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/B3/MarketData/UMDF/ABI.h>
 
#include <OnixS/B3/MarketData/UMDF/messaging/Memory.h>
#include <OnixS/B3/MarketData/UMDF/messaging/Decimal.h>
#include <OnixS/B3/MarketData/UMDF/messaging/Fields.h>
 
#ifdef DELETE
#undef DELETE
#endif
 
ONIXS_B3_UMDF_MD_MESSAGING_NAMESPACE_BEGIN
ONIXS_B3_UMDF_MD_DATA_PACKING_BEGIN(1)
 

ONIXS_B3_UMDF_MD_LTWT_CLASS MessageHeader
{
public:
    enum { Size = 8 };

    typedef UInt16 BlockLength;

    typedef UInt16 TemplateId;

    typedef UInt16 SchemaId;

    typedef UInt16 Version;

    ONIXS_B3_UMDF_MD_NODISCARD
    BlockLength blockLength() const
        noexcept
    {
        return blockLength_;
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    TemplateId templateId() const
        noexcept
    {
        return templateId_;
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    SchemaId schemaId() const
        noexcept
    {
        return schemaId_;
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    Version version() const
        noexcept
    {
        return version_;
    }
 
private:
    BlockLength blockLength_;
    TemplateId templateId_;
    SchemaId schemaId_;
    Version version_;
};
 

ONIXS_B3_UMDF_MD_LTWT_CLASS GroupSizeEncoding
{
public:
    enum { Size = 3 };

    typedef UInt16 BlockLength;

    typedef UInt8 NumInGroup;

    ONIXS_B3_UMDF_MD_NODISCARD
    std::string
    toString() const;

    ONIXS_B3_UMDF_MD_NODISCARD
    BlockLength blockLength() const
        noexcept
    {
        return blockLength_;
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    NumInGroup numInGroup() const
        noexcept
    {
        return numInGroup_;
    }
 
private:
    BlockLength blockLength_;
    NumInGroup numInGroup_;
};
 

typedef
FixedPointDecimal
<
    Int64,
    IntegralConstant<Int8, -4>
>
Price;

typedef
NullableFixedPointDecimal
<
    Int64,
    IntegralConstant<Int8, -4>,
    IntegralConstant<Int64, -9223372036854775807LL-1>
>
PriceOptional;

ONIXS_B3_UMDF_MD_LTWT_STRUCT NullPriceOptional
{
    typedef PriceOptional Value;

    typedef
    IntegralConstant<Int64, -9223372036854775807LL-1>
    NullMantissa;
 

    ONIXS_B3_UMDF_MD_NODISCARD
    bool operator ==(const Value& other) const
        noexcept
    {
        return (
           NullMantissa() ==
           other.mantissa());
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool operator !=(const Value& other) const
        noexcept
    {
        return !(*this == other);
    }

    constexpr
    operator Value() const
        noexcept
    {
        return Value(NullMantissa());
    }

    constexpr
    Value operator()() const
        noexcept
    {
        return Value(NullMantissa());
    }

    constexpr
    static Value value()
        noexcept
    {
        return Value(NullMantissa());
    }
};

ONIXS_B3_UMDF_MD_NODISCARD
inline bool
isNull(
    const PriceOptional& value)
    noexcept
{
    return value.isNull();
}

typedef
FixedPointDecimal
<
    Int64,
    IntegralConstant<Int8, -4>
>
Percentage;

ONIXS_B3_UMDF_MD_LTWT_STRUCT NullPercentage
{
    typedef Percentage Value;

    typedef
    IntegralConstant<Int64, 0LL>
    NullMantissa;
 

    ONIXS_B3_UMDF_MD_NODISCARD
    bool operator ==(const Value& other) const
        noexcept
    {
        return (
           NullMantissa() ==
           other.mantissa());
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool operator !=(const Value& other) const
        noexcept
    {
        return !(*this == other);
    }

    constexpr
    operator Value() const
        noexcept
    {
        return Value(NullMantissa());
    }

    constexpr
    Value operator()() const
        noexcept
    {
        return Value(NullMantissa());
    }

    constexpr
    static Value value()
        noexcept
    {
        return Value(NullMantissa());
    }
};
 

typedef
FixedPointDecimal
<
    Int64,
    IntegralConstant<Int8, -7>
>
RatioQty;

ONIXS_B3_UMDF_MD_LTWT_STRUCT NullRatioQty
{
    typedef RatioQty Value;

    typedef
    IntegralConstant<Int64, -9223372036854775807LL-1>
    NullMantissa;
 

    ONIXS_B3_UMDF_MD_NODISCARD
    bool operator ==(const Value& other) const
        noexcept
    {
        return (
           NullMantissa() ==
           other.mantissa());
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool operator !=(const Value& other) const
        noexcept
    {
        return !(*this == other);
    }

    constexpr
    operator Value() const
        noexcept
    {
        return Value(NullMantissa());
    }

    constexpr
    Value operator()() const
        noexcept
    {
        return Value(NullMantissa());
    }

    constexpr
    static Value value()
        noexcept
    {
        return Value(NullMantissa());
    }
};
 

typedef
FixedPointDecimal
<
    Int64,
    IntegralConstant<Int8, -8>
>
Fixed8;

