Composites.h

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// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
//
// This software owned by Onix Solutions Limited [OnixS] and is 
// protected by copyright law and international copyright treaties.
//
// Access to and use of the software is governed by the terms of the applicable 
// OnixS Software Services Agreement (the Agreement) and Customer end user license 
// agreements granting a non-assignable, non-transferable and non-exclusive license 
// to use the software for it's own data processing purposes under the terms defined 
// in the Agreement.
//
// Except as otherwise granted within the terms of the Agreement, copying or 
// reproduction of any part of this source code or associated reference material 
// to any other location for further reproduction or redistribution, and any 
// amendments to this copyright notice, are expressly prohibited.
//
// Any reproduction or redistribution for sale or hiring of the Software not in 
// accordance with the terms of the Agreement is a violation of copyright law.
//

#pragma once

#include <OnixS/CME/MDH/Memory.h>
#include <OnixS/CME/MDH/Decimal.h>
#include <OnixS/CME/MDH/Fields.h>

ONIXS_CMEMDH_NAMESPACE_BEGIN
ONIXS_CMEMDH_DATA_PACKING_BEGIN(1)

/// Decimal with constant exponent -9.
typedef
FixedPointDecimal
<
    Int64,
    IntegralConstant<Int8, -9>
>
Decimal9;


/// Null values definition for optional Decimal9 field.
ONIXS_CMEMDH_LTWT_STRUCT NullDecimal9
{
    /// Aliases the type whose null value 
    /// traits are exposed by the given class. 
    typedef Decimal9 Value;

    /// Null value for optional Mantissa field.
    typedef 
    IntegralConstant<Int64, 9223372036854775807LL> 
    NullMantissa;

    /// Compares encoded data to NULL.
    bool  
    operator ==( 
        const Value& other) const
    {
        return ( 
            NullMantissa() ==  
            other.mantissa() 
        );
    }

    /// Compares encoded data to NULL.
    bool  
    operator !=( 
        const Value& other) const
    {
        return !(*this == other);
    }
};

/// A number representing quantity.
/// 
/// FIX type: Qty.
typedef
FixedPointDecimal
<
    Int32,
    IntegralConstant<Int8, -4>
>
DecimalQty;


/// Null values definition for optional DecimalQty field.
ONIXS_CMEMDH_LTWT_STRUCT NullDecimalQty
{
    /// Aliases the type whose null value 
    /// traits are exposed by the given class. 
    typedef DecimalQty Value;

    /// Null value for optional Mantissa field.
    typedef 
    IntegralConstant<Int32, 2147483647> 
    NullMantissa;

    /// Compares encoded data to NULL.
    bool  
    operator ==( 
        const Value& other) const
    {
        return ( 
            NullMantissa() ==  
            other.mantissa() 
        );
    }

    /// Compares encoded data to NULL.
    bool  
    operator !=( 
        const Value& other) const
    {
        return !(*this == other);
    }
};

/// Decimal.
typedef
FixedPointDecimal
<
    Int64,
    IntegralConstant<Int8, -7>
>
FLOAT;


/// Year, Month and Date.
/// 
/// FIX type: MonthYear.
ONIXS_CMEMDH_LTWT_CLASS MaturityMonthYear
{
public:
    /// Size of composite.
    enum { Size = 5 };

    /// YYYY.
    typedef UInt16 Year;

    /// Null value for optional Year field.
    typedef 
    IntegralConstant<UInt16, 65535> 
    NullYear;

    /// MM.
    typedef UInt8 Month;

    /// Null value for optional Month field.
    typedef 
    IntegralConstant<UInt8, 255> 
    NullMonth;

    /// DD.
    typedef UInt8 Day;

    /// Null value for optional Day field.
    typedef 
    IntegralConstant<UInt8, 255> 
    NullDay;

    /// WW.
    typedef UInt8 Week;

    /// Null value for optional Week field.
    typedef 
    IntegralConstant<UInt8, 255> 
    NullWeek;

    /// Default constructor.
    /// 
    /// Initializes fields with appropriate null values.
    MaturityMonthYear()
      : year_(NullYear::value()),
        month_(NullMonth::value()),
        day_(NullDay::value()),
        week_(NullWeek::value())
    {
    }

    /// YYYY.
    Year year() const
    {
        return year_;
    }

    /// MM.
    bool
    month(
        Month& value) const
    {
        if (NullMonth() == month_) return false;
        value = month_;
        return true;
    }

    /// DD.
    bool
    day(
        Day& value) const
    {
        if (NullDay() == day_) return false;
        value = day_;
        return true;
    }

    /// WW.
    bool
    week(
        Week& value) const
    {
        if (NullWeek() == week_) return false;
        value = week_;
        return true;
    }

private:
    Year year_;
    Month month_;
    Day day_;
    Week week_;
};


/// Null values definition for optional MaturityMonthYear field.
ONIXS_CMEMDH_LTWT_STRUCT NullMaturityMonthYear
{
    /// Aliases the type whose null value 
    /// traits are exposed by the given class. 
    typedef MaturityMonthYear Value;

    /// Compares encoded data to NULL.
    bool  
    operator ==( 
        const Value& other) const
    {
        return ( 
            MaturityMonthYear::NullYear() ==  
            other.year() 
        );
    }

    /// Compares encoded data to NULL.
    bool  
    operator !=( 
        const Value& other) const
    {
        return !(*this == other);
    }
};

/// PRICE.
typedef
FixedPointDecimal
<
    Int64,
    IntegralConstant<Int8, -7>
>
PRICE;


