enums.hpp

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#pragma once

#include <cstdint>
#include <string>

namespace tt_core_sdk {

enum class instr_state : uint8_t
{
    DELETED  = 1,
    INACTIVE = 2,
    ACTIVE   = 4
};

enum class rounding
{
    NONE,   
    UP,     
    DOWN,   
    NEAREST 
};

enum class time_in_force
{
    DAY                   = 1,
    GOOD_TILL_CANCEL      = 2,
    AT_THE_OPENING        = 3,
    IMMEDIATE_OR_CANCEL   = 4,
    FILL_OR_KILL          = 5,
    GOOD_TILL_CROSSING    = 6,
    GOOD_TILL_DATE        = 7,
    AT_THE_CLOSE          = 8,
    GOOD_THROUGH_CROSSING = 9,
    AT_CROSSING           = 10,
    GOOD_IN_SESSION       = 14
};

enum class order_type
{
    MARKET     = 1,
    LIMIT      = 2,
    STOP       = 3,
    STOP_LIMIT = 4,
    MLM        = 21
};

enum class order_side
{
    BUY  = 1,
    SELL = 2
};

enum class market : uint32_t
{
    SYNTHETIC        = 0,
    XETRA            = 1,
    EUREX            = 2,
    NYSE_LIFFE       = 3,
    LSE              = 4,
    OM               = 5,
    CBOT             = 6,
    CME              = 7,
    CFFE             = 8,
    SEHK             = 9,
    ENXTFUT          = 10,
    ENXTOPT          = 11,
    SYCOM            = 12,
    NQLX             = 13,
    GARBAN           = 15,
    LIFFE_EO         = 16,
    ISE              = 18,
    INSTINET         = 19,
    NASDAQ           = 20,
    BTECFUTURES      = 21,
    BTEC             = 22,
    ISLAND           = 23,
    SFE              = 24,
    EUREXUS          = 25,
    CBOE             = 26,
    ASX              = 27,
    ARCHIPELAGO      = 28,
    IB               = 29,
    EURONEXT         = 30,
    ICE              = 32,
    COREEX           = 43,
    NYMEX            = 61,
    HOTSPOT          = 62,
    MONTREAL         = 63,
    SGX              = 64,
    IDEM             = 65,
    MEFF             = 66,
    TFX              = 67,
    TOCOM            = 68,
    TSE              = 69,
    HKEX             = 70,
    OSE              = 71,
    MEXDER           = 72,
    KRX              = 73,
    CCX              = 74,
    ECX              = 75,
    CCFE             = 76,
    NSE              = 77,
    LME              = 79,
    FXMS             = 80,
    USFE             = 81,
    DME              = 82,
    EBS              = 83,
    SSE              = 85,
    MCX              = 86,
    SIMEX            = 87,
    TMX              = 89,
    BVMF             = 90,
    MX               = 91,
    NYSE_LIFFE_US    = 92,
    CFE              = 93,
    ERIS_GOVEX       = 94,
    NASDAQ_OMX_EU    = 95,
    AGGREGATOR       = 96,
    TTEX             = 97,
    ESPEED           = 98,
    KCG              = 99,
    EEX              = 100,
    NFX              = 102,
    NLX              = 103,
    NORDIC           = 104,
    SYNTHETIC_INSTR  = 1000,
    ALGO_INSTR       = 1001,
    DEBESYS          = 1002,
    AGGREGATOR_INSTR = 1003,
    BANK_ALGO        = 1004,
    ALGO_BACKTESTING = 2002,
    INVALID          = 134217726
};


enum class market_state
{
    INVALID = 0,
    UNKNOWN,
    HALTED,
    SUSPENDED,
    RESERVED,
    CLOSE,
    OPEN,
    LATE_OPEN,
    AUCTION,
    PRE_OPEN,
    OPENING_ROTATION,
    FAST_MARKET,
    FILTER,
    CLOSE_SESSION_ROLL,
    CROSSING,
    PRE_CROSS,
    NO_CANCEL,
    POST_CLOSE,
    OPENING_IOP,
    SESSION_CLOSE,
    IMPLIED_START,
    IMPLIED_END,
    PRE_TRADING,
    POST_TRADING,
    NON_TRADABLE,
    FREEZE,
    EXPIRED,
    OPENING_AUCTION,
    CLOSING_AUCTION,
    LEVEL,
    CIRCUIT_BREAKER,
    FEED_DOWN,
    PRICE_DISCOVERY,
};

