ConsolidatedPriceLevel.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/ImpliedPriceLevel.h>
#include <OnixS/CME/MDH/DirectPriceLevel.h>
 
ONIXS_CMEMDH_NAMESPACE_BEGIN

class ONIXS_CMEMDH_LTWT ConsolidatedPriceLevel
{
public:
    ConsolidatedPriceLevel()
        : direct_(null())
        , implied_(null())
    {
    }

    ConsolidatedPriceLevel(const DirectPriceLevel& direct)
        : direct_(&direct)
        , implied_(null())
    {
    }

    ConsolidatedPriceLevel(const ImpliedPriceLevel& implied)
        : direct_(null())
        , implied_(&implied)
    {
    }

    ConsolidatedPriceLevel(const DirectPriceLevel& direct, const ImpliedPriceLevel& implied)
        : direct_(&direct)
        , implied_(&implied)
    {
    }

    ConsolidatedPriceLevel(const ConsolidatedPriceLevel& other)
        : direct_(other.direct_)
        , implied_(other.implied_)
    {
    }

    ~ConsolidatedPriceLevel() {}

    bool exist() const
    {
        return (direct_->exist() || implied_->exist());
    }

    const Decimal& price() const
    {
        return (direct_->exist() ? direct_->price() : implied_->price());
    }

    MbpBookQuantity quantity() const
    {
        return (direct_->quantity() + implied_->quantity());
    }

    const DirectPriceLevel& direct() const
    {
        return *direct_;
    }

    void consolidate(const DirectPriceLevel& direct)
    {
        direct_ = &direct;
    }

    const ImpliedPriceLevel& implied() const
    {
        return *implied_;
    }

    void consolidate(const ImpliedPriceLevel& implied)
    {
        implied_ = &implied;
    }

    operator ImpliedPriceLevel() const
    {
        if (direct_->exist())
        {
            return ImpliedPriceLevel(direct_->price(), quantity());
        }
        else
        {
            return *implied_;
        }
    }

    ConsolidatedPriceLevel& operator=(const ConsolidatedPriceLevel& other)
    {
        direct_ = other.direct_;
        implied_ = other.implied_;
 
        return *this;
    }
 
private:
    // Direct price level component.
    const DirectPriceLevel* direct_;
 
    // Implied price level component.
    const ImpliedPriceLevel* implied_;
 
    // Used to make all references as a valid ones.
    ONIXS_CMEMDH_LTWT_EXPORTED
    static const DirectPriceLevel* null();
};

ONIXS_CMEMDH_EXPORTED
void toStr(std::string&, const ConsolidatedPriceLevel&);

inline std::string toStr(const ConsolidatedPriceLevel& priceLevel)
{
    std::string str;
 
    toStr(str, priceLevel);
 
    return str;
}
 
ONIXS_CMEMDH_NAMESPACE_END