BookAttributes.h

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#pragma once

#include <string>

#include <OnixS/CME/MDH/Integral.h>

ONIXS_CMEMDH_NAMESPACE_BEGIN

/// State of order book.
ONIXS_CMEMDH_LTWT_STRUCT
BookState
{
    /// Integral type used as 
    /// basement for constants. 
    typedef UInt32 Base;

    enum Enum 
    {
        /// Book is just constructed.
        Constructed,

        /// Book is naturally refreshed.
        NaturallyRefreshed,

        /// Book is up-to-date.
        Latest
    };
};

/// Serializes book state value into a string. 
ONIXS_CMEMDH_EXPORTED
void
toStr(
    std::string&,
    BookState::Enum);

/// Serializes book state value into a string. 
inline
std::string
toStr(
    BookState::Enum bookState)
{
    std::string str;

    toStr(str, bookState);

    return str;
}

/// Tag class for accessing bids in templates. 
ONIXS_CMEMDH_LTWT_STRUCT Bids {};

/// Tag class for accessing offers in templates. 
ONIXS_CMEMDH_LTWT_STRUCT Offers {};

ONIXS_CMEMDH_NAMESPACE_END