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/MDH/Memory.h>
#include <OnixS/CME/MDH/Decimal.h>
#include <OnixS/CME/MDH/Fields.h>

ONIXS_CMEMDH_NAMESPACE_BEGIN
ONIXS_CMEMDH_DATA_PACKING_BEGIN(1)

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

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

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

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

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

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

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

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

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

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

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

    /// YYYY.
    typedef UInt16 Year;

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

    /// MM.
    typedef UInt8 Month;

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

    /// DD.
    typedef UInt8 Day;

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

    /// WW.
    typedef UInt8 Week;

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

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

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

    /// MM.
    bool month(Month& value) const
    {
        if (NullMonth() == month_)
            return false;
        value = month_;
        return true;
    }

    /// DD.
    bool day(Day& value) const
    {
        if (NullDay() == day_)
            return false;
        value = day_;
        return true;
    }

    /// WW.
    bool week(Week& value) const
    {
        if (NullWeek() == week_)
            return false;
        value = week_;
        return true;
    }

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

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

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

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

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

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

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

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

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

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

    /// blockLength type.
    typedef UInt16 BlockLength;

    /// numInGroup type.
    typedef UInt8 NumInGroup;

    /// Default constructor.
    ///
    /// Initializes fields with zero values.
    GroupSize()
        : blockLength_(0)
        , numInGroup_(0)
    {
    }

    /// blockLength field.
    BlockLength blockLength() const
    {
        return blockLength_;
    }

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

private:
    BlockLength blockLength_;
    NumInGroup numInGroup_;
};

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

    /// Length.
    typedef UInt16 BlockLength;

    /// NumInGroup.
    typedef UInt8 NumInGroup;

    /// Default constructor.
    ///
    /// Initializes fields with zero values.
    GroupSize8Byte()
        : blockLength_(0)
        , numInGroup_(0)
    {
    }

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

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

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

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

    /// blockLength type.
    ///
    /// FIX type: Length.
    typedef UInt16 BlockLength;

    /// numInGroup type.
    ///
    /// FIX type: NumInGroup.
    typedef UInt16 NumInGroup;

    /// Default constructor.
    ///
    /// Initializes fields with zero values.
    GroupSizeEncoding()
        : blockLength_(0)
        , numInGroup_(0)
    {
    }

    /// blockLength field.
    ///
    /// FIX type: Length.
    BlockLength blockLength() const
    {
        return blockLength_;
    }

    /// numInGroup field.
    ///
    /// FIX type: NumInGroup.
    NumInGroup numInGroup() const
    {
        return numInGroup_;
    }

private:
    BlockLength blockLength_;
    NumInGroup numInGroup_;
};

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

    /// blockLength type.
    typedef UInt16 BlockLength;

    /// templateId type.
    typedef UInt16 TemplateId;

    /// schemaId type.
    typedef UInt16 SchemaId;

    /// version type.
    typedef UInt16 Version;

    /// Default constructor.
    ///
    /// Initializes fields with zero values.
    MessageHeader()
        : blockLength_(0)
        , templateId_(0)
        , schemaId_(0)
        , version_(0)
    {
    }

    /// blockLength field.
    BlockLength blockLength() const
    {
        return blockLength_;
    }

    /// templateId field.
    TemplateId templateId() const
    {
        return templateId_;
    }

    /// schemaId field.
    SchemaId schemaId() const
    {
        return schemaId_;
    }

    /// version field.
    Version version() const
    {
        return version_;
    }

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

ONIXS_CMEMDH_DATA_PACKING_END
ONIXS_CMEMDH_NAMESPACE_END