QuoteRestated.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
* 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.
*
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* 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/BinaryMessage.h>


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

    /// Quote Restated messages are sent to inform the TPH that an order has been asynchronously modified for some reason by CFE.
    struct ONIXS_CBOE_CFE_BOE_API QuoteRestated : 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);
        }

        /// Id chosen by the client.
        StrRef quoteUpdateId() const
        {
            return fixedStr<16>(8);
        }

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

        /// Quantity still open for further execution.
        Binary4 leavesQty() const
        {
            return ordinary<Binary4>(32);
        }

        /// The price at which the quote is working on the order book.
        BinaryPrice workingPrice() const
        {
            return ordinary<BinaryPrice>(36);
        }

        /// CFE native identifier of the instrument being quoted.
        StrRef quoteSymbol() const
        {
            return fixedStr<6>(44);
        }

        /// Side
        Side::Enum side() const
        {
            return enumeration<Side>(50);
        }

        /// The reason for this Quote Restated message.
        RestatementReason::Enum restatementReason() const
        {
            return enumeration<RestatementReason>(51);
        }

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

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

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

}
}
}
}