MutableOrderExecution.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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* 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
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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/OutgoingMessage.h>


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

    /// An Order Execution is sent for each fill on an order.
    struct ONIXS_CBOE_CFE_BOE_API MutableOrderExecution : 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;
        }

        /// The order which was executed
        StrRef clOrdId() const
        {
            return clOrdId_;
        }

        /// The order which was executed
        void clOrdId(StrRef value)
        {
            clOrdId_ = value;
        }

        /// Sent to the OCC in the Trade Id field.
        Binary8 execId() const
        {
            return execId_;
        }

        /// Sent to the OCC in the Trade Id field.
        void execId(Binary8 value)
        {
            execId_ = value;
        }

        /// Executed contracts quantity.
        Binary4 lastShares() const
        {
            return lastShares_;
        }

        /// Executed contracts quantity.
        void lastShares(Binary4 value)
        {
            lastShares_ = value;
        }

        /// Price of this fill.
        BinaryPrice lastPx() const
        {
            return lastPx_;
        }

        /// Price of this fill.
        void lastPx(BinaryPrice value)
        {
            lastPx_ = 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;
        }

        /// 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
        Side::Enum side() const
        {
            return side_;
        }

        /// Echoed back from the TPH message
        void side(Side::Enum value)
        {
            side_ = 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
        StrRef clearingFirm() const
        {
            return clearingFirm_;
        }

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

        /// Maturity date of the instrument
        Date maturityDate() const
        {
            return maturityDate_;
        }

        /// Maturity date of the instrument
        void maturityDate(Date value)
        {
            maturityDate_ = value;
        }

        /// Indicates fee associated with an execution.
        StrRef feeCode() const
        {
            return feeCode_;
        }

        /// Indicates fee associated with an execution.
        void feeCode(StrRef value)
        {
            feeCode_ = value;
        }

        /// Business date of the execution.
        Date tradeDate() const
        {
            return tradeDate_;
        }

        /// Business date of the execution.
        void tradeDate(Date value)
        {
            tradeDate_ = value;
        }

        /// Size to clear with OCC.
        Binary4 clearingSize() const
        {
            return clearingSize_;
        }

        /// Size to clear with OCC.
        void clearingSize(Binary4 value)
        {
            clearingSize_ = value;
        }

        /// Field is provided as a convenience to determine whether an Order Execution message is a preliminary notification representing a pending trade.
        PendingStatus::Enum pendingStatus() const
        {
            return pendingStatus_;
        }

        /// Field is provided as a convenience to determine whether an Order Execution message is a preliminary notification representing a pending trade.
        void pendingStatus(PendingStatus::Enum value)
        {
            pendingStatus_ = value;
        }

        /// Present on Order Execution, TAS Restatement and Variance Restatement messages representing either Spread orders or Simple orders that are part Spread execution.
        MultilegReportingType::Enum multilegReportingType() const
        {
            return multilegReportingType_;
        }

        /// Present on Order Execution, TAS Restatement and Variance Restatement messages representing either Spread orders or Simple orders that are part Spread execution.
        void multilegReportingType(MultilegReportingType::Enum value)
        {
            multilegReportingType_ = value;
        }

        /// Field indicates whether an execution is a spread or a simple instrument execution that is part of a spread trade.
        Binary8 secondaryExecId() const
        {
            return secondaryExecId_;
        }

        /// Field indicates whether an execution is a spread or a simple instrument execution that is part of a spread trade.
        void secondaryExecId(Binary8 value)
        {
            secondaryExecId_ = value;
        }

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

        /// 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 execId_;
        Binary4 lastShares_;
        BinaryPrice lastPx_;
        Binary4 leavesQty_;
        BaseLiquidityIndicator::Enum baseLiquidityIndicator_;
        SubLiquidityIndicator::Enum subLiquidityIndicator_;
        Side::Enum side_;
        Alphanumeric<8> symbol_;
        Alpha<4> clearingFirm_;
        Date maturityDate_;
        Alphanumeric<2> feeCode_;
        Date tradeDate_;
        Binary4 clearingSize_;
        PendingStatus::Enum pendingStatus_;
        MultilegReportingType::Enum multilegReportingType_;
        Binary8 secondaryExecId_;
    };

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

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

}
}
}
}
}