enum class product_type_id
{
    NONE                                                  = 0,
    ASSET_BACKED_SECURITIES                               = 1,
    AMENDED_RESTATED                                      = 2,
    OTHER_ANTICIPATION_NOTES                              = 3,
    BANKERS_ACCEPTANCE                                    = 4,
    BANK_NOTES                                            = 5,
    BILL_OF_EXCHANGES                                     = 6,
    BRADY_BOND                                            = 7,
    BRIDGE_LOAN                                           = 8,
    BUY_SELLBACK                                          = 9,
    CONVERTIBLE_BOND                                      = 10,
    CERTIFICATE_OF_DEPOSIT                                = 11,
    CALL_LOANS                                            = 12,
    CORP_MORTGAGE_BACKED_SECURITIES                       = 13,
    COLLATERALIZED_MORTGAGE_OBLIGATION                    = 14,
    CERTIFICATE_OF_OBLIGATION                             = 15,
    CERTIFICATE_OF_PARTICIPATION                          = 16,
    CORPORATE_BOND                                        = 17,
    COMMERCIAL_PAPER                                      = 18,
    CORPORATE_PRIVATE_PLACEMENT                           = 19,
    COMMON_STOCK                                          = 20,
    DEFAULTED                                             = 21,
    DEBTOR_IN_POSSESSION                                  = 22,
    DEPOSIT_NOTES                                         = 23,
    DUAL_CURRENCY                                         = 24,
    EURO_CERTIFICATE_OF_DEPOSIT                           = 25,
    EURO_CORPORATE_BOND                                   = 26,
    EURO_COMMERCIAL_PAPER                                 = 27,
    EURO_SOVEREIGNS                                       = 28,
    EURO_SUPRANATIONAL_COUPONS                            = 29,
    FEDERAL_AGENCY_COUPON                                 = 30,
    FEDERAL_AGENCY_DISCOUNT_NOTE                          = 31,
    FOREIGN_EXCHANGE_CONTRACT                             = 32,
    FORWARD                                               = 33,
    FUTURE                                                = 34,
    GENERAL_OBLIGATION_BONDS                              = 35,
    IOETTE_MORTGAGE                                       = 36,
    LETTER_OF_CREDIT                                      = 37,
    LIQUIDITY_NOTE                                        = 38,
    MATURED                                               = 39,
    MORTGAGE_BACKED_SECURITIES                            = 40,
    MUTUAL_FUND                                           = 41,
    MORTGAGE_INTEREST_ONLY                                = 42,
    MULTILEG_INSTRUMENT                                   = 43,
    MORTGAGE_PRINCIPAL_ONLY                               = 44,
    MORTGAGE_PRIVATE_PLACEMENT                            = 45,
    MISCELLANEOUS_PASS_THROUGH                            = 46,
    MANDATORY_TENDER                                      = 47,
    MEDIUM_TERM_NOTES                                     = 48,
    NO_SECURITY_TYPE                                      = 49,
    OVERNIGHT                                             = 50,
    OPTION                                                = 51,
    PRIVATE_EXPORT_FUNDING                                = 52,
    PFANDBRIEFE                                           = 53,
    PROMISSORY_NOTE                                       = 54,
    PREFERRED_STOCK                                       = 55,
    PLAZOS_FIJOS                                          = 56,
    REVENUE_ANTICIPATION_NOTE                             = 57,
    REPLACED                                              = 58,
    REPURCHASE                                            = 59,
    RETIRED                                               = 60,
    REVENUE_BONDS                                         = 61,
    REVOLVER_LOAN                                         = 62,
    REVOLVER_TERM_LOAN                                    = 63,
    SECURITIES_LOAN                                       = 64,
    SECURITIES_PLEDGE                                     = 65,
    SPECIAL_ASSESSMENT                                    = 66,
    SPECIAL_OBLIGATION                                    = 67,
    SPECIAL_TAX                                           = 68,
    SHORT_TERM_LOAN_NOTE                                  = 69,
    STRUCTURED_NOTES                                      = 70,
    USD_SUPRANATIONAL_COUPONS                             = 71,
    SWING_LINE_FACILITY                                   = 72,
    TAX_ANTICIPATION_NOTE                                 = 73,
    TAX_ALLOCATION                                        = 74,
    TO_BE_ANNOUNCED                                       = 75,
    US_TREASURY_BILL_TBILL                                = 76,
    US_TREASURY_BOND                                      = 77,
    PRINCIPAL_STRIP_OF_A_CALLABLE_BOND_OR_NOTE            = 78,
    TIME_DEPOSIT                                          = 79,
    TAX_EXEMPT_COMMERCIAL_PAPER                           = 80,
    TERM_LOAN                                             = 81,
    INTEREST_STRIP_FROM_ANY_BOND_OR_NOTE                  = 82,
    TREASURY_INFLATION_PROTECTED_SECURITIES               = 83,
    US_TREASURY_NOTE_TNOTE                                = 84,
    PRINCIPAL_STRIP_FROM_A_NON_CALLABLE_BOND_OR_NOTE      = 85,
    TAX_REVENUE_ANTICIPATION_NOTE                         = 86,
    US_TREASURY_NOTE_UST                                  = 87,
    US_TREASURY_BILL_USTB                                 = 88,
    VARIABLE_RATE_DEMAND_NOTE                             = 89,
    WARRANT                                               = 90,
    WITHDRAWN                                             = 91,
    WILDCARD_ENTRY_FOR_USE_ON_SECURITY_DEFINITION_REQUEST = 92,
    EXTENDED_COMM_NOTE                                    = 93,
    INDEXED_LINKED                                        = 94,
    YANKEE_CORPORATE_BOND                                 = 95,
    YANKEE_CERTIFICATE_OF_DEPOSIT                         = 96,
    OPTIONS_ON_PHYSICAL                                   = 97,
    OPTIONS_ON_FUTURES                                    = 98,
    CASH                                                  = 99,
    OPTIONS_ON_COMBO                                      = 100,
    INTEREST_RATE_SWAP                                    = 101,
    BANK_DEPOSITORY_NOTE                                  = 102,
    CANADIAN_MONEY_MARKETS                                = 103,
    CANADIAN_TREASURY_NOTES                               = 104,
    CANADIAN_TREASURY_BILLS                               = 105,
    CREDIT_DEFAULT_SWAP                                   = 106,
    CANADIAN_MORTGAGE_BONDS                               = 107,
    EURO_CORPORATE_FLOATING_RATE_NOTES                    = 108,
    US_CORPORATE_FLOATING_RATE_NOTES                      = 109,
    CANADIAN_PROVINCIAL_BONDS                             = 110,
    SECURED_LIQUIDITY_NOTE                                = 111,
    TREASURY_BILL                                         = 112,
    TERM_LIQUIDITY_NOTE                                   = 113,
    TAXABLE_MUNICIPAL_CP                                  = 114,
    NON_DELIVERABLE_FORWARD                               = 115,
    FX_SPOT                                               = 116,
    FX_FORWARD                                            = 117,
    FX_SWAP                                               = 118,
    OPTION_STRATEGY                                       = 200,
    EMISSION                                              = 201,
    SPOT                                                  = 202,
    INVALID                                               = 134217726
};

