dmitry_env/ATP/robotrader/robotrader/RTInstrument.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 
    // stl
#include <string>
#include <list>

namespace RT
{

const int       TICK_SIZE   = 1;
const int       TICK_LOT    = 1;
const double    TICK_VALUE  = 1; // 0.01;
const double    MIN_MARGIN  = 2;
const double    COMMISION   = 1;
/*
* @class RTInstrument
*
* @brief Represents Insrument description information
*/
class RTInstrument
{
public:
        // Default constructor
    RTInstrument ();
        // Copy constructor
    RTInstrument (const RTInstrument &instr);
        // Overloaded assignment operator
    RTInstrument& operator=(const RTInstrument& rhs) ;

    
    int tick_size () const                                              {return tick_size_ ;}
        void tick_size (int tick_size)                          {tick_size_ = tick_size;}

    double tick_value () const                                  {return tick_value_;}
        void tick_value (double tick_value)                     {tick_value_ = tick_value ;}

    int round_lot () const                                              {return round_lot_;}
        void round_lot (int round_lot)                          {round_lot_ = round_lot;}

    const std::string& currency () const                {return currency_ ;}
        void currency (const std::string& currency)     {currency_ = currency ;}
    
        int     numerator() const       { return numerator_;   }
        void numerator(int val) { numerator_ = val;   }

        int     denominator() const {   return denominator_; }
        void denominator(int    val) { denominator_ = val; }

    void is_dynamically_created(bool is_dyn_created)                { is_dynamically_created_ = is_dyn_created; }

    // Symbol
    const std::string& symbol () const {return symbol_;}
        void symbol (const std::string& val) {symbol_ = val;}

        // Security Identifier
        const std::string& sec_id () const {return sec_id_;}
        void sec_id (const std::string& val) {sec_id_ = val;}

        // Exchange
        const std::string& exch_identifier_str() const;
        void exch_identifier_str(const std::string& val);

        // Exchange Traded Strategy Type
        int     ets_type() const        { return ets_type_;   }
        void ets_type(int val) { ets_type_ = val;   }

protected:

        std::string                             symbol_ ;
        std::string                             sec_id_ ;

    int                                     tick_size_;                 
    double                                      tick_value_;            
    int                                         round_lot_;                     
    std::string                         optAttribute_;          
    std::string                         securityAltID_;         
    int                                         priceDisplayType_;      
        int                                             numerator_;
        int                                             denominator_;
    std::string             currency_ ;
    int                                     priceRange_;
    double                                      min_margin_;
    double                                      commission_;
        std::string                             exch_identifier_str_;

    bool                    is_dynamically_created_;
        double                                  quoted_in_value_;
        int                                             trading_session_;
        int                                             ets_type_;
};

}

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