TradeOrderIds.h

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// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
//
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// in the Agreement.
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#pragma once

#include <vector>

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

ONIXS_CMEMDH_NAMESPACE_BEGIN

/// Collection of order details 
/// referring to a single trade.
ONIXS_CMEMDH_LTWT_CLASS TradeOrderIds
{
public:
    /// Stores information on order id and other details. 
    ONIXS_CMEMDH_LTWT_CLASS Details
    {
        OrderId orderId_;
        Int32 lastQty_;

    public:
        /// Initializes blank instance with no valid attributes. 
        Details()
          : orderId_(0)
          , lastQty_(0)
        {
        }

        /// Retrieves order details from given market data entry. 
        template
        <
            class Entry
        >
        Details(
            const Entry& entry)
            : orderId_(entry.orderId())
            , lastQty_(entry.lastQty())
        {
        }

        /// Returns order identifier. 
        OrderId orderId() const
        {
            return orderId_;
        }

        /// Returns last quantity for order. 
        Int32 lastQty() const
        {
            return lastQty_;
        }
    };

    /// Initializes blank instance.
    TradeOrderIds()
    {
    }

    /// Initializes blank instance capacious 
    /// enough to store given number of orders. 
    explicit
    TradeOrderIds(
        size_t capacity)
    {
        reserve(capacity);
    }

    /// Initializes as copy of other instance. 
    TradeOrderIds(
        const TradeOrderIds& other)
        : ids_(other.ids_)
    {
    }

    /// Destructs internal storage. 
    ~TradeOrderIds()
    {
    }

    /// Indicates whether collection is empty. 
    bool empty() const
    {
        return ids_.empty();
    }

    /// Number of items in given collection. 
    size_t size() const
    {
        return ids_.size();
    }

    /// Provides access to item by its index. 
    const 
    Details& 
    operator [](
        size_t index) const
    {
        assert(
            index < 
            ids_.size());

        return ids_[index];
    }

    /// Adds order details to collection. 
    template
    <
        class Entry
    >
    void
    add(
        const Entry& entry)
    {
        ids_.push_back(Details(entry));
    }

    /// Resets collection to blank state.
    void clear()
    {
        ids_.clear();
    }

    /// Makes collection capacious enough 
    /// to store given number of items.
    void 
    reserve(
        size_t capacity)
    {
        ids_.reserve(capacity);
    }

private:
    typedef 
    std::vector<Details> 
    Ids;

    Ids ids_;
};

ONIXS_CMEMDH_NAMESPACE_END