enum class currency_code
{
    AED = 1,   // UAE Dirham
    AFN = 2,   // Afghani
    ALL = 3,   // Lek
    AMD = 4,   // Armenian Dram
    ANG = 5,   // Netherlands Antillean Guilder
    AOA = 6,   // Kwanza
    ARS = 7,   // Argentine Peso
    AUD = 8,   // Australian Dollar
    AWG = 9,   // Aruban Florin
    AZN = 10,  // Azerbaijanian Manat
    BAM = 11,  // Convertible Mark
    BBD = 12,  // Barbados Dollar
    BDT = 13,  // Taka
    BGN = 14,  // Bulgarian Lev
    BHD = 15,  // Bahraini Dinar
    BIF = 16,  // Burundi Franc
    BMD = 17,  // Bermudian Dollar
    BND = 18,  // Brunei Dollar
    BOB = 19,  // Boliviano
    BOV = 20,  // Mvdol
    BRL = 21,  // Brazilian Real
    BSD = 22,  // Bahamian Dollar
    BTN = 23,  // Ngultrum
    BWP = 24,  // Pula
    BYR = 25,  // Belarussian Ruble
    BZD = 26,  // Belize Dollar
    CAD = 27,  // Canadian Dollar
    CDF = 28,  // Congolese Franc
    CHE = 29,  // WIR Euro
    CHF = 30,  // Swiss Franc
    CHW = 31,  // WIR Franc
    CLF = 32,  // Unidades de fomento
    CLP = 33,  // Chilean Peso
    CNY = 34,  // Yuan Renminbi
    COP = 35,  // Colombian Peso
    COU = 36,  // Unidad de Valor Real
    CRC = 37,  // Costa Rican Colon
    CUC = 38,  // Peso Convertible
    CUP = 39,  // Cuban Peso
    CVE = 40,  // Cape Verde Escudo
    CZK = 41,  // Czech Koruna
    DJF = 42,  // Djibouti Franc
    DKK = 43,  // Danish Krone
    DOP = 44,  // Dominican Peso
    DZD = 45,  // Algerian Dinar
    EGP = 46,  // Egyptian Pound
    ERN = 47,  // Nakfa
    ETB = 48,  // Ethiopian Birr
    EUR = 49,  // Euro
    FJD = 50,  // Fiji Dollar
    FKP = 51,  // Falkland Islands Pound
    GBP = 52,  // Pound Sterling
    GEL = 53,  // Lari
    GHS = 54,  // Ghana Cedi
    GIP = 55,  // Gibraltar Pound
    GMD = 56,  // Dalasi
    GNF = 57,  // Guinea Franc
    GTQ = 58,  // Quetzal
    GYD = 59,  // Guyana Dollar
    HKD = 60,  // Hong Kong Dollar
    HNL = 61,  // Lempira
    HRK = 62,  // Croatian Kuna
    HTG = 63,  // Gourde
    HUF = 64,  // Forint
    IDR = 65,  // Rupiah
    ILS = 66,  // New Israeli Sheqel
    INR = 67,  // Indian Rupee
    IQD = 68,  // Iraqi Dinar
    IRR = 69,  // Iranian Rial
    ISK = 70,  // Iceland Krona
    JMD = 71,  // Jamaican Dollar
    JOD = 72,  // Jordanian Dinar
    JPY = 73,  // Yen
    KES = 74,  // Kenyan Shilling
    KGS = 75,  // Som
    KHR = 76,  // Riel
    KMF = 77,  // Comoro Franc
    KPW = 78,  // North Korean Won
    KRW = 79,  // Won
    KWD = 80,  // Kuwaiti Dinar
    KYD = 81,  // Cayman Islands Dollar
    KZT = 82,  // Tenge
    LAK = 83,  // Kip
    LBP = 84,  // Lebanese Pound
    LKR = 85,  // Sri Lanka Rupee
    LRD = 86,  // Liberian Dollar
    LSL = 87,  // Loti
    LTL = 88,  // Lithuanian Litas
    LVL = 89,  // Latvian Lats
    LYD = 90,  // Libyan Dinar
    MAD = 91,  // Moroccan Dirham
    MDL = 92,  // Moldovan Leu
    MGA = 93,  // Malagasy Ariary
    MKD = 94,  // Denar
    MMK = 95,  // Kyat
    MNT = 96,  // Tugrik
    MOP = 97,  // Pataca
