MutableTradeCancelOrCorrect.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
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* 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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*/

#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 {

    /// Used to provide notification that a trade has been cancelled (busted) or corrected (price change only).
    struct ONIXS_CBOE_CFE_BOE_API MutableTradeCancelOrCorrect : public OutgoingMessage
    {
        /// The time the event occurred in the CFE Matching Engine (not the time the message was sent).
        DateTime transactionTime() const
        {
            return transactionTime_;
        }

        /// The time the event occurred in the CFE Matching Engine (not the time the message was sent).
        void transactionTime(DateTime value)
        {
            transactionTime_ = value;
        }

        /// The order which was executed.
        StrRef clOrdId() const
        {
            return clOrdId_;
        }

        /// The order which was executed.
        void clOrdId(StrRef value)
        {
            clOrdId_ = value;
        }

        /// Refers to the ExecId of the fill being cancelled or corrected.
        Binary8 execRefId() const
        {
            return execRefId_;
        }

        /// Refers to the ExecId of the fill being cancelled or corrected.
        void execRefId(Binary8 value)
        {
            execRefId_ = value;
        }

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

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

        /// Indicates whether the trade added or removed liquidity.
        BaseLiquidityIndicator::Enum baseLiquidityIndicator() const
        {
            return baseLiquidityIndicator_;
        }

        /// Indicates whether the trade added or removed liquidity.
        void baseLiquidityIndicator(BaseLiquidityIndicator::Enum value)
        {
            baseLiquidityIndicator_ = value;
        }

        /// EFID that will clear the trade.
        StrRef clearingFirm() const
        {
            return clearingFirm_;
        }

        /// EFID that will clear the trade.
        void clearingFirm(StrRef value)
        {
            clearingFirm_ = value;
        }

        /// Supplemental identifier.
        StrRef clearingAccount() const
        {
            return clearingAccount_;
        }

        /// Supplemental identifier.
        void clearingAccount(StrRef value)
        {
            clearingAccount_ = value;
        }

        /// Executed contracts quantity.
        Binary4 lastShares() const
        {
            return lastShares_;
        }

        /// Executed contracts quantity.
        void lastShares(Binary4 value)
        {
            lastShares_ = value;
        }

        /// Price of this fill.
        BinaryPrice lastPx() const
        {
            return lastPx_;
        }

        /// Price of this fill.
        void lastPx(BinaryPrice value)
        {
            lastPx_ = value;
        }

        /// For trade corrections, this is the new trade price.
        BinaryPrice correctedPrice() const
        {
            return correctedPrice_;
        }

        /// For trade corrections, this is the new trade price.
        void correctedPrice(BinaryPrice value)
        {
            correctedPrice_ = value;
        }

        /// The date and time of the original trade, in GMT.
        DateTime origTime() const
        {
            return origTime_;
        }

        /// The date and time of the original trade, in GMT.
        void origTime(DateTime value)
        {
            origTime_ = value;
        }

        /// CFE native identifier of the instrument
        StrRef symbol() const
        {
            return symbol_;
        }

        /// CFE native identifier of the instrument
        void symbol(StrRef value)
        {
            symbol_ = value;
        }

        /// 
        Capacity::Enum capacity() const
        {
            return capacity_;
        }

        /// 
        void capacity(Capacity::Enum value)
        {
            capacity_ = value;
        }

        /// Maturity date of the instrument
        Date maturityDate() const
        {
            return maturityDate_;
        }

        /// Maturity date of the instrument
        void maturityDate(Date value)
        {
            maturityDate_ = value;
        }

        /// Indic ates status of client position in a trade resulting from the order.
        OpenClose::Enum openClose() const
        {
            return openClose_;
        }

        /// Indic ates status of client position in a trade resulting from the order.
        void openClose(OpenClose::Enum value)
        {
            openClose_ = value;
        }

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

        /// CMTA Number of the firm that will clear the trade.
        void cMTANumber(Binary4 value)
        {
            cMTANumber_ = value;
        }

        /// Returns message type
        MessageType::Enum type() const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE { return MessageType::TradeCancelOrCorrect; };

        /// Validates message data
        /// Throws std::invalid_argument exception if message content is invalid.
        void validate() const ONIXS_BATS_BOE_OVERRIDE;

        /// Returns the text representation
        std::string toString() const ONIXS_BATS_BOE_OVERRIDE;

        /// The text representation
        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<20> clOrdId_;
        Binary8 execRefId_;
        Side::Enum side_;
        BaseLiquidityIndicator::Enum baseLiquidityIndicator_;
        Alpha<4> clearingFirm_;
        Alpha<4> clearingAccount_;
        Binary4 lastShares_;
        BinaryPrice lastPx_;
        BinaryPrice correctedPrice_;
        DateTime origTime_;
        Alphanumeric<8> symbol_;
        Capacity::Enum capacity_;
        Date maturityDate_;
        OpenClose::Enum openClose_;
        Binary4 cMTANumber_;
    };

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

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

}
}
}
}
}