MutableOrderModified.h

Go to the documentation of this file.

/*
* 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/OutgoingMessage.h>


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

    /// Modified messages are sent in response to a Modify Order to indicate that the order has been successfully modified.
    struct ONIXS_CBOE_CFE_BOE_API MutableOrderModified : 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;
        }

        /// The ClOrdId of the original order.
        StrRef origClOrdId() const
        {
            return origClOrdId_;
        }

        /// The ClOrdId of the original order.
        void origClOrdId(StrRef value)
        {
            origClOrdId_ = 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 clearingFirm() const
        {
            return clearingFirm_;
        }

        /// Echoed back from the TPH message
        void clearingFirm(StrRef value)
        {
            clearingFirm_ = 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
        Binary4 orderQty() const
        {
            return orderQty_;
        }

        /// Echoed back from the TPH message
        void orderQty(Binary4 value)
        {
            orderQty_ = 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
        BinaryPrice stopPx() const
        {
            return stopPx_;
        }

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

        /// 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_;
        Text<20> origClOrdId_;
        Binary8 orderId_;
        Alpha<4> clearingFirm_;
        BinaryPrice price_;
        OrdType::Enum ordType_;
        Binary4 orderQty_;
        Binary4 leavesQty_;
        BaseLiquidityIndicator::Enum baseLiquidityIndicator_;
        BinaryPrice stopPx_;
        Alphanumeric<6> frequentTraderId_;
        CustOrderHandlingInst::Enum custOrderHandlingInst_;
        DateTime requestReceivedTime_;
    };

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

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

}
}
}
}
}