Order.h

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// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
//
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// protected by copyright law and international copyright treaties.
//
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// agreements granting a non-assignable, non-transferable and non-exclusive license 
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// in the Agreement.
//
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// amendments to this copyright notice, are expressly prohibited.
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//

#pragma once

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

ONIXS_CONFLATEDUDP_NAMESPACE_BEGIN

/// Type for order identification. 
typedef UInt64 OrderId;

/// Type for order priority. 
typedef UInt64 OrderPriority;

/// Presents display quantity. 
typedef Int32 DisplayQuantity;

/// Some basic traits for the order. 
ONIXS_CONFLATEDUDP_LTWT_STRUCT 
OrderTraits
{
    /// Returns null order id. 
    static OrderId nullId()
    {
        return 18446744073709551615ul;
    }

    /// Returns null order priority. 
    static OrderPriority nullPriority()
    {
        return 18446744073709551615ul;
    }

    /// Returns mantissa of the null price.
    static Int64 nullPriceMantissa()
    {
        return 9223372036854775807l;
    }

    /// Returns mantissa of the null price.
    static 
    bool 
    nullPrice(
        const Decimal& price)
    {
        return (
            price.mantissa() == 
            nullPriceMantissa()
        );
    }

    /// Returns null display quantity.
    static DisplayQuantity nullQuantity()
    {
        return 2147483647;
    }
};

/// Order as the member of the Market By Order (MBO) book.
ONIXS_CONFLATEDUDP_LTWT_CLASS Order             
{
protected:
    OrderId id_;
    OrderPriority priority_;

    Decimal price_;
    DisplayQuantity quantity_;

public:
    /// Initializes blank/null instance.
    Order()
        : id_(
            OrderTraits::nullId())
        , priority_(
            OrderTraits::nullPriority())
        , price_(
            OrderTraits::nullPriceMantissa(),
            0)
        , quantity_(
            OrderTraits::nullQuantity())
    {
    }

    /// Initializes instance according to given values.
    Order(
        OrderId id,
        OrderPriority priority,
        const Decimal& price,
        DisplayQuantity quantity)
        : id_(id)
        , priority_(priority)
        , price_(price)
        , quantity_(quantity)
    {
    }

    /// Order identifier.
    OrderId id() const
    {
        return id_;
    }

    /// Updates order identifier.
    void 
    id(
        OrderId id)
    {
        id_ = id;
    }

    /// Order priority.
    OrderPriority priority() const
    {
        return priority_;
    }

    /// Updates order priority.
    void 
    priority(
        OrderPriority priority)
    {
        priority_ = priority;
    }

    /// Order price.
    const Decimal& price() const
    {
        return price_;
    }

    /// Updates order price.
    void 
    price(
        const Decimal& price)
    {
        price_ = price;
    }

    /// Display quantity.
    DisplayQuantity quantity() const
    {
        return quantity_;
    }

    /// Updates display quantity.
    void 
    quantity(
        DisplayQuantity quantity)
    {
        quantity_ = quantity;
    }
};

/// Appends representation of order to given string.
ONIXS_CONFLATEDUDP_EXPORTED
void 
toStr(
    std::string&,
    const Order&);                  

/// Returns string representation of the order.
inline
std::string 
toStr(
    const Order& order)
{
    std::string str;

    toStr(str, order);

    return str;
}

ONIXS_CONFLATEDUDP_NAMESPACE_END