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#include "ores.trading.api/domain/product_type.hpp"
29
30namespace ores::trading::domain {
31
39struct trade final {
43 int version = 0;
44
49
55 boost::uuids::uuid id;
56
62 boost::uuids::uuid party_id;
63
69 std::string external_id;
70
76 boost::uuids::uuid book_id;
77
83 boost::uuids::uuid portfolio_id;
84
90 std::optional<boost::uuids::uuid> successor_trade_id;
91
98 std::optional<boost::uuids::uuid> counterparty_id;
99
105 std::string trade_type;
106
115 domain::product_type product_type = domain::product_type::unknown;
116
123 std::optional<boost::uuids::uuid> instrument_id;
124
131 std::optional<std::string> asset_class;
132
138 std::string netting_set_id;
139
146
152 boost::uuids::uuid status_id;
153
159 std::optional<std::string> trade_date;
160
166 std::optional<std::string> execution_timestamp;
167
173 std::optional<std::string> effective_date;
174
180 std::optional<std::string> termination_date;
181
185 std::string modified_by;
186
190 std::string performed_by;
191
198
202 std::string change_commentary;
203
207 std::chrono::system_clock::time_point recorded_at;
208};
209
210}
211
212#endif
Trade capturing FpML Trade Header properties.
Definition trade.hpp:39
std::optional< boost::uuids::uuid > instrument_id
UUID of the associated instrument record.
Definition trade.hpp:123
std::optional< boost::uuids::uuid > successor_trade_id
UUID of the trade that replaced this one (e.g., after novation).
Definition trade.hpp:90
std::string modified_by
Username of the person who last modified this trade.
Definition trade.hpp:185
std::string change_commentary
Free-text commentary explaining the change.
Definition trade.hpp:202
std::optional< std::string > termination_date
Date on which the trade matures or terminates.
Definition trade.hpp:180
boost::uuids::uuid book_id
Book that owns this trade.
Definition trade.hpp:76
std::optional< std::string > effective_date
Date from which the trade is effective.
Definition trade.hpp:173
std::optional< std::string > asset_class
Asset class for this trade (e.g. fx, rates, credit).
Definition trade.hpp:131
std::optional< boost::uuids::uuid > counterparty_id
Counterparty for this trade.
Definition trade.hpp:98
std::string netting_set_id
Netting set identifier for ORE aggregation.
Definition trade.hpp:138
std::optional< std::string > trade_date
Date the trade was agreed.
Definition trade.hpp:159
boost::uuids::uuid party_id
Party that owns this trade.
Definition trade.hpp:62
boost::uuids::uuid status_id
Current FSM state for this trade (e.g. new, live, expired, cancelled).
Definition trade.hpp:152
std::string external_id
Optional external trade identifier.
Definition trade.hpp:69
std::optional< std::string > execution_timestamp
Timestamp when the trade was executed (with timezone).
Definition trade.hpp:166
std::chrono::system_clock::time_point recorded_at
Timestamp when this version of the record was recorded.
Definition trade.hpp:207
std::string trade_type
ORE instrument type code (e.g. Swap, FxForward, CapFloor).
Definition trade.hpp:105
boost::uuids::uuid id
UUID uniquely identifying this trade.
Definition trade.hpp:55
int version
Version number for optimistic locking and change tracking.
Definition trade.hpp:43
boost::uuids::uuid portfolio_id
Portfolio this trade belongs to.
Definition trade.hpp:83
std::string performed_by
Username of the account that performed this action.
Definition trade.hpp:190
std::string activity_type_code
Activity type code classifying this trade event.
Definition trade.hpp:145
utility::uuid::tenant_id tenant_id
Tenant identifier for multi-tenancy isolation.
Definition trade.hpp:48
std::string change_reason_code
Code identifying the reason for the change.
Definition trade.hpp:197
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