    MRO = 98,  // Ouguiya
    MUR = 99,  // Mauritius Rupee
    MVR = 100, // Rufiyaa
    MWK = 101, // Kwacha
    MXN = 102, // Mexican Peso
    MXV = 103, // Mexican Unidad de Inversion (UDI)
    MYR = 104, // Malaysian Ringgit
    MZN = 105, // Mozambique Metical
    NAD = 106, // Namibia Dollar
    NGN = 107, // Naira
    NIO = 108, // Cordoba Oro
    NOK = 109, // Norwegian Krone
    NPR = 110, // Nepalese Rupee
    NZD = 111, // New Zealand Dollar
    OMR = 112, // Rial Omani
    PAB = 113, // Balboa
    PEN = 114, // Nuevo Sol
    PGK = 115, // Kina
    PHP = 116, // Philippine Peso
    PKR = 117, // Pakistan Rupee
    PLN = 118, // Zloty
    PYG = 119, // Guarani
    QAR = 120, // Qatari Rial
    RON = 121, // New Romanian Leu
    RSD = 122, // Serbian Dinar
    RUB = 123, // Russian Ruble
    RWF = 124, // Rwanda Franc
    SAR = 125, // Saudi Riyal
    SBD = 126, // Solomon Islands Dollar
    SCR = 127, // Seychelles Rupee
    SDG = 128, // Sudanese Pound
    SEK = 129, // Swedish Krona
    SGD = 130, // Singapore Dollar
    SHP = 131, // Saint Helena Pound
    SLL = 132, // Leone
    SOS = 133, // Somali Shilling
    SRD = 134, // Surinam Dollar
    SSP = 135, // South Sudanese Pound
    STD = 136, // Dobra
    SVC = 137, // El Salvador Colon
    SYP = 138, // Syrian Pound
    SZL = 139, // Lilangeni
    THB = 140, // Baht
    TJS = 141, // Somoni
    TMT = 142, // Turkmenistan New Manat
    TND = 143, // Tunisian Dinar
    TOP = 144, // Tongan Pa'anga
    TRY = 145, // Turkish Lira
    TTD = 146, // Trinidad and Tobago Dollar
    TWD = 147, // New Taiwan Dollar
    TZS = 148, // Tanzanian Shilling
    UAH = 149, // Hryvnia
    UGX = 150, // Uganda Shilling
    USD = 151, // US Dollar
    USN = 152, // US Dollar (Next day)
    USS = 153, // US Dollar (Same day)
    UYI = 154, // Uruguay Peso en Unidades Indexadas (URUIURUI)
    UYU = 155, // Peso Uruguayo
    UZS = 156, // Uzbekistan Sum
    VEF = 157, // Bolivar
    VND = 158, // Dong
    VUV = 159, // Vatu
    WST = 160, // Tala
    XAF = 161, // CFA Franc BEAC
    XAG = 162, // Silver
    XAU = 163, // Gold
    XBA = 164, // Bond Markets Unit European Composite Unit (EURCO)
    XBB = 165, // Bond Markets Unit European Monetary Unit (E.M.U.-6)
    XBC = 166, // Bond Markets Unit European Unit of Account 9 (E.U.A.-9)
    XBD = 167, // Bond Markets Unit European Unit of Account 17 (E.U.A.-17)
    XCD = 168, // East Caribbean Dollar
    XDR = 169, // SDR (Special Drawing Right)
    XOF = 170, // CFA Franc BCEAO
    XPD = 171, // Palladium
    XPF = 172, // CFP Franc
    XPT = 173, // Platinum
    XSU = 174, // Sucre
    XTS = 175, // Codes specifically reserved for testing purposes
    XUA = 176, // ADB Unit of Account
    XXX = 177, // The codes assigned for transactions where no currency is involved
    YER = 178, // Yemeni Rial
    ZAR = 179, // Rand
    ZMK = 180, // Zambian Kwacha
    ZWL = 181, // Zimbabwe Dollar
    RMB = 200, // Chinese Renminbi
    CNH = 201, // Hongkong Renminbi
};

