MboBook.h

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#pragma once

#include <OnixS/CME/MDH/BookAttributes.h>
#include <OnixS/CME/MDH/MboBookTraits.h>

ONIXS_CMEMDH_NAMESPACE_BEGIN

/// Private base for MBO book. 
/// 
/// Manages internals related with 
/// efficient order entry allocation. 
ONIXS_CMEMDH_LTWT_CLASS 
MboBookBase
{
    MemoryPool& pool_;
    const bool releasePool_;

protected:
    /// Instantiates allocator using MemoryPool for orders. 
    typedef 
    MemoryPoolAllocator<Order> 
    OrderAllocator;

    /// Initializes with privately maintained memory pool. 
    MboBookBase()
        : pool_(
            *makeMemoryPool
            (
                64, 
                1, 
                20,
                1
            )
        )
        , releasePool_(true)
    {
    }

    /// Binds to given memory pool. 
    MboBookBase(
        MemoryPool& sharedPool)
        : pool_(sharedPool)
        , releasePool_(false)
    {
    }

    /// Releases memory pool according to policy. 
    ~MboBookBase()
    {
        if (releasePool_)
            pool_.release();
    }

    /// Allocator over memory pool. 
    OrderAllocator allocator() const
    {
        return OrderAllocator(pool_);
    }
};

/// Market By Order book.
ONIXS_CMEMDH_LTWT_CLASS 
MboBook : MboBookBase
{
    BookState::Enum state_;

    SortedOrders bids_;
    SortedOrders offers_;

public:
    /// Order as book entry.
    typedef Order Entry;

    /// Book depth type.
    typedef 
    SortedOrders::size_type 
    Depth;

    /// Sorted orders are book entries.
    typedef SortedOrders Entries;

    /// Iterator over bids and offers. 
    typedef 
    Entries::const_iterator
    EntryIterator;

    /// Initializes blank order book. 
    MboBook()
     : state_(
         BookState::Constructed)
     , bids_(
         allocator())
     , offers_(
         allocator())
    {
    }

    /// Initializes book using given memory pool. 
    MboBook(
        MemoryPool& pool)
     : MboBookBase(pool)
     , state_(
         BookState::Constructed)
     , bids_(
         allocator())
     , offers_(
         allocator())
    {
    }

    /// Initializes as copy of other book. 
    MboBook(
        const MboBook& other)
        : MboBookBase()
        , state_(other.state())
        , bids_(allocator())
        , offers_(allocator())
    {
        bids_ = other.bids();
        offers_ = other.offers();
    }

    /// Disposes allocated resources.
    ~MboBook()
    {
    }

    /// List of descending bid prices.
    Entries& bids()
    {
        return bids_;
    }

    /// List of descending bid prices.
    Entries& 
    operator [](
        const Bids&)
    {
        return bids_;
    }

    /// List of descending bid prices.
    const 
    Entries& 
    bids() const
    {
        return bids_;
    }

    /// List of descending bid prices.
    const 
    Entries&
    operator [](
        const Bids&) const
    {
        return bids_;
    }
                
    /// List of ascending offer prices.
    Entries& offers()
    {
        return offers_;
    }

    /// List of ascending offer prices.
    Entries& 
    operator [](
        const Offers&)
    {
        return offers_;
    }

    /// List of ascending offer prices.
    const 
    Entries&
    offers() const
    {
        return offers_;
    }

    /// List of ascending offer prices.
    const 
    Entries&
    operator [](
        const Offers&) const
    {
        return offers_;
    }

    /// Indicates current state of book.
    BookState::Enum state() const
    {
        return state_;
    }

    /// Updates state of book.
    void 
    state(
        BookState::Enum state)
    {
        state_ = state;
    }

    /// Wipes out all bids and offers and other 
    /// data associated with book (like instance 
    /// of last applied FIX message).
    void 
    reset(
        BookState::Enum bookState)
    {
        state(bookState);

        bids_.clear();
        offers_.clear();
    }

    /// Re-initializes as copy of other instance.
    MboBook&
    operator =(
        const MboBook& other)
    {
        if (this != &other)
        {
            state_ = other.state();

            bids_ = other.bids();
            offers_ = other.offers();
        }

        return *this;
    }
};

/// Copies content of MBO book to the other one. 
inline 
void
copy(
    MboBook& target,
    const MboBook& source)
{
    target = source;
}

/// Book brief info.
ONIXS_CMEMDH_EXPORTED
void 
brief(
    std::string&,
    const MboBook&);

/// Book brief info.
inline 
std::string 
brief(
    const MboBook& book)
{
    std::string str;

    brief(str, book);

    return str;
}

/// Serializes book.
ONIXS_CMEMDH_EXPORTED
void 
toStr(
    std::string&,
    const MboBook&);

/// Serializes book.
inline 
std::string 
toStr(
    const MboBook& book)
{
    std::string str;

    toStr(str, book);

    return str;
}

/// Serializes book in formatted form. 
ONIXS_CMEMDH_EXPORTED
void
toFormattedStr(
    std::string&,
    const MboBook&);

/// Serializes book in formatted form. 
inline
std::string
toFormattedStr(
    const MboBook& book)
{
    std::string str;

    toFormattedStr(str, book);

    return str;
}

ONIXS_CMEMDH_NAMESPACE_END