MutableOrderAcknowledgement.h

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/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
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* and international copyright treaties.
*
* 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
* 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/OutgoingMessage.h>


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

    /// Order Acknowledgement messages are sent in response to a New Order message.
    struct ONIXS_CBOE_CFE_BOE_API MutableOrderAcknowledgement : public OutgoingMessage
    {
        /// The time the event occurred in the CFE Matching Engine (not the time the message was sent).
        DateTime transactionTime() const
        {
            return transactionTime_;
        }

        /// The time the event occurred in the CFE Matching Engine (not the time the message was sent).
        void transactionTime(DateTime value)
        {
            transactionTime_ = value;
        }

        /// Echoed back from the TPH message.
        StrRef clOrdId() const
        {
            return clOrdId_;
        }

        /// Echoed back from the TPH message.
        void clOrdId(StrRef value)
        {
            clOrdId_ = value;
        }

        /// Order identifier supplied by CFE.
        Binary8 orderId() const
        {
            return orderId_;
        }

        /// Order identifier supplied by CFE.
        void orderId(Binary8 value)
        {
            orderId_ = value;
        }

        /// Echoed back from the TPH message
        StrRef side() const
        {
            return side_;
        }

        /// Echoed back from the TPH message
        void side(StrRef value)
        {
            side_ = value;
        }

        /// Echoed back from the TPH message
        BinaryPrice price() const
        {
            return price_;
        }

        /// Echoed back from the TPH message
        void price(BinaryPrice value)
        {
            price_ = value;
        }

        /// Echoed back from the TPH message
        OrdType::Enum ordType() const
        {
            return ordType_;
        }

        /// Echoed back from the TPH message
        void ordType(OrdType::Enum value)
        {
            ordType_ = value;
        }

        /// Echoed back from the TPH message
        TimeInForce::Enum timeInForce() const
        {
            return timeInForce_;
        }

        /// Echoed back from the TPH message
        void timeInForce(TimeInForce::Enum value)
        {
            timeInForce_ = value;
        }

        /// Echoed back from the TPH message
        Binary4 minQty() const
        {
            return minQty_;
        }

        /// Echoed back from the TPH message
        void minQty(Binary4 value)
        {
            minQty_ = value;
        }

        /// Echoed back from the TPH message
        StrRef symbol() const
        {
            return symbol_;
        }

        /// Echoed back from the TPH message
        void symbol(StrRef value)
        {
            symbol_ = value;
        }

        /// Echoed back from the TPH message
        Capacity::Enum capacity() const
        {
            return capacity_;
        }

        /// Echoed back from the TPH message
        void capacity(Capacity::Enum value)
        {
            capacity_ = value;
        }

        /// Echoed back from the TPH message
        StrRef account() const
        {
            return account_;
        }

        /// Echoed back from the TPH message
        void account(StrRef value)
        {
            account_ = value;
        }

        /// Echoed back from the TPH message
        StrRef clearingFirm() const
        {
            return clearingFirm_;
        }

        /// Echoed back from the TPH message
        void clearingFirm(StrRef value)
        {
            clearingFirm_ = value;
        }

        /// Echoed back from the TPH message
        StrRef clearingAccount() const
        {
            return clearingAccount_;
        }

        /// Echoed back from the TPH message
        void clearingAccount(StrRef value)
        {
            clearingAccount_ = value;
        }

        /// Echoed back from the TPH message
        Binary4 orderQty() const
        {
            return orderQty_;
        }

        /// Echoed back from the TPH message
        void orderQty(Binary4 value)
        {
            orderQty_ = value;
        }

        /// Echoed back from the TPH message
        StrRef preventMatch() const
        {
            return preventMatch_;
        }

        /// Echoed back from the TPH message
        void preventMatch(StrRef value)
        {
            preventMatch_ = value;
        }

        /// Echoed back from the TPH message
        Date maturityDate() const
        {
            return maturityDate_;
        }

        /// Echoed back from the TPH message
        void maturityDate(Date value)
        {
            maturityDate_ = value;
        }

        /// Echoed back from the TPH message
        OpenClose::Enum openClose() const
        {
            return openClose_;
        }

        /// Echoed back from the TPH message
        void openClose(OpenClose::Enum value)
        {
            openClose_ = value;
        }

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

        /// Quantity still open for further execution. If zero, the order is complete.
        void leavesQty(Binary4 value)
        {
            leavesQty_ = value;
        }

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

        /// Indicates whether the trade added or removed liquidity.
        void baseLiquidityIndicator(BaseLiquidityIndicator::Enum value)
        {
            baseLiquidityIndicator_ = value;
        }

