ORE Studio 0.0.4
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trade.hpp
1/* -*- mode: c++; tab-width: 4; indent-tabs-mode: nil; c-basic-offset: 4 -*-
2 *
3 * Copyright (C) 2026 Marco Craveiro <marco.craveiro@gmail.com>
4 *
5 * This program is free software; you can redistribute it and/or modify it under
6 * the terms of the GNU General Public License as published by the Free Software
7 * Foundation; either version 3 of the License, or (at your option) any later
8 * version.
9 *
10 * This program is distributed in the hope that it will be useful, but WITHOUT
11 * ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS
12 * FOR A PARTICULAR PURPOSE. See the GNU General Public License for more
13 * details.
14 *
15 * You should have received a copy of the GNU General Public License along with
16 * this program; if not, write to the Free Software Foundation, Inc., 51
17 * Franklin Street, Fifth Floor, Boston, MA 02110-1301, USA.
18 *
19 */
20#ifndef ORES_TRADING_DOMAIN_TRADE_HPP
21#define ORES_TRADING_DOMAIN_TRADE_HPP
22
23#include <chrono>
24#include <optional>
25#include <string>
26#include <boost/uuid/uuid.hpp>
27#include "ores.utility/uuid/tenant_id.hpp"
28
29namespace ores::trading::domain {
30
38struct trade final {
42 int version = 0;
43
48
54 boost::uuids::uuid id;
55
61 boost::uuids::uuid party_id;
62
68 std::string external_id;
69
75 boost::uuids::uuid book_id;
76
82 boost::uuids::uuid portfolio_id;
83
89 std::optional<boost::uuids::uuid> successor_trade_id;
90
97 std::optional<boost::uuids::uuid> counterparty_id;
98
104 std::string trade_type;
105
111 std::string netting_set_id;
112
119
125 boost::uuids::uuid status_id;
126
132 std::string trade_date;
133
140
146 std::string effective_date;
147
153 std::string termination_date;
154
158 std::string modified_by;
159
163 std::string performed_by;
164
171
175 std::string change_commentary;
176
180 std::chrono::system_clock::time_point recorded_at;
181};
182
183}
184
185#endif
Trade capturing FpML Trade Header properties.
Definition trade.hpp:38
std::optional< boost::uuids::uuid > successor_trade_id
UUID of the trade that replaced this one (e.g., after novation).
Definition trade.hpp:89
std::string modified_by
Username of the person who last modified this trade.
Definition trade.hpp:158
std::string change_commentary
Free-text commentary explaining the change.
Definition trade.hpp:175
boost::uuids::uuid book_id
Book that owns this trade.
Definition trade.hpp:75
std::optional< boost::uuids::uuid > counterparty_id
Counterparty for this trade.
Definition trade.hpp:97
std::string netting_set_id
Netting set identifier for ORE aggregation.
Definition trade.hpp:111
std::string execution_timestamp
Timestamp when the trade was executed (with timezone).
Definition trade.hpp:139
boost::uuids::uuid party_id
Party that owns this trade.
Definition trade.hpp:61
boost::uuids::uuid status_id
Current FSM state for this trade (e.g. new, live, expired, cancelled).
Definition trade.hpp:125
std::string trade_date
Date the trade was agreed.
Definition trade.hpp:132
std::string external_id
Optional external trade identifier.
Definition trade.hpp:68
std::chrono::system_clock::time_point recorded_at
Timestamp when this version of the record was recorded.
Definition trade.hpp:180
std::string trade_type
ORE instrument type code (e.g. Swap, FxForward, CapFloor).
Definition trade.hpp:104
boost::uuids::uuid id
UUID uniquely identifying this trade.
Definition trade.hpp:54
int version
Version number for optimistic locking and change tracking.
Definition trade.hpp:42
boost::uuids::uuid portfolio_id
Portfolio this trade belongs to.
Definition trade.hpp:82
std::string termination_date
Date on which the trade matures or terminates.
Definition trade.hpp:153
std::string performed_by
Username of the account that performed this action.
Definition trade.hpp:163
std::string activity_type_code
Activity type code classifying this trade event.
Definition trade.hpp:118
std::string effective_date
Date from which the trade is effective.
Definition trade.hpp:146
utility::uuid::tenant_id tenant_id
Tenant identifier for multi-tenancy isolation.
Definition trade.hpp:47
std::string change_reason_code
Code identifying the reason for the change.
Definition trade.hpp:170
A strongly-typed wrapper around a UUID representing a tenant identifier.
Definition tenant_id.hpp:66
static tenant_id system()
Creates a tenant_id representing the system tenant.
Definition tenant_id.cpp:41