TradeOrderIds.h

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

#include <vector>

#include <OnixS/CME/ConflatedUDP/Order.h>
#include <OnixS/CME/ConflatedUDP/Messages.h>

ONIXS_CONFLATEDUDP_NAMESPACE_BEGIN

/// Stores information on a trade order like 
/// the order identifier and the other details. 
ONIXS_CONFLATEDUDP_LTWT_CLASS TradeOrderDetails
{
    OrderId orderId_;
    Int32 lastQty_;

public:
    /// Initializes blank instance with no valid attributes. 
    TradeOrderDetails()
    : orderId_(0), lastQty_(0)
    {
    }

    /// Retrieves order details from 
    /// the given market data entry. 
    template
    <
        class Entry
    >
    explicit 
    TradeOrderDetails(
        const Entry& entry)
        : orderId_(
            entry.orderId())
        , lastQty_(
            entry.lastQty())
    {
    }

    /// Returns the order identifier. 
    OrderId orderId() const
    {
        return orderId_;
    }

    /// Returns last quantity for the 
    /// order referenced by the trade. 
    Int32 lastQty() const
    {
        return lastQty_;
    }
};

/// Collection of order details referring to a single trade.
/// 
/// The CME Market Data Platform sends detailed information 
/// on the trade in addition to the trade summary. All details 
/// on orders are gathered by the Handler during market data 
/// processing and exposed through the appropriate callbacks.
ONIXS_CONFLATEDUDP_LTWT_CLASS TradeOrderIds
{
    typedef 
    std::vector<TradeOrderDetails> 
    Ids;

    Ids ids_;

public:
    /// Alias for the trade order details. 
    typedef 
    TradeOrderDetails 
    Details;

    /// Initializes blank instance.
    TradeOrderIds()
    {
    }

    /// Initializes the blank instance capacious 
    /// enough to store the given number of orders. 
    explicit
    TradeOrderIds(
        size_t capacity)
    {
        reserve(capacity);
    }

    /// Initializes as a copy of the other instance. 
    TradeOrderIds(
        const TradeOrderIds& other)
        : ids_(other.ids_)
    {
    }

    /// Destructs the internal storage. 
    ~TradeOrderIds()
    {
    }

    /// Indicates whether the collection of details is empty. 
    bool empty() const
    {
        return ids_.empty();
    }

    /// The number of items in the given collection. 
    size_t size() const
    {
        return ids_.size();
    }

    /// Provides access to an item by its index. 
    const 
    Details& 
    operator [](
        size_t index) const
    {
        assert(
            index < 
            ids_.size());

        return ids_[index];
    }

    /// Adds order details to the collection. 
    template
    <
        class Entry
    >
    void
    add(
        const Entry& entry)
    {
        ids_.push_back(Details(entry));
    }

    /// Resets the collection to the blank state.
    void clear()
    {
        ids_.clear();
    }

    /// Makes the collection capacious enough 
    /// to store the given number of items without 
    /// allocating additional space during insertion.
    void 
    reserve(
        size_t capacity)
    {
        ids_.reserve(capacity);
    }
};

ONIXS_CONFLATEDUDP_NAMESPACE_END