enum class exec_type
{
    NEW                                 = 1,
    DONE_FOR_DAY                        = 2,
    CANCELED                            = 3,
    REPLACED                            = 4,
    PENDING_CANCEL                      = 5,
    STOPPED                             = 6,
    REJECTED                            = 7,
    SUSPENDED                           = 8,
    PENDING_NEW                         = 9,
    CALCULATED                          = 10,
    EXPIRED                             = 11,
    RESTATED                            = 12,
    PENDING_REPLACE                     = 13,
    TRADE                               = 14,
    TRADE_CORRECT                       = 15,
    TRADE_CANCEL                        = 16,
    ORDER_STATUS                        = 17,
    TRADE_IN_A_CLEARING_HOLD            = 18,
    TRADE_HAS_BEEN_RELEASED_TO_CLEARING = 19,
    TRIGGERED_OR_ACTIVATED_BY_SYSTEM    = 20,
    POSITION_RESERVE_CANCEL_REJECT      = 21,
    POSITION_RESERVE_REPLACE_REJECT     = 22,
    ALGO_MESSAGE                        = 23,
    EXPIRED_ORDERBOOK                   = 24,
    SQUARE_OFF                          = 25
};

enum class order_status
{
    NEW                  = 1,
    PARTIALLY_FILLED     = 2,
    FILLED               = 3,
    DONE_FOR_DAY         = 4,
    CANCELED             = 5,
    PENDING_CANCEL       = 6,
    STOPPED              = 7,
    REJECTED             = 8,
    SUSPENDED            = 9,
    PENDING_NEW          = 10,
    CALCULATED           = 11,
    EXPIRED              = 12,
    ACCEPTED_FOR_BIDDING = 13,
    PENDING_REPLACE      = 14,
    UNKNOWN              = 16
};

enum class trade_status
{
    REGULAR    = 0,
    BUST       = 1,
    CORRECTION = 12,
    UNKNOWN    = 255
};

enum class trade_qualifier
{
    REGULAR      = 0,
    IMPLIEDTRADE = 1,
    LEGTRADE     = 12,
    AUCTION      = 20,
    UNKNOWN      = 255
};

enum class reject_source
{
    EDGE     = 0,
    RISK     = 1,
    GATEWAY  = 2,
    EXCHANGE = 3,
    ALGO     = 4,
    ASE      = 5
};

enum class ord_rej_reason
{
    BROKER                                                    = 1,
    UNKNOWN_SYMBOL                                            = 2,
    INVALID_INVESTOR_ID                                       = 3,
    UNSUPPORTED_ORDER_CHARACTERISTIC                          = 4,
    SURVEILLENCE_OPTION                                       = 5,
    INCORRECT_QUANTITY                                        = 6,
    INCORRECT_ALLOCATED_QUANTITY                              = 7,
    UNKNOWN_ACCOUNT                                           = 8,
    EXCHANGE_CLOSED                                           = 9,
    ORDER_EXCEEDS_LIMIT                                       = 10,
    TOO_LATE_TO_ENTER                                         = 11,
    UNKNOWN_ORDER                                             = 12,
    DUPLICATE_ORDER                                           = 13,
    DUPLICATE_OF_A_VERBALLY_COMMUNICATED_ORDER                = 14,
    STALE_ORDER                                               = 15,
    TRADE_ALONG_REQUIRED                                      = 16,
    OTHER                                                     = 17,
    INVALID_PRICE_INCREMENT                                   = 18,
    PRICE_EXCEEDS_CURRENT_PRICE_BAND                          = 19,
    MESSAGE_PENDING                                           = 20,
    ROUTING_ERROR                                             = 21,
    ORDER_RETRANSMITTED                                       = 22,
    TOO_LATE_TO_CANCEL                                        = 23,
    ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS = 24,
    UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST               = 25,
    ORIGORDMODTIME                                            = 26,
    DUPLICATE_CLORDID                                         = 27,
    PRICE_EXCEEDS_CURRENT_PRICE                               = 28,
    UNABLE_TO_REDUCE_FOR_INTERNALIZATION                      = 29,
    ORDER_EXCEEDS_THROTTLE_LIMIT                              = 30,
    CANNOT_FORCE_DELETE_UNKNOWN_ORDER                         = 31,

