OrderModified.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.
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* 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
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*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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* 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/BinaryMessage.h>


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

    /// Modified messages are sent in response to a Modify Order to indicate that the order has been successfully modified.
    struct ONIXS_CBOE_CFE_BOE_API OrderModified : public BinaryMessage
    {
        /// The time the event occurred in the CFE Matching Engine (not the time the message was sent).
        DateTime transactionTime() const
        {
            return ordinary<DateTime>(0);
        }

        /// Echoed back from the TPH message
        StrRef clOrdId() const
        {
            return fixedStr<20>(8);
        }

        /// The ClOrdId of the original order.
        StrRef origClOrdId() const
        {
            return fixedStr<20>(28);
        }

        /// Order identifier supplied by CFE.
        Binary8 orderId() const
        {
            return ordinary<Binary8>(48);
        }

        /// Echoed back from the TPH message
        StrRef clearingFirm() const
        {
            return fixedStr<4>(56);
        }

        /// Echoed back from the TPH message
        BinaryPrice price() const
        {
            return ordinary<BinaryPrice>(60);
        }

        /// Echoed back from the TPH message
        OrdType::Enum ordType() const
        {
            return enumeration<OrdType>(68);
        }

        /// Echoed back from the TPH message
        Binary4 orderQty() const
        {
            return ordinary<Binary4>(69);
        }

        /// Quantity still open for further execution. If zero, the order is complete.
        Binary4 leavesQty() const
        {
            return ordinary<Binary4>(73);
        }

        /// Indicates whether the trade added or removed liquidity.
        BaseLiquidityIndicator::Enum baseLiquidityIndicator() const
        {
            return enumeration<BaseLiquidityIndicator>(77);
        }

        /// Echoed back from the TPH message
        BinaryPrice stopPx() const
        {
            return ordinary<BinaryPrice>(78);
        }

        /// Echoed back from the TPH message
        StrRef frequentTraderId() const
        {
            return fixedStr<6>(86);
        }

        /// Echoed back from the TPH message
        CustOrderHandlingInst::Enum custOrderHandlingInst() const
        {
            return enumeration<CustOrderHandlingInst>(92);
        }

        /// The earliest timestamp, populated with nanosecond precision, recorded by CFE of the corresponding inbound message being acknowledged.
        DateTime requestReceivedTime() const
        {
            return ordinary<DateTime>(93);
        }

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

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

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

}
}
}
}