QuoteUpdateAcknowledgement.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.
*
* 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/BinaryMessage.h>


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

    /// Quote Update Acknowledgment messages are sent in response to a Quote Update message.
    struct ONIXS_CBOE_CFE_BOE_API QuoteUpdateAcknowledgement : 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 quoteUpdateId() const
        {
            return fixedStr<16>(8);
        }

        /// The earliest timestamp, populated with nanosecond precision, recorded by CFE of the corresponding inbound message being acknowledged.
        DateTime requestReceivedTime() const
        {
            return ordinary<DateTime>(24);
        }

        /// Quotes.
        Binary1 quoteCnt() const
        {
            return ordinary<Binary1>(32);
        }

        struct Quote : public BinaryMessage
        {
            /// Order identifier supplied by CFE.
            Binary8 orderId() const
            {
                return ordinary<Binary8>(0);
            }

            /// Result of the quote request.
            QuoteResult::Enum quoteResult() const
            {
                return enumeration<QuoteResult>(8);
            }

            /// Additional information about the liquidity of an order.
            SubLiquidityIndicator::Enum subLiquidityIndicator() const
            {
                return enumeration<SubLiquidityIndicator>(9);
            }

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

        ///
        Quote quotes(MessageSize index) const
        {
            if (index >= quoteCnt())
                throw std::out_of_range("index");
            return submessage<Quote>(32 + 1 + 10 * index, 10);
        }

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

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

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

}
}
}
}