MessageSupplements.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.
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// 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/Order.h>
#include <OnixS/CME/MDH/Messages.h>
#include <OnixS/CME/MDH/Security.h>

ONIXS_CMEMDH_NAMESPACE_BEGIN

/// Data for MBO book atomic update gathered 
/// from IncrementalRefreshBook message containing 
/// atomic updates for all types of books. 
template
<
    class Order,
    class Price
>
class 
IncrementalRefreshBookCombinedEntry
{
    Order order_;
    Price price_;

public:
    /// Initializes instance from order and price components. 
    IncrementalRefreshBookCombinedEntry(
        const Order& order, const Price& price)
        : order_(order), price_(price)
    {
    }

    /// Initializes as copy of the other one. 
    IncrementalRefreshBookCombinedEntry(
        const IncrementalRefreshBookCombinedEntry& other)
        : order_(other.order_), price_(other.price_)
    {
    }

    /// Security id whose MBO book is to be updated. 
    SecurityId securityId() const
    {
        return price_.securityId(); 
    }

    /// Type of market data entry. 
    EntryTypeBook::Enum 
    entryType() const
    {
        return price_.entryType();
    }

    /// Indicates action of atomic book update.
    OrderUpdateAction::Enum 
    updateAction() const
    {
        return order_.orderUpdateAction();
    }

    /// Order identifier. 
    bool 
    orderId(
        OrderId& id) const
    {
        id = order_.orderId();

        return true;
    }

    /// Order priority. 
    bool 
    orderPriority(
        OrderPriority& priority) const
    {
        return order_.orderPriority(priority);
    }

    /// Price value. 
    bool 
    entryPx(
        Decimal& price) const
    {
        return price_.entryPx(price);
    }

    /// Display quantity. 
    bool
    displayQty(
        DisplayQuantity& quantity) const
    {
        return order_.displayQty(quantity);
    }

    /// Re-initializes as copy of the other instance. 
    IncrementalRefreshBookCombinedEntry&
    operator =(
        const 
        IncrementalRefreshBookCombinedEntry& other)
    {
        order_ = other.order_; 
        price_ = other.price_;

        return *this;
    }
};

//

/// Data for MBO book atomic update gathered 
/// from IncrementalRefreshBook46 message containing 
/// atomic updates for all types of books. 
typedef 
IncrementalRefreshBookCombinedEntry
<
    IncrementalRefreshBook46::OrderIDEntry,
    IncrementalRefreshBook46::Entry
>
IncrementalRefreshBook46CombinedEntry;

/// Data for MBO book atomic update gathered 
/// from IncrementalRefreshBook32 message containing 
/// atomic updates for all types of books. 
typedef 
IncrementalRefreshBookCombinedEntry
<
    IncrementalRefreshBook32::OrderIDEntry,
    IncrementalRefreshBook32::Entry
>
IncrementalRefreshBook32CombinedEntry;

ONIXS_CMEMDH_NAMESPACE_END