ImpliedPriceLevel.h

Go to the documentation of this file.

// 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 <string>

#include <OnixS/CME/MDH/Decimal.h>
#include <OnixS/CME/MDH/MbpBookTraits.h>

ONIXS_CMEMDH_NAMESPACE_BEGIN

/// Encapsulates price level concept.
class ONIXS_CMEMDH_LTWT ImpliedPriceLevel
{
public:
    /// Initializes undefined level.
    ImpliedPriceLevel()
        : exist_(false)
        , price_()
        , qty_(0)
    {
    }

    /// Initializes as copy of other level.
    ImpliedPriceLevel(const ImpliedPriceLevel& other)
        : exist_(other.exist_)
        , price_(other.price_)
        , qty_(other.qty_)
    {
    }

    /// Initializes defined level
    /// according to specified attributes.
    ImpliedPriceLevel(const Decimal& price, MbpBookQuantity qty)
        : exist_(true)
        , price_(price)
        , qty_(qty)
    {
    }

    /// Cleans everything up.
    ~ImpliedPriceLevel() {}

    /// Identifies whether price level exist.
    bool exist() const
    {
        return exist_;
    }

    /// Updates existence status.
    bool& exist()
    {
        return exist_;
    }

    /// Price value.
    ///
    /// @note For CME Globex channels (market data groups)
    /// value presents if price level exists. However, for
    /// CME Partner Exchanges channels like BVMF price value
    /// may be NULL in a valid (existent) price level.
    ///
    /// @see NullPRICE.
    const Decimal& price() const
    {
        return price_;
    }

    /// Price value.
    Decimal& price()
    {
        return price_;
    }

    /// Quantity for the given price.
    MbpBookQuantity quantity() const
    {
        return qty_;
    }

    /// Quantity for the given price.
    MbpBookQuantity& quantity()
    {
        return qty_;
    }

    // Re-initializes as copy of other instance.
    ImpliedPriceLevel& operator=(const ImpliedPriceLevel& other)
    {
        price_ = other.price_;
        qty_ = other.qty_;
        exist_ = other.exist_;

        return *this;
    }

private:
    // Indicates whether data is available.
    bool exist_;

    // Price value for the level.
    Decimal price_;

    // Quantity component.
    MbpBookQuantity qty_;
};

/// Serializes price level attributes into a string.
ONIXS_CMEMDH_EXPORTED
void toStr(std::string&, const ImpliedPriceLevel&);

/// Serializes price level attributes into a string.
inline std::string toStr(const ImpliedPriceLevel& priceLevel)
{
    std::string str;

    toStr(str, priceLevel);

    return str;
}

ONIXS_CMEMDH_NAMESPACE_END