Composites.h

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// 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 <OnixS/CME/ConflatedTCP/messaging/Memory.h>

#include <OnixS/CME/ConflatedTCP/messaging/MDP/Decimal.h>
#include <OnixS/CME/ConflatedTCP/messaging/MDP/Fields.h>

ONIXS_CONFLATEDTCP_MESSAGING_MDP_NAMESPACE_BEGIN
ONIXS_CONFLATEDTCP_DATA_PACKING_BEGIN(1)

/// Decimal with constant exponent -9.
typedef
FixedPointDecimal
<
    Int64,
    IntegralConstant<Int8, -9>
>
Decimal9;

/// Null values definition for optional Decimal9 field.
ONIXS_CONFLATEDTCP_LTWT_STRUCT NullDecimal9
{
    /// Aliases the type whose null value
    /// traits are exposed by the given class.
    typedef Decimal9 Value;

    /// Null value for an optional Mantissa field.
    typedef
    IntegralConstant<Int64, 9223372036854775807LL>
    NullMantissa;


    /// Compares encoded data to NULL.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool operator ==(const Value& other) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return (
           NullMantissa() ==
           other.mantissa());
    }

    /// Compares encoded data to NULL.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool operator !=(const Value& other) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return !(*this == other);
    }

    /// \return the value of the constant.
    ONIXS_CONFLATEDTCP_CONSTEXPR
    operator Value() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return Value(NullMantissa());
    }

    /// \return the value of the constant.
    ONIXS_CONFLATEDTCP_CONSTEXPR
    Value operator()() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return Value(NullMantissa());
    }

    /// \return the value of the constant.
    ONIXS_CONFLATEDTCP_CONSTEXPR
    static Value value()
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return Value(NullMantissa());
    }
};


/// A number representing quantity.
///
/// FIX type: Qty.
typedef
FixedPointDecimal
<
    Int32,
    IntegralConstant<Int8, -4>
>
DecimalQty;

/// Null values definition for optional DecimalQty field.
ONIXS_CONFLATEDTCP_LTWT_STRUCT NullDecimalQty
{
    /// Aliases the type whose null value
    /// traits are exposed by the given class.
    typedef DecimalQty Value;

    /// Null value for an optional Mantissa field.
    typedef
    IntegralConstant<Int32, 2147483647>
    NullMantissa;


    /// Compares encoded data to NULL.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool operator ==(const Value& other) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return (
           NullMantissa() ==
           other.mantissa());
    }

    /// Compares encoded data to NULL.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool operator !=(const Value& other) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return !(*this == other);
    }

    /// \return the value of the constant.
    ONIXS_CONFLATEDTCP_CONSTEXPR
    operator Value() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return Value(NullMantissa());
    }

    /// \return the value of the constant.
    ONIXS_CONFLATEDTCP_CONSTEXPR
    Value operator()() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return Value(NullMantissa());
    }

    /// \return the value of the constant.
    ONIXS_CONFLATEDTCP_CONSTEXPR
    static Value value()
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return Value(NullMantissa());
    }
};


/// Repeating group dimensions.
///
/// FIX type: NumInGroup.
ONIXS_CONFLATEDTCP_LTWT_CLASS GroupSize
{
public:
    /// Size of the composite.
    enum { Size = 3 };

    /// Type alias for the `BlockLength`.
    typedef UInt16 BlockLength;

    /// Type alias for the `NumInGroup`.
    typedef UInt8 NumInGroup;

    /// \return the `blockLength` field.
    ONIXS_CONFLATEDTCP_NODISCARD
    BlockLength blockLength() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return blockLength_;
    }

    /// Sets the `blockLength` field.
    void setBlockLength(BlockLength value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        blockLength_ = value;
    }

    /// \return the `numInGroup` field.
    ONIXS_CONFLATEDTCP_NODISCARD
    NumInGroup numInGroup() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return numInGroup_;
    }

    /// Sets the `numInGroup` field.
    void setNumInGroup(NumInGroup value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        numInGroup_ = value;
    }

private:
    BlockLength blockLength_;
    NumInGroup numInGroup_;
};


/// 8 Byte aligned repeating group dimensions.
///
/// FIX type: NumInGroup.
ONIXS_CONFLATEDTCP_LTWT_CLASS GroupSize8Byte
{
public:
    /// Size of the composite.
    enum { Size = 8 };

    /// Length.
    typedef UInt16 BlockLength;

    /// NumInGroup.
    typedef UInt8 NumInGroup;

    /// Length.
    ONIXS_CONFLATEDTCP_NODISCARD
    BlockLength blockLength() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return blockLength_;
    }

    /// Length.
    void setBlockLength(BlockLength value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        blockLength_ = value;
    }

    /// NumInGroup.
    ONIXS_CONFLATEDTCP_NODISCARD
    NumInGroup numInGroup() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return numInGroup_;
    }

    /// NumInGroup.
    void setNumInGroup(NumInGroup value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        numInGroup_ = value;
    }

private:
    BlockLength blockLength_;
    ONIXS_CONFLATEDTCP_PADDING(5);
    NumInGroup numInGroup_;
};