/// Null values definition for optional PRICE field.
ONIXS_CMEMDH_LTWT_STRUCT NullPRICE
{
    /// Aliases the type whose null value 
    /// traits are exposed by the given class. 
    typedef PRICE Value;

    /// Null value for optional Mantissa field.
    typedef 
    IntegralConstant<Int64, 9223372036854775807LL> 
    NullMantissa;

    /// Compares encoded data to NULL.
    bool  
    operator ==( 
        const Value& other) const
    {
        return ( 
            NullMantissa() ==  
            other.mantissa() 
        );
    }

    /// Compares encoded data to NULL.
    bool  
    operator !=( 
        const Value& other) const
    {
        return !(*this == other);
    }
};

/// Price with constant exponent -9.
typedef
FixedPointDecimal
<
    Int64,
    IntegralConstant<Int8, -9>
>
PRICE9;


/// Null values definition for optional PRICE9 field.
ONIXS_CMEMDH_LTWT_STRUCT NullPRICE9
{
    /// Aliases the type whose null value 
    /// traits are exposed by the given class. 
    typedef PRICE9 Value;

    /// Null value for optional Mantissa field.
    typedef 
    IntegralConstant<Int64, 9223372036854775807LL> 
    NullMantissa;

    /// Compares encoded data to NULL.
    bool  
    operator ==( 
        const Value& other) const
    {
        return ( 
            NullMantissa() ==  
            other.mantissa() 
        );
    }

    /// Compares encoded data to NULL.
    bool  
    operator !=( 
        const Value& other) const
    {
        return !(*this == other);
    }
};

/// Repeating group dimensions.
/// 
/// FIX type: NumInGroup.
ONIXS_CMEMDH_LTWT_CLASS GroupSize
{
public:
    /// Size of composite.
    enum { Size = 3 };

    /// blockLength type.
    typedef UInt16 BlockLength;

    /// numInGroup type.
    typedef UInt8 NumInGroup;

    /// Default constructor.
    /// 
    /// Initializes fields with zero values.
    GroupSize()
      : blockLength_(0),
        numInGroup_(0)
    {
    }

    /// blockLength field.
    BlockLength blockLength() const
    {
        return blockLength_;
    }

    /// numInGroup field.
    NumInGroup numInGroup() const
    {
        return numInGroup_;
    }

private:
    BlockLength blockLength_;
    NumInGroup numInGroup_;
};


/// 8 Byte aligned repeating group dimensions.
/// 
/// FIX type: NumInGroup.
ONIXS_CMEMDH_LTWT_CLASS GroupSize8Byte
{
public:
    /// Size of composite.
    enum { Size = 8 };

    /// Length.
    typedef UInt16 BlockLength;

    /// NumInGroup.
    typedef UInt8 NumInGroup;

    /// Default constructor.
    /// 
    /// Initializes fields with zero values.
    GroupSize8Byte()
      : blockLength_(0),
        numInGroup_(0)
    {
    }

    /// Length.
    BlockLength blockLength() const
    {
        return blockLength_;
    }

    /// NumInGroup.
    NumInGroup numInGroup() const
    {
        return numInGroup_;
    }

private:
    BlockLength blockLength_;
    Byte padding1[5];
    NumInGroup numInGroup_;
};


/// Repeating group dimensions.
ONIXS_CMEMDH_LTWT_CLASS GroupSizeEncoding
{
public:
    /// Size of composite.
    enum { Size = 4 };

    /// blockLength type.
    /// 
    /// FIX type: Length.
    typedef UInt16 BlockLength;

    /// numInGroup type.
    /// 
    /// FIX type: NumInGroup.
    typedef UInt16 NumInGroup;

    /// Default constructor.
    /// 
    /// Initializes fields with zero values.
    GroupSizeEncoding()
      : blockLength_(0),
        numInGroup_(0)
    {
    }

    /// blockLength field.
    /// 
    /// FIX type: Length.
    BlockLength blockLength() const
    {
        return blockLength_;
    }

    /// numInGroup field.
    /// 
    /// FIX type: NumInGroup.
    NumInGroup numInGroup() const
    {
        return numInGroup_;
    }

private:
    BlockLength blockLength_;
    NumInGroup numInGroup_;
};


/// Template ID and length of message root.
ONIXS_CMEMDH_LTWT_CLASS MessageHeader
{
public:
    /// Size of composite.
    enum { Size = 8 };

    /// blockLength type.
    typedef UInt16 BlockLength;

    /// templateId type.
    typedef UInt16 TemplateId;

    /// schemaId type.
    typedef UInt16 SchemaId;

    /// version type.
    typedef UInt16 Version;

    /// Default constructor.
    /// 
    /// Initializes fields with zero values.
    MessageHeader()
      : blockLength_(0),
        templateId_(0),
        schemaId_(0),
        version_(0)
    {
    }

    /// blockLength field.
    BlockLength blockLength() const
    {
        return blockLength_;
    }

    /// templateId field.
    TemplateId templateId() const
    {
        return templateId_;
    }

    /// schemaId field.
    SchemaId schemaId() const
    {
        return schemaId_;
    }

    /// version field.
    Version version() const
    {
        return version_;
    }

private:
    BlockLength blockLength_;
    TemplateId templateId_;
    SchemaId schemaId_;
    Version version_;
};


ONIXS_CMEMDH_DATA_PACKING_END
ONIXS_CMEMDH_NAMESPACE_END