ONIXS_B3_UMDF_MD_LTWT_STRUCT NullFixed8
{
    typedef Fixed8 Value;

    typedef
    IntegralConstant<Int64, -9223372036854775807LL-1>
    NullMantissa;
 

    ONIXS_B3_UMDF_MD_NODISCARD
    bool operator ==(const Value& other) const
        noexcept
    {
        return (
           NullMantissa() ==
           other.mantissa());
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool operator !=(const Value& other) const
        noexcept
    {
        return !(*this == other);
    }

    constexpr
    operator Value() const
        noexcept
    {
        return Value(NullMantissa());
    }

    constexpr
    Value operator()() const
        noexcept
    {
        return Value(NullMantissa());
    }

    constexpr
    static Value value()
        noexcept
    {
        return Value(NullMantissa());
    }
};
 

typedef
FixedPointDecimal
<
    Int64,
    IntegralConstant<Int8, -8>
>
Price8;

typedef
FixedPointDecimal
<
    Int64,
    IntegralConstant<Int8, -8>
>
PriceOffset8Optional;

ONIXS_B3_UMDF_MD_LTWT_STRUCT NullPriceOffset8Optional
{
    typedef PriceOffset8Optional Value;

    typedef
    IntegralConstant<Int64, -9223372036854775807LL-1>
    NullMantissa;
 

    ONIXS_B3_UMDF_MD_NODISCARD
    bool operator ==(const Value& other) const
        noexcept
    {
        return (
           NullMantissa() ==
           other.mantissa());
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool operator !=(const Value& other) const
        noexcept
    {
        return !(*this == other);
    }

    constexpr
    operator Value() const
        noexcept
    {
        return Value(NullMantissa());
    }

    constexpr
    Value operator()() const
        noexcept
    {
        return Value(NullMantissa());
    }

    constexpr
    static Value value()
        noexcept
    {
        return Value(NullMantissa());
    }
};
 

ONIXS_B3_UMDF_MD_LTWT_STRUCT TextEncoding
{
public:
    enum { Size = 1 };

    typedef UInt8 Length;

    typedef Char VarData;

    ONIXS_B3_UMDF_MD_NODISCARD
    Length length() const
        noexcept
    {
        return length_;
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    StrRef varData() const
        noexcept
    {
        return StrRef(reinterpret_cast<const Char*>(this) + Size, length());
    }

        ONIXS_B3_UMDF_MD_NODISCARD
        std::string
        toString() const;
 

    ONIXS_B3_UMDF_MD_NODISCARD
    Length binarySize() const
        noexcept
    {
        return Size + length();
    }
 
private:
    Length length_;
};
 

ONIXS_B3_UMDF_MD_LTWT_STRUCT VarString
{
public:
    enum { Size = 2 };

    typedef UInt16 Length;

    typedef UInt8 VarData;

    ONIXS_B3_UMDF_MD_NODISCARD
    Length length() const
        noexcept
    {
        return length_;
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    StrRef varData() const
        noexcept
    {
        return StrRef(reinterpret_cast<const Char*>(this) + Size, length());
    }

        ONIXS_B3_UMDF_MD_NODISCARD
        std::string
        toString() const;
 

    ONIXS_B3_UMDF_MD_NODISCARD
    Length binarySize() const
        noexcept
    {
        return Size + length();
    }
 
private:
    Length length_;
};
 
 
typedef MessageHeader MessageHeaderBuilder;
 
ONIXS_B3_UMDF_MD_DATA_PACKING_END

ONIXS_B3_UMDF_MD_LTWT_CLASS UTCTimestampNanos
{
public:
    enum { Size = 8 };

    typedef UInt64 Time;

    typedef
    IntegralConstant<UInt64, 0ULL>
    NullTime;

    typedef
    IntegralConstant<UInt8, TimeUnit::NANOSECOND>
    Unit;

    constexpr
    UTCTimestampNanos()
        noexcept
      : time_(NullTime::value())
    {
    }

    explicit
    constexpr
    UTCTimestampNanos(Time time)
        noexcept
      : time_(time)
    {
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    std::string
    toString() const;

    struct MemberTraits
    {
        enum { Count = 1 };
 
        typedef Time FirstArgType;
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    Time time() const
        noexcept
    {
        return time_;
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    TimeUnit::Enum unit() const
        noexcept
    {
        return TimeUnit::NANOSECOND;
    }
 
private:
    Time time_;
};
 

ONIXS_B3_UMDF_MD_LTWT_STRUCT NullUTCTimestampNanos
{
    typedef UTCTimestampNanos Value;

    ONIXS_B3_UMDF_MD_NODISCARD
    bool operator ==(const Value& other) const
        noexcept
    {
        return (
           UTCTimestampNanos::NullTime() ==
           other.time());
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool operator !=(const Value& other) const
        noexcept
    {
        return !(*this == other);
    }

    constexpr
    operator Value() const
        noexcept
    {
        return Value();
    }

    constexpr
    Value operator()() const
        noexcept
    {
        return Value();
    }

    constexpr
    static Value value()
        noexcept
    {
        return Value();
    }
};
 

