QuoteReport.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 {

    /// Quote Report
    struct QuoteReportMsg : public BinaryMessage
    {
        /// Identification of quote message types: Adding, updating or deleting quotes.
        ActionType::Enum actionType() const
        {
            return enumeration<ActionType>(24);
        }

        /// Code used to identify the financial instrument.
        StrRef instrumentId() const
        {
            return fixedStr<128>(25);
        }

        /// Submitting Party LEI or Venue MIC.
        StrRef leiOrMic() const
        {
            return fixedStr<20>(153);
        }

        /// Quote Enrichment Enumeration.
        Integer1 quoteCSA() const
        {
            return ordinary<Integer1>(173);
        }

        /// Quote Enrichment Enumeration.
        Integer1 quoteCollateral() const
        {
            return ordinary<Integer1>(174);
        }

        /// Quote Enrichment Enumeration.
        Integer1 quoteTier() const
        {
            return ordinary<Integer1>(175);
        }

        /// Quote Enrichment Enumeration.
        Integer1 quoteOtherEnrichment() const
        {
            return ordinary<Integer1>(176);
        }

        /// Unique pre-trade quote identifier per day.
        Integer8 pqId() const
        {
            return ordinary<Integer8>(177);
        }

        /// 
        StrRef flag() const
        {
            return fixedStr<4>(185);
        }

        /// Date and time when the quote message was generated
        Integer8 quoteTimeStamp() const
        {
            return ordinary<Integer8>(189);
        }

        /// Currency in which the price is expressed
        StrRef currency() const
        {
            return fixedStr<3>(197);
        }

        /// Price of the one-sided quote.
        Decimal price() const
        {
            return Decimal(ordinary<Double>(200));
        }

        /// Price of a two-sided quote.
        Decimal price2() const
        {
            return Decimal(ordinary<Double>(208));
        }

        /// Size of the quote
        Decimal size() const
        {
            return Decimal(ordinary<Double>(216));
        }

        /// Reference price
        Decimal referencePrice() const
        {
            return Decimal(ordinary<Double>(224));
        }

        /// Date and Time when the quote expires
        Integer8 quoteExpireTimeStamp() const
        {
            return ordinary<Integer8>(232);
        }

        /// Package Identification code
        StrRef packageId() const
        {
            return fixedStr<32>(240);
        }

        /// Max number of trades that could be executed with the quote.
        Integer4 maxExecutableTrades() const
        {
            return ordinary<Integer4>(272);
        }

        /// Generated by the publisher, unique for each quote
        Integer8 publicationId() const
        {
            return ordinary<Integer8>(276);
        }

        /// Sequence number of quote update message type, which is unique
        Integer4 pqseq() const
        {
            return ordinary<Integer4>(284);
        }

        /// Date and time when the transaction was published by a trading venue or APA
        Integer8 publicationTimeStamp() const
        {
            return ordinary<Integer8>(288);
        }

        /// Date and time of the latest received quote message with Update or Delete action type
        Integer8 latestTimeStamp() const
        {
            return ordinary<Integer8>(296);
        }

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

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

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

}
}
}
}