    // CME specific
    MARKET_CLOSED                                             = 32,
    FIX_FIELD_MISSING_OR_INCORRECT                            = 33,
    REQUIRED_FIELD_MISSING                                    = 34,
    FIX_FIELD_INCORRECT                                       = 35,
    PRICE_MUST_BE_GREATER_THAN_ZERO                           = 36,
    INVALID_ORDER_QUALIFIER                                   = 37,
    USER_NOT_AUTHORIZED                                       = 38,
    MARKET_ORDERS_NOT_SUPPORTED_BY_OPPOSITE                   = 39,
    INVALID_EXPIRE_DATE                                       = 40,
    ORDER_NOT_IN_BOOK                                         = 41,
    ORDER_NOT_IN_BOOK2                                        = 42,
    DISCLOSED_QTY_CANNOT_BE_GREATER                           = 43,
    UNKNOWN_CONTRACT                                          = 44,
    CANCEL_WITH_DIFFERENT_SENDER_COMP_ID                      = 45,
    CLORDID_DIFFERENT_THAN_CORRELATIONCLORDID                 = 46,
    CLORDID_DIFFERENT_THAN_ORIGINALCLORDID                    = 47,
    DIFFERENT_SIDE                                            = 48,
    DIFFERENT_GROUP                                           = 49,
    DIFFERENT_SECURITY_TYPE                                   = 50,
    DIFFERENT_ACCOUNT                                         = 51,
    DIFFERENT_QTY                                             = 52,
    CANCEL_WITH_DIFFERENT_TRADER_ID                           = 53,
    STOP_PRICE_MUST_BE_GREATER                                = 54,
    STOP_PRICE_MUST_BE_SMALLER                                = 55,
    SELL_STOP_PRICE_MUST_BE_BELOW_LTP                         = 56,
    BUY_STOP_PRICE_MUST_BE_ABOVE_LTP                          = 57,
    DIFFERENT_PRODUCT                                         = 58,
    DIFFERENT_INFLIGHT_FILL_MITIGATION                        = 59,
    MODIFY_WITH_DIFFERENT_SENDER_COMP_ID                      = 60,
    MODIFY_WITH_DIFFERENT_TRADER_ID                           = 61,
    ORDER_QTY_OUTSIDE_ALLOWABLE_RANGE                         = 62,
    INVALID_ORDER_TYPE_FOR_PCP                                = 63,
    ORDER_PRICE_OUTSIDE_LIMITS                                = 64,
    ORDER_PRICE_OUTSIDE_BANDS                                 = 65,
    INVALID_ORDER_TYPE_FOR_GROUP                              = 66,
    INSTRUMENT_CROSS_REQUEST_IN_PROGRESS                      = 67,
    ORDER_QTY_TOO_LOW                                         = 68,
    ORDER_REJECTED                                            = 69,
    MARKET_IN_NO_CANCEL                                       = 70,
    INVALID_ORDER_TYPE_FOR_RESERVED_MARKET                    = 71,
    ORDER_SESSION_DATE_IN_PAST                                = 72,
    DISCLOSED_QTY_CANNOT_BE_SMALLER                           = 73,
    MARKET_MAKER_PROTECTION_HAS_TRIPPED                       = 74,
    ENGINE_DID_NOT_RESPOND                                    = 75,
    CONTRACT_NOT_GTC_GTD_ELIGIBLE                             = 76,
    CONTRACT_PAST_EXPIRATION                                  = 77,
    MAX_CONTRACT_WORKING_QTY_EXCEEDED                         = 78,
    MODIFY_WITH_DIFFERENT_SIDE                                = 79,
    CONTRACT_NOT_GTC_GTD_ELIGIBLE2                            = 80,
    NO_TRADING_CALENDAR_FOR_EXPIRE_DATE                       = 81,
    EXPIRE_DATE_BEYOND_INSTRUMENT_EXPIRATION                  = 82,
    EXPIRE_DATE_BEYOND_LEG_INSTRUMENT_EXPIRATION              = 83,
    TECHNICAL_ERROR_FUNCTION_NOT_PERFORMED                    = 84,
    DUPLICATE_QUOTE                                           = 85
};

