MutableQuoteExecution.h

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* and international copyright treaties.
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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 {

    /// A Quote Execution message is used to indicate an execution has occurred on a resting quote.
    struct ONIXS_CBOE_CFE_BOE_API MutableQuoteExecution : 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 most recent Quote Update request for this quote.
        StrRef quoteUpdateId() const
        {
            return quoteUpdateId_;
        }

        /// Echoed back from the most recent Quote Update request for this quote.
        void quoteUpdateId(StrRef value)
        {
            quoteUpdateId_ = value;
        }

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

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

        /// Echoed back from the TPH message
        StrRef quoteSymbol() const
        {
            return quoteSymbol_;
        }

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

        /// EFID that will clear the trade.
        StrRef clearingFirm() const
        {
            return clearingFirm_;
        }

        /// EFID that will clear the trade.
        void clearingFirm(StrRef value)
        {
            clearingFirm_ = 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.
        Binary4 leavesQty() const
        {
            return leavesQty_;
        }

        /// Quantity still open for further execution.
        void leavesQty(Binary4 value)
        {
            leavesQty_ = value;
        }

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

        /// Side
        void side(Side::Enum value)
        {
            side_ = 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;
        }

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

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

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

        /// 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<16> quoteUpdateId_;
        Binary8 orderId_;
        Binary8 execId_;
        Alphanumeric<6> quoteSymbol_;
        Alpha<4> clearingFirm_;
        Binary4 lastShares_;
        BinaryPrice lastPx_;
        Binary4 leavesQty_;
        Side::Enum side_;
        BaseLiquidityIndicator::Enum baseLiquidityIndicator_;
        SubLiquidityIndicator::Enum subLiquidityIndicator_;
        Alphanumeric<2> feeCode_;
    };

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

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

}
}
}
}
}