ConstantQuoteUpdate.h

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* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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* and international copyright treaties.
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*/

#pragma once

#include <vector>

#include <OnixS/CboeCFE/Trading/BOE/ABI.h>
#include <OnixS/CboeCFE/Trading/BOE/Defines.h>
#include <OnixS/CboeCFE/Trading/BOE/Enumerations.h>
#include <OnixS/CboeCFE/Trading/BOE/BinaryMessage.h>


namespace OnixS {
namespace CboeCFE {
namespace Trading {
namespace BOE {
namespace Testing {

    /// Quote Update
    struct ONIXS_CBOE_CFE_BOE_API ConstantQuoteUpdate : public BinaryMessage
    {
        /// Id chosen by the client.
        StrRef quoteUpdateId() const
        {
            return fixedStr<16>(0);
        }

        /// EFID that will clear the trade.
        StrRef clearingFirm() const
        {
            return fixedStr<4>(16);
        }

        /// Supplemental identifier.
        StrRef clearingAccount() const
        {
            return fixedStr<4>(20);
        }

        /// CMTA Number of the firm that will clear the trade.
        Binary4 cMTANumber() const
        {
            return ordinary<Binary4>(24);
        }

        /// Unique account identifier associated with an order.
        StrRef account() const
        {
            return fixedStr<16>(28);
        }

        /// Used to group orders for use in mass cancels where multiple orders can be cancelled by specifying a list of CustomGroupIds.
        Binary2 customGroupId() const
        {
            return ordinary<Binary2>(44);
        }

        /// Capacity
        Capacity::Enum capacity() const
        {
            return enumeration<Capacity>(46);
        }

        /// Cti code
        CtiCode::Enum ctiCode() const
        {
            return enumeration<CtiCode>(47);
        }

        /// Manual order indicator.
        ManualOrderIndicator::Enum manualOrderIndicator() const
        {
            return enumeration<ManualOrderIndicator>(48);
        }

        /// Identifies the Order Entry Operator responsible for this message.
        StrRef oEOID() const
        {
            return fixedStr<18>(49);
        }

        /// Controls the behavior of the quote OrderQty field.
        SizeModifier::Enum sizeModifier() const
        {
            return enumeration<SizeModifier>(67);
        }

        /// Quotes.
        Binary1 quote() const
        {
            return ordinary<Binary1>(68);
        }

        struct Quote {};
        Quote quotes(MessageSize) const
        {
            throw NotImplementedException();
        }

        static MessageType::Enum type() ONIXS_BATS_BOE_NOEXCEPT { return MessageType::QuoteUpdate; };

        /// 
        ConstantQuoteUpdate() ONIXS_BATS_BOE_NOEXCEPT
            : BinaryMessage()
        {
        }

        /// Initializes instance over given memory block.
        ConstantQuoteUpdate(const void* data, MessageSize size)
            : BinaryMessage(data, size)
        {
        }
    };

    /// Serializes object into string.
    ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const ConstantQuoteUpdate&);

    /// Serializes object into string.
    inline std::string toStr(const ConstantQuoteUpdate& msg)
    {
        std::string str;
        toStr(str, msg);
        return str;
    }

}
}
}
}
}