TradeProcessing.h

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

#include <string>

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

ONIXS_CONFLATEDUDP_NAMESPACE_BEGIN

/// Defines different ways trades are processed.
ONIXS_CONFLATEDUDP_LTWT_STRUCT 
TradeProcessing
{
    /// Integral type used as basement for constants. 
    typedef UInt32 Base;

    enum Enum
    {
        /// Given strategy tells Handler to provide only 
        /// summary-level of trade data. Information on orders 
        /// related with a trade is not provided and only number 
        /// of orders is available. Trades are exposed by Handler 
        /// as soon as correspondent data is received without 
        /// any additional delays. 
        SummaryLevel,

        /// Tells Handler to gather detailed information on orders 
        /// related with each trade. As a result, trades are exposed
        /// with order ids referring to the trades in addition to
        /// summary level information exposed by trades. 
        /// In this mode, trades may be exposed with delays, because
        /// MDP sends order ids after trade summary data. Also, 
        /// data may be distributed across packets belonging to single
        /// market event. Therefore, in general, given strategy may
        /// be slower in compare to summary level. However, in 99% 
        /// entire data is transmitted within single packet, therefore
        /// trades are exposed with no delay. 
        OrderDetails
    };
};

/// Serializes trade processing strategy.
ONIXS_CONFLATEDUDP_EXPORTED
void
toStr(
    std::string&,
    TradeProcessing::Enum);

/// Serializes trade processing strategy.
inline 
std::string
toStr(
    TradeProcessing::Enum strategy)
{
    std::string str;

    toStr(str, strategy);

    return str;
}

ONIXS_CONFLATEDUDP_NAMESPACE_END