enum class cxl_rej_reason
{
    TOO_LATE_TO_CANCEL                                        = 1,
    UNKNOWN_ORDER                                             = 2,
    BROKER                                                    = 3,
    ORDER_ALREADY_IN_PENDING_CANCEL_OR_PENDING_REPLACE_STATUS = 4,
    UNABLE_TO_PROCESS_ORDER_MASS_CANCEL_REQUEST               = 5,
    ORIGORDMODTIME                                            = 6,
    DUPLICATE_CLORDID                                         = 7,
    OTHER                                                     = 8,
    INVALID_PRICE_INCREMENT                                   = 9,
    PRICE_EXCEEDS_CURRENT_PRICE                               = 10,
    PRICE_EXCEEDS_CURRENT_PRICE_BAND                          = 11,
    UNABLE_TO_REDUCE_FOR_INTERNALIZATION                      = 12,
    UNSUPPORTED_ORDER_CHARACTERISTIC                          = 13,
    INCORRECT_QUANTITY                                        = 14,
    INCORRECT_ALLOCATED_QUANTITY                              = 15,
    UNKNOWN_ACCOUNT                                           = 16,
    EXCHANGE_CLOSED                                           = 17,
    ORDER_EXCEEDS_LIMIT                                       = 18,
    STALE_ORDER                                               = 19,
    MESSAGE_PENDING                                           = 20,
    ROUTING_ERROR                                             = 21,
    ORDER_RETRANSMITTED                                       = 22,
    INVALID_INVESTOR_ID                                       = 23,
    SURVEILLENCE_OPTION                                       = 24,
    ORDER_NOT_IN_BOOK_LONG_ENOUGH                             = 25,
    CANNOT_FORCE_DELETE_UNKNOWN_ORDER                         = 26,

    // CME specific
    MARKET_CLOSED                                             = 27,
    FIX_FIELD_MISSING_OR_INCORRECT                            = 28,
    REQUIRED_FIELD_MISSING                                    = 29,
    FIX_FIELD_INCORRECT                                       = 30,
    PRICE_MUST_BE_GREATER_THAN_ZERO                           = 31,
    INVALID_ORDER_QUALIFIER                                   = 32,
    USER_NOT_AUTHORIZED                                       = 33,
    MARKET_ORDERS_NOT_SUPPORTED_BY_OPPOSITE                   = 34,
    INVALID_EXPIRE_DATE                                       = 35,
    ORDER_NOT_IN_BOOK                                         = 36,
    ORDER_NOT_IN_BOOK2                                        = 37,
    DISCLOSED_QTY_CANNOT_BE_GREATER                           = 38,
    UNKNOWN_CONTRACT                                          = 39,
    CANCEL_WITH_DIFFERENT_SENDER_COMP_ID                      = 40,
    CLORDID_DIFFERENT_THAN_CORRELATIONCLORDID                 = 41,
    CLORDID_DIFFERENT_THAN_ORIGINALCLORDID                    = 42,
    DIFFERENT_SIDE                                            = 43,
    DIFFERENT_GROUP                                           = 44,
    DIFFERENT_SECURITY_TYPE                                   = 45,
    DIFFERENT_ACCOUNT                                         = 46,
    DIFFERENT_QTY                                             = 47,
    CANCEL_WITH_DIFFERENT_TRADER_ID                           = 48,
    STOP_PRICE_MUST_BE_GREATER                                = 49,
    STOP_PRICE_MUST_BE_SMALLER                                = 50,
    SELL_STOP_PRICE_MUST_BE_BELOW_LTP                         = 51,
    BUY_STOP_PRICE_MUST_BE_ABOVE_LTP                          = 52,
    DIFFERENT_PRODUCT                                         = 53,
    DIFFERENT_INFLIGHT_FILL_MITIGATION                        = 54,
    MODIFY_WITH_DIFFERENT_SENDER_COMP_ID                      = 55,
    MODIFY_WITH_DIFFERENT_TRADER_ID                           = 56,
    ORDER_QTY_OUTSIDE_ALLOWABLE_RANGE                         = 57,
    INVALID_ORDER_TYPE_FOR_PCP                                = 58,
    ORDER_PRICE_OUTSIDE_LIMITS                                = 59,
    ORDER_PRICE_OUTSIDE_BANDS                                 = 60,
    INVALID_ORDER_TYPE_FOR_GROUP                              = 61,
    INSTRUMENT_CROSS_REQUEST_IN_PROGRESS                      = 62,
    ORDER_QTY_TOO_LOW                                         = 63,
    ORDER_REJECTED                                            = 64,
    MARKET_IN_NO_CANCEL                                       = 65,
    INVALID_ORDER_TYPE_FOR_RESERVED_MARKET                    = 66,
    ORDER_SESSION_DATE_IN_PAST                                = 67,
    DISCLOSED_QTY_CANNOT_BE_SMALLER                           = 68,
    MARKET_MAKER_PROTECTION_HAS_TRIPPED                       = 69,
    ENGINE_DID_NOT_RESPOND                                    = 70,
    CONTRACT_NOT_GTC_GTD_ELIGIBLE                             = 71,
    CONTRACT_PAST_EXPIRATION                                  = 72,
    MAX_CONTRACT_WORKING_QTY_EXCEEDED                         = 73,
    MODIFY_WITH_DIFFERENT_SIDE                                = 74,
    CONTRACT_NOT_GTC_GTD_ELIGIBLE2                            = 75,
    NO_TRADING_CALENDAR_FOR_EXPIRE_DATE                       = 76,
    EXPIRE_DATE_BEYOND_INSTRUMENT_EXPIRATION                  = 77,
    EXPIRE_DATE_BEYOND_LEG_INSTRUMENT_EXPIRATION              = 78,
    TECHNICAL_ERROR_FUNCTION_NOT_PERFORMED                    = 79,