/// Repeating group dimensions.
ONIXS_CONFLATEDTCP_LTWT_CLASS GroupSizeEncoding
{
public:
    /// Size of the composite.
    enum { Size = 4 };

    /// Type alias for the `BlockLength`.
    ///
    /// FIX type: Length.
    typedef UInt16 BlockLength;

    /// Type alias for the `NumInGroup`.
    ///
    /// FIX type: NumInGroup.
    typedef UInt16 NumInGroup;

    /// \return the `blockLength` field.
    ///
    /// FIX type: Length.
    ONIXS_CONFLATEDTCP_NODISCARD
    BlockLength blockLength() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return blockLength_;
    }

    /// Sets the `blockLength` field.
    ///
    /// FIX type: Length.
    void setBlockLength(BlockLength value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        blockLength_ = value;
    }

    /// \return the `numInGroup` field.
    ///
    /// FIX type: NumInGroup.
    ONIXS_CONFLATEDTCP_NODISCARD
    NumInGroup numInGroup() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return numInGroup_;
    }

    /// Sets the `numInGroup` field.
    ///
    /// FIX type: NumInGroup.
    void setNumInGroup(NumInGroup value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        numInGroup_ = value;
    }

private:
    BlockLength blockLength_;
    NumInGroup numInGroup_;
};


/// Template ID and length of message root.
ONIXS_CONFLATEDTCP_LTWT_CLASS MessageHeader
{
public:
    /// Size of the composite.
    enum { Size = 8 };

    /// Type alias for the `BlockLength`.
    typedef UInt16 BlockLength;

    /// Type alias for the `TemplateId`.
    typedef UInt16 TemplateId;

    /// Type alias for the `SchemaId`.
    typedef UInt16 SchemaId;

    /// Type alias for the `Version`.
    typedef UInt16 Version;

    /// \return the `blockLength` field.
    ONIXS_CONFLATEDTCP_NODISCARD
    BlockLength blockLength() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return blockLength_;
    }

    /// Sets the `blockLength` field.
    void setBlockLength(BlockLength value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        blockLength_ = value;
    }

    /// \return the `templateId` field.
    ONIXS_CONFLATEDTCP_NODISCARD
    TemplateId templateId() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return templateId_;
    }

    /// Sets the `templateId` field.
    void setTemplateId(TemplateId value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        templateId_ = value;
    }

    /// \return the `schemaId` field.
    ONIXS_CONFLATEDTCP_NODISCARD
    SchemaId schemaId() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return schemaId_;
    }

    /// Sets the `schemaId` field.
    void setSchemaId(SchemaId value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        schemaId_ = value;
    }

    /// \return the `version` field.
    ONIXS_CONFLATEDTCP_NODISCARD
    Version version() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return version_;
    }

    /// Sets the `version` field.
    void setVersion(Version value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        version_ = value;
    }

private:
    BlockLength blockLength_;
    TemplateId templateId_;
    SchemaId schemaId_;
    Version version_;
};



ONIXS_CONFLATEDTCP_DATA_PACKING_END

/// Year, Month and Date.
///
/// FIX type: MonthYear.
ONIXS_CONFLATEDTCP_LTWT_CLASS MaturityMonthYear
{
public:
    /// Size of the composite.
    enum { Size = 5 };

    /// YYYY.
    typedef UInt16 Year;

    /// Null value for an optional Year field.
    typedef
    IntegralConstant<UInt16, 65535>
    NullYear;

    /// MM.
    typedef UInt8 Month;

    /// Null value for an optional Month field.
    typedef
    IntegralConstant<UInt8, 255>
    NullMonth;

    /// DD.
    typedef UInt8 Day;

    /// Null value for an optional Day field.
    typedef
    IntegralConstant<UInt8, 255>
    NullDay;

    /// WW.
    typedef UInt8 Week;

    /// Null value for an optional Week field.
    typedef
    IntegralConstant<UInt8, 255>
    NullWeek;

    /// Default constructor.
    ///
    /// Initializes fields with appropriate null values.
    ONIXS_CONFLATEDTCP_CONSTEXPR
    MaturityMonthYear()
        ONIXS_CONFLATEDTCP_NOTHROW
      : year_(NullYear::value()),
        month_(NullMonth::value()),
        day_(NullDay::value()),
        week_(NullWeek::value())
    {
    }

    /// Initializes fields with provided values
    ONIXS_CONFLATEDTCP_CONSTEXPR
    MaturityMonthYear(
        Year year,
        Month month,
        Day day,
        Week week)
        ONIXS_CONFLATEDTCP_NOTHROW
      : year_(year),
        month_(month),
        day_(day),
        week_(week)
    {
    }

    /// \private
    /// Init traits.
    struct MemberTraits
    {
        enum { Count = 4 };

        typedef Year FirstArgType;

        typedef Month SecondArgType;

        typedef Day ThirdArgType;

        typedef Week FourthArgType;
    };

