass4() const
        {
            return ordinary<Integer2>(258);
        }

        /// 
        Integer2 replacementSubAssetClass5() const
        {
            return ordinary<Integer2>(260);
        }

        /// Currency code.
        StrRef replacementCurrencies1() const
        {
            return fixedStr<4>(262);
        }

        /// Currency code.
        StrRef replacementCurrencies2() const
        {
            return fixedStr<4>(266);
        }

        /// Currency code.
        StrRef replacementCurrencies3() const
        {
            return fixedStr<4>(270);
        }

        /// Currency code.
        StrRef replacementCurrencies4() const
        {
            return fixedStr<4>(274);
        }

        /// Currency code.
        StrRef replacementCurrencies5() const
        {
            return fixedStr<4>(278);
        }

        /// Currency code.
        StrRef replacementCurrencies6() const
        {
            return fixedStr<4>(282);
        }

        /// 
        Integer4 flags() const
        {
            return ordinary<Integer4>(286);
        }

        /// Code assigned by trading venues.
        StrRef originalTransactionIdentificationCode() const
        {
            return fixedStr<52>(290);
        }

        /// Initializes instance over given memory block.
        ExecutionReportForPortfolioCompressionMsg(const void* data, MessageSize size)
            : BinaryMessage(data, size)
        {
        }
    };

    /// Serializes object into string.
    ONIXS_TRADEWEB_APA_API void toStr(std::string&, const ExecutionReportForPortfolioCompressionMsg&);

    /// Serializes object into string.
    inline std::string toStr(const ExecutionReportForPortfolioCompressionMsg& msg)
    {
        std::string str;
        toStr(str, msg);
        return str;
    }

}
}
}
}