VarianceQuoteRestatement.h

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/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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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 Variance Quote Restatement is sent post-settlement time for each VA and VAO execution during the associated business day to communicate updated Price, Size, and Symbol values associated with the cleared execution.
    struct ONIXS_CBOE_CFE_BOE_API VarianceQuoteRestatement : 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);
        }

        /// The quote being restated
        StrRef quoteUpdateId() const
        {
            return fixedStr<16>(8);
        }

        /// Sent to the OCC in the Trade Id field.
        Binary8 execId() const
        {
            return ordinary<Binary8>(24);
        }

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

        /// Symbol as sent to clearing; after applying post-close conversions to the original Symbol.
        StrRef clearingSymbol() const
        {
            return fixedStr<8>(38);
        }

        /// Price as sent to clearing after applying post-close conversions to the original LastPx value.
        BinaryPrice clearingPrice() const
        {
            return ordinary<BinaryPrice>(46);
        }

        /// Size to clear with OCC.
        Binary4 clearingSize() const
        {
            return ordinary<Binary4>(54);
        }

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

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

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

}
}
}
}