    /// Serializes to a data buffer
    void serialize(void* addr) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        assert(addr);

        std::memcpy(addr, &year_, sizeof(year_));
        addr = advanceByBytes(addr, sizeof(year_));

        std::memcpy(addr, &month_, sizeof(month_));
        addr = advanceByBytes(addr, sizeof(month_));

        std::memcpy(addr, &day_, sizeof(day_));
        addr = advanceByBytes(addr, sizeof(day_));

        std::memcpy(addr, &week_, sizeof(week_));
    }

    /// YYYY.
    ONIXS_CONFLATEDTCP_NODISCARD
    Year year() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return year_;
    }

    /// YYYY.
    void setYear(Year value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        year_ = value;
    }

    void yearNull()
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        year_ = NullYear();
    }

    /// MM.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool month(Month& value) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        value = month_;
        return NullMonth() != month_;
    }

    /// MM.
    void setMonth(Month value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        month_ = value;
    }

    void monthNull()
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        month_ = NullMonth();
    }

    /// DD.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool day(Day& value) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        value = day_;
        return NullDay() != day_;
    }

    /// DD.
    void setDay(Day value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        day_ = value;
    }

    void dayNull()
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        day_ = NullDay();
    }

    /// WW.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool week(Week& value) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        value = week_;
        return NullWeek() != week_;
    }

    /// WW.
    void setWeek(Week value)
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        week_ = value;
    }

    void weekNull()
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        week_ = NullWeek();
    }

    /// Compares encoded data
    ONIXS_CONFLATEDTCP_NODISCARD
    bool
    operator==(
        const MaturityMonthYear& other) const
        ONIXS_CONFLATEDTCP_NOTHROW ;

    /// Compares encoded data
    ONIXS_CONFLATEDTCP_NODISCARD
    bool
    operator!=(
        const MaturityMonthYear& other) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return !(*this == other);
    }

private:
    Year year_;
    Month month_;
    Day day_;
    Week week_;
};


/// Null values definition for optional MaturityMonthYear field.
ONIXS_CONFLATEDTCP_LTWT_STRUCT NullMaturityMonthYear
{
    /// Aliases the type whose null value
    /// traits are exposed by the given class.
    typedef MaturityMonthYear Value;

    /// Compares encoded data to NULL.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool operator ==(const Value& other) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return (
           MaturityMonthYear::NullYear() ==
           other.year());
    }

    /// Compares encoded data to NULL.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool operator !=(const Value& other) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return !(*this == other);
    }

    /// \return the value of the constant.
    ONIXS_CONFLATEDTCP_CONSTEXPR
    operator Value() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return Value();
    }

    /// \return the value of the constant.
    ONIXS_CONFLATEDTCP_CONSTEXPR
    Value operator()() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return Value();
    }

    /// \return the value of the constant.
    ONIXS_CONFLATEDTCP_CONSTEXPR
    static Value value()
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return Value();
    }
};

inline
bool
MaturityMonthYear::operator==(
    const MaturityMonthYear& other) const
    ONIXS_CONFLATEDTCP_NOTHROW
{
    if((NullMaturityMonthYear() == *this) &&
            (NullMaturityMonthYear() == other))
        return true;

    return
        (this->year_ == other.year_) &&
        (this->month_ == other.month_) &&
        (this->day_ == other.day_) &&
        (this->week_ == other.week_);
}

/// Price with constant exponent -9.
typedef
FixedPointDecimal
<
    Int64,
    IntegralConstant<Int8, -9>
>
PRICE9;

/// Null values definition for optional PRICE9 field.
ONIXS_CONFLATEDTCP_LTWT_STRUCT NullPRICE9
{
    /// Aliases the type whose null value
    /// traits are exposed by the given class.
    typedef PRICE9 Value;

    /// Null value for an optional Mantissa field.
    typedef
    IntegralConstant<Int64, 9223372036854775807LL>
    NullMantissa;


    /// Compares encoded data to NULL.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool operator ==(const Value& other) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return (
           NullMantissa() ==
           other.mantissa());
    }

    /// Compares encoded data to NULL.
    ONIXS_CONFLATEDTCP_NODISCARD
    bool operator !=(const Value& other) const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return !(*this == other);
    }

    /// \return the value of the constant.
    ONIXS_CONFLATEDTCP_CONSTEXPR
    operator Value() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return Value(NullMantissa());
    }

    /// \return the value of the constant.
    ONIXS_CONFLATEDTCP_CONSTEXPR
    Value operator()() const
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return Value(NullMantissa());
    }

    /// \return the value of the constant.
    ONIXS_CONFLATEDTCP_CONSTEXPR
    static Value value()
        ONIXS_CONFLATEDTCP_NOTHROW
    {
        return Value(NullMantissa());
    }
};

/// \return whether the given value is Null.
ONIXS_CONFLATEDTCP_NODISCARD
inline bool isNull(const PRICE9& value)
    ONIXS_CONFLATEDTCP_NOTHROW
{
    return NullPRICE9() == value;
}



ONIXS_CONFLATEDTCP_MESSAGING_MDP_NAMESPACE_END