DirectPriceLevel.h

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// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
//
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#pragma once

#include <OnixS/CME/ConflatedUDP/Decimal.h>

ONIXS_CONFLATEDUDP_NAMESPACE_BEGIN

/// Encapsulates price level concept.
ONIXS_CONFLATEDUDP_LTWT_CLASS
DirectPriceLevel
{
    // Indicates whether data is available. 
    bool exist_;

    // Price value for the level. 
    Decimal price_;

    // Quantity component. 
    Int64 qty_;

    // Number of orders. 
    Int32 ordersQty_;

public:
    /// Initializes undefined level.
    DirectPriceLevel()
    : exist_(false)
    , price_()
    , qty_(0)
    , ordersQty_(0)
    {
    }

    /// Initializes as copy of other level.
    DirectPriceLevel(
        const DirectPriceLevel& other)
        : exist_(other.exist_)
        , price_(other.price_)
        , qty_(other.qty_)
        , ordersQty_(other.ordersQty_)
    {
    }

    /// Initializes defined level 
    /// according to specified attributes.
    DirectPriceLevel(
        const Decimal& price, 
        Int32 qty, 
        Int32 ordersQty)
        : exist_(true), 
        price_(price), 
        qty_(qty)
        , ordersQty_(ordersQty)
    {
    }

    // Actually, does nothing. 
    ~DirectPriceLevel()
    {
    }

    /// Identifies whether price level exist.
    bool exist() const
    {
        return exist_;
    }

    /// Updates existence status.
    bool& exist()
    {
        return exist_;
    }

    /// Price value.
    /// 
    /// @note For CME Globex channels (market data groups) 
    /// value presents if price level exists. However, for 
    /// CME Partner Exchanges channels like BVMF price value
    /// may be NULL in a valid (existent) price level. 
    /// 
    /// @see NullPRICE. 
    const Decimal& price() const
    {
        return price_;
    }

    /// Price value.
    Decimal& price()
    {
        return price_;
    }

    /// Quantify for the given price.
    Int64 quantity() const
    {
        return qty_;
    }

    /// Quantify for the given price.
    Int64& quantity()
    {
        return qty_;
    }

    /// Updates total number of orders.
    Int32& numberOfOrders()
    {
        return ordersQty_;
    }

    /// Total number of orders of given price.
    Int32 numberOfOrders() const
    {
        return ordersQty_;
    }

    /// Re-initializes as copy of other instance.
    DirectPriceLevel& 
    operator =(
        const DirectPriceLevel& other)
    {
        price_ = other.price_;
        qty_ = other.qty_;
        exist_ = other.exist_;
        ordersQty_ = other.ordersQty_;

        return *this;
    }
}; 

/// Serializes price level attributes into a string. 
ONIXS_CONFLATEDUDP_EXPORTED
void
toStr(
    std::string&,
    const DirectPriceLevel&);

/// Serializes price level attributes into a string. 
inline
std::string
toStr(
    const DirectPriceLevel& priceLevel)
{
    std::string str;

    toStr(str, priceLevel);

    return str;
}

ONIXS_CONFLATEDUDP_NAMESPACE_END