MutableQuoteExecution.h

Go to the documentation of this file.

/*
* 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 <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/OutgoingMessage.h>
 
 
namespace OnixS {
namespace CboeCFE {
namespace Trading {
namespace BOE {
namespace Testing {

    struct ONIXS_CBOE_CFE_BOE_API MutableQuoteExecution : public OutgoingMessage
    {
        DateTime transactionTime() const
        {
            return transactionTime_;
        }

        void transactionTime(DateTime value)
        {
            transactionTime_ = value;
        }

        StrRef quoteUpdateId() const
        {
            return quoteUpdateId_;
        }

        void quoteUpdateId(StrRef value)
        {
            quoteUpdateId_ = value;
        }

        Binary8 orderId() const
        {
            return orderId_;
        }

        void orderId(Binary8 value)
        {
            orderId_ = value;
        }

        Binary8 execId() const
        {
            return execId_;
        }

        void execId(Binary8 value)
        {
            execId_ = value;
        }

        StrRef quoteSymbol() const
        {
            return quoteSymbol_;
        }

        void quoteSymbol(StrRef value)
        {
            quoteSymbol_ = value;
        }

        StrRef clearingFirm() const
        {
            return clearingFirm_;
        }

        void clearingFirm(StrRef value)
        {
            clearingFirm_ = value;
        }

        Binary4 lastShares() const
        {
            return lastShares_;
        }

        void lastShares(Binary4 value)
        {
            lastShares_ = value;
        }

        BinaryPrice lastPx() const
        {
            return lastPx_;
        }

        void lastPx(BinaryPrice value)
        {
            lastPx_ = value;
        }

        Binary4 leavesQty() const
        {
            return leavesQty_;
        }

        void leavesQty(Binary4 value)
        {
            leavesQty_ = value;
        }

        Side::Enum side() const
        {
            return side_;
        }

        void side(Side::Enum value)
        {
            side_ = value;
        }

        BaseLiquidityIndicator::Enum baseLiquidityIndicator() const
        {
            return baseLiquidityIndicator_;
        }

        void baseLiquidityIndicator(BaseLiquidityIndicator::Enum value)
        {
            baseLiquidityIndicator_ = value;
        }

        SubLiquidityIndicator::Enum subLiquidityIndicator() const
        {
            return subLiquidityIndicator_;
        }

        void subLiquidityIndicator(SubLiquidityIndicator::Enum value)
        {
            subLiquidityIndicator_ = value;
        }

        StrRef feeCode() const
        {
            return feeCode_;
        }

        void feeCode(StrRef value)
        {
            feeCode_ = value;
        }

        MessageType::Enum type() const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE { return MessageType::QuoteExecution; };

        void validate() const ONIXS_BATS_BOE_OVERRIDE;

        std::string toString() const ONIXS_BATS_BOE_OVERRIDE;

        void toString(std::string& str) const ONIXS_BATS_BOE_OVERRIDE;
 
    private:
        size_t serializeTo(unsigned char*) const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE;
 
        DateTime transactionTime_;
        Text<16> quoteUpdateId_;
        Binary8 orderId_;
        Binary8 execId_;
        Alphanumeric<6> quoteSymbol_;
        Alpha<4> clearingFirm_;
        Binary4 lastShares_;
        BinaryPrice lastPx_;
        Binary4 leavesQty_;
        Side::Enum side_;
        BaseLiquidityIndicator::Enum baseLiquidityIndicator_;
        SubLiquidityIndicator::Enum subLiquidityIndicator_;
        Alphanumeric<2> feeCode_;
    };

    ONIXS_CBOE_CFE_BOE_API void toStr(std::string&, const MutableQuoteExecution&);

    inline std::string toStr(const MutableQuoteExecution& msg)
    {
        std::string str;
        toStr(str, msg);
        return str;
    }
 
}
}
}
}
}