    // Euronext specific
    EURONEXT_UNKNOWN_ORDER                                    = 80,
    EURONEXT_OTHER                                            = 81,
    COMP_ID_PROBLEM                                           = 82,
    LOGON_PROBLEM                                             = 83,
    NO_ROUTER_FOR_SECURITY_GROUP                              = 84,
    ROUTER_NOT_AVAILABLE_OR_CONNECTED                         = 85,
    INVALID_PRICE                                             = 86,
    INVALID_ORDQTY                                            = 87,
    INVALID_ORDTYPE                                           = 88,
    INVALID_SIDE                                              = 89
};

enum class reject_code
{
    INVALID                          = 0,
    UNKNOWN_ORDER                    = 1,
    UNKNOWN_PRODUCT                  = 2,
    UNKNOWN_INSTRUMENT               = 3,
    INVALID_QTY                      = 4,
    NOT_ALLOWED                      = 5,
    NO_CONNECTION                    = 6,
    DUPLICATE_ORDER                  = 7,
    NO_LIMIT                         = 8,
    EXCEEDS_MAX_ORDER_SIZE           = 9,
    EXCEEDS_MAX_PRODUCT_POSITION     = 10,
    EXCEEDS_MAX_INSTRUMENT_POSITION  = 11,
    EXCEEDS_CREDIT_LIMIT             = 12,
    INCORRECT_INSTRUMENT_TYPE        = 13,
    EXCEEDS_LONG_SHORT               = 14,
    TIF_FORBIDDEN                    = 15,
    DELETE_FORBIDDEN                 = 16,
    SUBMIT_FORBIDDEN                 = 17,
    GTC_GTD_FORBIDDEN                = 18,
    MARKET_ORDER_FORBIDDEN           = 19,
    ALGO_ORDER_FORBIDDEN             = 20,
    WHOLESALE_ORDER_FORBIDDEN        = 21,
    OUTRIGHT_FORBIDDEN               = 22,
    SPREAD_FORBIDDEN                 = 23,
    TRADING_DISABLED                 = 24,
    EXCEEDS_PRICE_REASONABILITY      = 25,
    ASE_ORDER_FORBIDDEN              = 26,
    UNSUPPORTED_SECURITY_TYPE        = 27,
    INVALID_PRICE                    = 28,
    MANUAL_FILL_SUBMIT_FORBIDDEN     = 29,
    MALFORMED_REQUEST                = 30,
    MOBILE_FORBIDDEN                 = 31,
    UNSUPPORTED_MARKET               = 32,
    CROSSED_ORDER                    = 33,
    UNSUPPORTED_REQUEST              = 34,
    EXCEEDS_RESERVE_QTY              = 35,
    NOT_TRADABLE_INSTRUMENT          = 36,
    CROSSED_ORDER_NO_TTINT           = 37,
    CROSSED_ORDER_MULTI_LEG          = 38,
    CHILD_ORDER_QTY_CHANGE_FORBIDDEN = 39,
    LBM_SEND_FAILURE                 = 40,
    INCORRECT_BROKER_ID              = 41,
    INVALID_COUNTERPARTY_ID          = 42,
    SUBMIT_STAGED_FORBIDDEN          = 43,
    CLAIM_STAGED_FORBIDDEN           = 44,
    CANCEL_REPLACE_STAGED_FORBIDDEN  = 45,
    STAGED_CHILD_FORBIDDEN           = 46,
    STAGED_ALREADY_IN_PENDING        = 47,
    RFQ_DISABLED                     = 48,
    POSITION_NOT_OFF_SETTING         = 49,
    PRODUCT_MARGIN_NOT_SET           = 50,
    DUPLICATE_QUOTE                  = 51
};

std::string to_string (instr_state);
std::string to_string (time_in_force);
std::string to_string (order_type);
std::string to_string (order_side);
std::string to_string (market);
std::string to_string (market_state);
std::string to_string (product_type_id);
std::string to_string (currency_code);
std::string to_string (exec_type);
std::string to_string (order_status);
std::string to_string (trade_status);
std::string to_string (trade_qualifier);
std::string to_string (reject_source);
std::string to_string (ord_rej_reason);
std::string to_string (cxl_rej_reason);
std::string to_string (reject_code);

} // namespace tt_core_sdk