QuoteCancelled.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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* 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.
*
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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 {

    /// A Quote Cancelled message will be sent to indicate an unsolicited cancellation of a quote entered with a Quote Update message.
    struct ONIXS_CBOE_CFE_BOE_API QuoteCancelled : 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 most recent Quote Update request for this quote.
        StrRef quoteUpdateId() const
        {
            return fixedStr<16>(8);
        }

        /// Order identifier supplied by CFE.
        Binary8 orderId() const
        {
            return ordinary<Binary8>(24);
        }

        /// CFE native identifier of the instrument being quoted.
        StrRef quoteSymbol() const
        {
            return fixedStr<6>(32);
        }

        /// Side
        Side::Enum side() const
        {
            return enumeration<Side>(38);
        }

        /// Cancel reason
        OrderReasonCode::Enum cancelReason() const
        {
            return enumeration<OrderReasonCode>(39);
        }

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

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

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

}
}
}
}