ConsolidatedPriceLevel.h

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#pragma once

#include <OnixS/CME/MDH/ImpliedPriceLevel.h>
#include <OnixS/CME/MDH/DirectPriceLevel.h>

ONIXS_CMEMDH_NAMESPACE_BEGIN

/// Price level data attributes of bid 
/// or ask of consolidated order book.
///
/// Instance exposes consolidated price 
/// level data as well as provides references 
/// to price level from direct and implied order 
/// books which comply consolidated price level.
ONIXS_CMEMDH_LTWT_CLASS ConsolidatedPriceLevel
{
    // Direct price level component. 
    const DirectPriceLevel* direct_;

    // Implied price level component. 
    const ImpliedPriceLevel* implied_;

    // Used to make all references as a valid ones. 
    ONIXS_CMEMDH_LTWT_EXPORTED
    static 
    const 
    DirectPriceLevel* 
    null()
    {
        static const 
        DirectPriceLevel null_;

        return &null_;
    }

public:
    /// Initializes instance indicating 
    /// absence of consolidated data.
    ConsolidatedPriceLevel()
        : direct_(null())
        , implied_(null())
    {
    }

    /// Initializes instance from direct price level only.
    ConsolidatedPriceLevel(
        const DirectPriceLevel& direct)
        : direct_(&direct), implied_(null())
    {
    }

    /// Initializes instance from implied price level only.
    ConsolidatedPriceLevel(
        const ImpliedPriceLevel& implied)
        : direct_(null()), implied_(&implied)
    {
    }

    /// Initializes instance from both 
    /// direct and implied price levels.
    ConsolidatedPriceLevel(
        const DirectPriceLevel& direct,
        const ImpliedPriceLevel& implied)
        : direct_(&direct), implied_(&implied)
    {
    }

    /// Initializes instance as copy of the other one.
    ConsolidatedPriceLevel(
        const ConsolidatedPriceLevel& other)
        : direct_(other.direct_)
        , implied_(other.implied_)
    {
    }

    /// Finalizes instance.
    ~ConsolidatedPriceLevel()
    {
    }

    /// Indicates whether instance has a valid data 
    /// and actually exists at the level accessed.
    bool exist() const
    {
        return (
            direct_->exist() || 
            implied_->exist()
        );
    }

    /// Price component.
    const Decimal& price() const
    {
        return (
            direct_->exist() 
            ? direct_->price() 
            : implied_->price()
        );
    }

    /// Quantity component.
    Int32 quantity() const
    {
        return (
            direct_->quantity() + 
            implied_->quantity()
        );
    }

    /// Reference to price level from direct 
    /// book consolidated into given instance.
    /// 
    /// Use 'exist' member of returned reference 
    /// to check whether returned instance refers 
    /// to a valid data or there were no corresponding 
    /// level available in direct book.
    const 
    DirectPriceLevel& 
    direct() const
    {
        return *direct_;
    }

    /// Consolidates direct price level data part.
    void 
    consolidate(
        const DirectPriceLevel& direct)
    {
        direct_ = &direct;
    }

    /// Reference to price level from implied 
    /// book consolidated into given instance.
    /// 
    /// Use 'exist' member of returned reference 
    /// to check whether returned instance refers 
    /// to a valid data or there were no corresponding 
    /// level available in implied book.
    const 
    ImpliedPriceLevel& 
    implied() const
    {
        return *implied_;
    }

    /// Consolidates implied price level data part.
    void 
    consolidate(
        const ImpliedPriceLevel& implied)
    {
        implied_ = &implied;
    }

    /// Casts instance to implied price level.
    operator ImpliedPriceLevel() const
    {
        if (direct_->exist())
        {
            return 
                ImpliedPriceLevel(
                    direct_->price(), 
                    quantity());
        }
        else 
        {
            return *implied_;
        }
    }

    /// Re-initializes instance as copy of other one.
    ConsolidatedPriceLevel&
    operator =(
        const ConsolidatedPriceLevel& other)
    {
        direct_ = other.direct_;
        implied_ = other.implied_;

        return *this;
    }
};

/// Serializes price level attributes into a string. 
ONIXS_CMEMDH_EXPORTED
void
toStr(
    std::string&,
    const ConsolidatedPriceLevel&);

/// Serializes price level attributes into a string. 
inline
std::string
toStr(
    const ConsolidatedPriceLevel& priceLevel)
{
    std::string str;

    toStr(str, priceLevel);

    return str;
}

ONIXS_CMEMDH_NAMESPACE_END