ONIXS_B3_UMDF_MD_LTWT_CLASS UTCTimestampSeconds
{
public:
    enum { Size = 8 };

    typedef Int64 Time;

    typedef
    IntegralConstant<Int64, -9223372036854775807LL-1>
    NullTime;

    typedef
    IntegralConstant<UInt8, TimeUnit::SECOND>
    Unit;

    constexpr
    UTCTimestampSeconds()
        noexcept
      : time_(NullTime::value())
    {
    }

    explicit
    constexpr
    UTCTimestampSeconds(Time time)
        noexcept
      : time_(time)
    {
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    std::string
    toString() const;

    struct MemberTraits
    {
        enum { Count = 1 };
 
        typedef Time FirstArgType;
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    Time time() const
        noexcept
    {
        return time_;
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    TimeUnit::Enum unit() const
        noexcept
    {
        return TimeUnit::SECOND;
    }
 
private:
    Time time_;
};
 

ONIXS_B3_UMDF_MD_LTWT_STRUCT NullUTCTimestampSeconds
{
    typedef UTCTimestampSeconds Value;

    ONIXS_B3_UMDF_MD_NODISCARD
    bool operator ==(const Value& other) const
        noexcept
    {
        return (
           UTCTimestampSeconds::NullTime() ==
           other.time());
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool operator !=(const Value& other) const
        noexcept
    {
        return !(*this == other);
    }

    constexpr
    operator Value() const
        noexcept
    {
        return Value();
    }

    constexpr
    Value operator()() const
        noexcept
    {
        return Value();
    }

    constexpr
    static Value value()
        noexcept
    {
        return Value();
    }
};
 

ONIXS_B3_UMDF_MD_LTWT_CLASS MaturityMonthYear
{
public:
    enum { Size = 5 };

    typedef UInt16 Year;

    typedef
    IntegralConstant<UInt16, 0>
    NullYear;

    typedef UInt8 Month;

    typedef
    IntegralConstant<UInt8, 0>
    NullMonth;

    typedef UInt8 Day;

    typedef
    IntegralConstant<UInt8, 0>
    NullDay;

    typedef UInt8 Week;

    typedef
    IntegralConstant<UInt8, 0>
    NullWeek;

    constexpr
    MaturityMonthYear()
        noexcept
      : year_(NullYear::value()),
        month_(NullMonth::value()),
        day_(NullDay::value()),
        week_(NullWeek::value())
    {
    }

    constexpr
    MaturityMonthYear(
        Year year,
        Month month,
        Day day,
        Week week)
        noexcept
      : year_(year),
        month_(month),
        day_(day),
        week_(week)
    {
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    std::string
    toString() const;

    struct MemberTraits
    {
        enum { Count = 4 };
 
        typedef Year FirstArgType;
 
        typedef Month SecondArgType;
 
        typedef Day ThirdArgType;
 
        typedef Week FourthArgType;
    };

    ONIXS_B3_UMDF_MD_NODISCARD
    Year year() const
        noexcept
    {
        return year_;
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool month(Month& value) const
        noexcept
    {
        value = month_;
        return NullMonth() != month_;
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool day(Day& value) const
        noexcept
    {
        value = day_;
        return NullDay() != day_;
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool week(Week& value) const
        noexcept
    {
        value = week_;
        return NullWeek() != week_;
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool
    operator==(
        const MaturityMonthYear& other) const
        noexcept ;

    ONIXS_B3_UMDF_MD_NODISCARD
    bool
    operator!=(
        const MaturityMonthYear& other) const
        noexcept
    {
        return !(*this == other);
    }
 
private:
    Year year_;
    Month month_;
    Day day_;
    Week week_;
};
 

ONIXS_B3_UMDF_MD_LTWT_STRUCT NullMaturityMonthYear
{
    typedef MaturityMonthYear Value;

    ONIXS_B3_UMDF_MD_NODISCARD
    bool operator ==(const Value& other) const
        noexcept
    {
        return (
           MaturityMonthYear::NullYear() ==
           other.year());
    }

    ONIXS_B3_UMDF_MD_NODISCARD
    bool operator !=(const Value& other) const
        noexcept
    {
        return !(*this == other);
    }

    constexpr
    operator Value() const
        noexcept
    {
        return Value();
    }

    constexpr
    Value operator()() const
        noexcept
    {
        return Value();
    }

    constexpr
    static Value value()
        noexcept
    {
        return Value();
    }
};
 
inline
bool
MaturityMonthYear::operator==(
    const MaturityMonthYear& other) const
    noexcept
{
    if((NullMaturityMonthYear() == *this) &&
            (NullMaturityMonthYear() == other))
        return true;
 
    return
        (this->year_ == other.year_) &&
        (this->month_ == other.month_) &&
        (this->day_ == other.day_) &&
        (this->week_ == other.week_);
}
 
ONIXS_B3_UMDF_MD_MESSAGING_NAMESPACE_END