        /// Echoed back from the TPH message
        DateTime expireTime() const
        {
            return expireTime_;
        }

        /// Echoed back from the TPH message
        void expireTime(DateTime value)
        {
            expireTime_ = value;
        }

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

        /// Additional information about the liquidity of an order.
        void subLiquidityIndicator(SubLiquidityIndicator::Enum value)
        {
            subLiquidityIndicator_ = value;
        }

        /// Echoed back from the TPH message
        BinaryPrice stopPx() const
        {
            return stopPx_;
        }

        /// Echoed back from the TPH message
        void stopPx(BinaryPrice value)
        {
            stopPx_ = value;
        }

        /// Echoed back from the TPH message
        Binary4 cMTANumber() const
        {
            return cMTANumber_;
        }

        /// Echoed back from the TPH message
        void cMTANumber(Binary4 value)
        {
            cMTANumber_ = value;
        }

        /// Echoed back from the TPH message
        CtiCode::Enum ctiCode() const
        {
            return ctiCode_;
        }

        /// Echoed back from the TPH message
        void ctiCode(CtiCode::Enum value)
        {
            ctiCode_ = value;
        }

        /// Echoed back from the TPH message
        ManualOrderIndicator::Enum manualOrderIndicator() const
        {
            return manualOrderIndicator_;
        }

        /// Echoed back from the TPH message
        void manualOrderIndicator(ManualOrderIndicator::Enum value)
        {
            manualOrderIndicator_ = value;
        }

        /// Echoed back from the TPH message
        StrRef oEOID() const
        {
            return oEOID_;
        }

        /// Echoed back from the TPH message
        void oEOID(StrRef value)
        {
            oEOID_ = value;
        }

        /// Echoed back from the TPH message
        Binary4 cumQty() const
        {
            return cumQty_;
        }

        /// Echoed back from the TPH message
        void cumQty(Binary4 value)
        {
            cumQty_ = value;
        }

        /// Echoed back from the TPH message
        StrRef frequentTraderId() const
        {
            return frequentTraderId_;
        }

        /// Echoed back from the TPH message
        void frequentTraderId(StrRef value)
        {
            frequentTraderId_ = value;
        }

        /// Echoed back from the TPH message
        CustOrderHandlingInst::Enum custOrderHandlingInst() const
        {
            return custOrderHandlingInst_;
        }

        /// Echoed back from the TPH message
        void custOrderHandlingInst(CustOrderHandlingInst::Enum value)
        {
            custOrderHandlingInst_ = value;
        }

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

        /// The earliest timestamp, populated with nanosecond precision, recorded by CFE of the corresponding inbound message being acknowledged.
        void requestReceivedTime(DateTime value)
        {
            requestReceivedTime_ = value;
        }

        /// Returns message type
        MessageType::Enum type() const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE { return MessageType::OrderAcknowledgement; };

        /// Validates message data
        /// Throws std::invalid_argument exception if message content is invalid.
        void validate() const ONIXS_BATS_BOE_OVERRIDE;

        /// Returns the text representation
        std::string toString() const ONIXS_BATS_BOE_OVERRIDE;

        /// The text representation
        void toString(std::string& str) const ONIXS_BATS_BOE_OVERRIDE;

    private:
        size_t serializeTo(unsigned char*) const ONIXS_BATS_BOE_NOEXCEPT ONIXS_BATS_BOE_OVERRIDE;

        DateTime transactionTime_;
        Text<20> clOrdId_;
        Binary8 orderId_;
        Text<1> side_;
        BinaryPrice price_;
        OrdType::Enum ordType_;
        TimeInForce::Enum timeInForce_;
        Binary4 minQty_;
        Alphanumeric<8> symbol_;
        Capacity::Enum capacity_;
        Text<16> account_;
        Alpha<4> clearingFirm_;
        Alpha<4> clearingAccount_;
        Binary4 orderQty_;
        Alpha<3> preventMatch_;
        Date maturityDate_;
        OpenClose::Enum openClose_;
        Binary4 leavesQty_;
        BaseLiquidityIndicator::Enum baseLiquidityIndicator_;
        DateTime expireTime_;
        SubLiquidityIndicator::Enum subLiquidityIndicator_;
        BinaryPrice stopPx_;
        Binary4 cMTANumber_;
        CtiCode::Enum ctiCode_;
        ManualOrderIndicator::Enum manualOrderIndicator_;
        Text<18> oEOID_;
        Binary4 cumQty_;
        Alphanumeric<6> frequentTraderId_;
        CustOrderHandlingInst::Enum custOrderHandlingInst_;
        DateTime requestReceivedTime_;
    };

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

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

}
}
}
}
}