dmitry_env/ATP/robotrader/robotrader/RTExchangeType.h

/***************************************************************************
*    
*                       Copyright (c) 2007-2010  Argo SE, Inc. All rights reserved. 
*
* The following source code, and the ideas, expressions and concepts
* incorporated therein, as well as the ideas, expressions and concepts of
* any other material (whether tangible or intangible) disclosed in
* conjunction with this source code, are the exclusive and proprietary
* property, and constitutes confidential information, of Argo SE, Inc.
* Accordingly, the user of this source code
* agrees that it shall continue to be bound by the terms and conditions of
* any and all confidentiality agreements executed with Argo SE, Inc.
* concerning the disclosure of the source code and any other materials in 
* conjunction therewith. 
*
*/

#pragma once
#include <string>
#include <queue>
#include <exch_lib/OrderEntry.h>

namespace RT
{

// Execution report .
class RTExecutionReport
{
public:
        RTExecutionReport();
        
        std::string sec_id;
    std::string account;
        std::string real_cl_id;     // real client id
        std::string cl_id;          // router's client id
        std::string orig_id;
        std::string exec_id;        //FIX::ExecID
        std::string exchange_id;    //FIX::OrderID
    int         argo_ord_id; 
        std::string trade_id;       //ARCAEX Id (9731)

        std::string exec_broker;
        std::string Ref_exch_id;    //ExecRefID(19)
        std::string this_execution_text;
        std::string     last_mkt;
    liquidity_indicator_enum liquidity_indicator;

        OrdStatus ord_status;

        std::string symbol;
        std::string currency;
        std::string fut_sett_data;
        std::string trade_data;

        double          settl_curr_amount;//LastQtyContra
        std::string settl_currency;
        double          order_qty2;

        OrderSide       side;
    bool                is_short_sell_;
    std::string securityType;
    TimeInForce timeInForce;
        OrderType       ord_type;

        ExecType                exec_type;
        ExecTransType   trans_type; 

        time_t init_time;
        time_t effective_time_;

        int limit_price;
        int last_shares;
    int last_px;
        int cum_qty;
        int leaves_qty;
        int avg_px;
    
    int stop_px;
        int orig_order_qty;

        static const char* exec_type_txt(ExecType );
        static const char* exec_trans_type_txt(ExecTransType);
        static const char* order_status_txt(OrdStatus);

        std::string exchange_name;//changed
        int                     denominator;
        int                     transaction_id;

        bool            parked_;
        int                     historical_;
        bool            need_send_rmcast_;
        bool            need_store_to_DB_;

        int                     flags_;
        std::string parent_trade_id_;
        int                     leg_side_;
        int                     is_pos_detailes_;
        int                     unconfirmed_;
        std::string     root_exchange_id_;

        std::string order_history_;
        std::string request_id_;
        bool            is_last_;

        int                     max_show_;
        bool            is_automated_trading_system_;
        std::string trader_location_;
};


struct RTOrderCancelReject
{
        std::string  exchange_id; //order exhange_id;
        std::string  cl_ord_id;
        std::string  orig_cl_ord_id;
        OrdStatus    ord_status;
    OrdRejectResponseTo rej_response;
        time_t       init_time;
        std::string  text;
};


struct RTBusinessMessageReject
{
        std::string cl_ord_id;
        business_reject_reason rej_reason;
        std::string  text;
        int                      ref_seq_num;
        std::string      ref_msg_type;
};


}

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