IncrementalRefreshTradeSummary.h

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// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
//
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// and international copyright treaties.
//
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// a non-assignable, non-transferable and non-exclusive license to use the software
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//
// 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.
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// the terms of the Agreement is a violation of copyright law.
//
 
#pragma once
 
#include <type_traits>
#include <utility>
 
#include <OnixS/CME/MDH/ABI.h>
#include <OnixS/CME/MDH/Domain.h>
#include <OnixS/CME/MDH/Messaging.h>
#include <OnixS/CME/MDH/Order.h>
#include <OnixS/CME/MDH/testing/MessageBuilder.h>
#include <OnixS/CME/MDH/testing/MessageHolder.h>
#include <OnixS/CME/MDH/testing/EventFlags.h>
#include <OnixS/CME/MDH/Watch.h>
 
ONIXS_CME_MDH_TESTING_NAMESPACE_BEGIN

using IncrementalRefreshTradeSummary = MessageHolder<Messaging::IncrementalRefreshTradeSummary48>;

namespace details
{
    template <typename Holder>
    using EnableIncrementalRefreshTradeSummary = EnableMutableMessageHolder<IncrementalRefreshTradeSummary, Holder>;

    enum class IncrementalRefreshTradeSummaryInitializationTag {};
 
    template <Messaging::UpdateAction::Enum Action>
    struct IsTradeSummaryAction : std::integral_constant<bool,
        Action == Messaging::UpdateAction::New ||
        Action == Messaging::UpdateAction::Change ||
        Action == Messaging::UpdateAction::Delete>
    {};
 
    template <Messaging::UpdateAction::Enum Action, typename Holder>
    using EnableTradeSummaryEntry = typename std::enable_if<
        IsTradeSummaryAction<Action>::value, EnableIncrementalRefreshTradeSummary<Holder>>::type;
 
    template <Messaging::UpdateAction::Enum Action, typename Holder>
    Messaging::IncrementalRefreshTradeSummary48::Entry appendTradeSummaryEntry(
        Holder& message, SecurityId securityId, Messaging::UInt32 rptSeq, Messaging::Decimal9 price,
        Messaging::Int32 quantity, Messaging::Int32 numberOfOrders)
    {
        auto entry = appendGroupEntry(message->entries(), [&message](
            typename decltype(message->entries())::Size size) { return message->entries(size); });
 
        entry.setUpdateAction(Action);
        entry.setSecurityId(securityId);
        entry.setRptSeq(rptSeq);
        entry.setEntryPx(price);
        entry.setEntrySize(quantity);
        entry.setNumberOfOrders(numberOfOrders);
        entry.tradeEntryIdNull();
        entry.aggressorSideNull();
 
        return entry;
    }
 
    template <typename Holder>
    Messaging::IncrementalRefreshTradeSummary48::OrderIDEntry appendOrderIdEntry(
        Holder& message, OrderId orderId, Messaging::Int32 lastQuantity)
    {
        auto entry = appendGroupEntry(message->orderIdEntries(), [&message](
            typename decltype(message->orderIdEntries())::Size size) { return message->orderIdEntries(size); });
 
        entry.setOrderId(orderId);
        entry.setLastQty(lastQuantity);
 
        return entry;
    }
}

template <typename Holder, details::IncrementalRefreshTradeSummaryInitializationTag...>
auto initialize(Holder& message, EventFlags::Bits eventIndicator, Messaging::Timestamp transactTime = UtcWatch::now()) noexcept
    -> details::EnableIncrementalRefreshTradeSummary<Holder>
{
    return details::initializeMessage<IncrementalRefreshTradeSummary>(message, eventIndicator, transactTime);
}

template <typename Holder, details::IncrementalRefreshTradeSummaryInitializationTag...>
ONIXS_CMEMDH_NODISCARD
auto initialize(EventFlags::Bits eventIndicator, Messaging::Timestamp transactTime = UtcWatch::now()) -> decltype(
    details::makeInitializationRecipe<Holder, IncrementalRefreshTradeSummary>(eventIndicator, transactTime))
{
    return details::makeInitializationRecipe<Holder, IncrementalRefreshTradeSummary>(eventIndicator, transactTime);
}

template <Messaging::UpdateAction::Enum Action, typename Holder>
auto addEntry(
    Holder& message, SecurityId securityId, Messaging::UInt32 rptSeq, Messaging::Decimal9 price,
    Messaging::Int32 quantity, Messaging::Int32 numberOfOrders)
        -> details::EnableTradeSummaryEntry<Action, Holder>
{
    details::appendTradeSummaryEntry<Action>(
        message, securityId, rptSeq, price, quantity, numberOfOrders);
 
    return message;
}

template <typename Holder>
auto addOrderIdEntry(Holder& message, OrderId orderId, Messaging::Int32 lastQuantity)
    -> details::EnableIncrementalRefreshTradeSummary<Holder>
{
    details::appendOrderIdEntry(message, orderId, lastQuantity);
    return message;
}

namespace details
{
    template <Messaging::UpdateAction::Enum Action>
    struct TradeSummaryEntryOperation
    {
        template <typename Holder, typename... Arguments>
        static auto apply(Holder& message, Arguments&&... arguments) -> decltype(
            addEntry<Action>(message, std::forward<Arguments>(arguments)...),
            appendTradeSummaryEntry<Action>(message, std::forward<Arguments>(arguments)...))
        {
            return appendTradeSummaryEntry<Action>(message, std::forward<Arguments>(arguments)...);
        }
    };
 
    struct TradeEntryOperation
    {
        template <typename Holder, typename... Arguments>
        static auto apply(Holder& message, Arguments&&... arguments) -> decltype(
            addOrderIdEntry(message, std::forward<Arguments>(arguments)...),
            appendOrderIdEntry(message, std::forward<Arguments>(arguments)...))
        {
            return appendOrderIdEntry(message, std::forward<Arguments>(arguments)...);
        }
    };
 
    template <>
    struct EntryOperationSelector<IncrementalRefreshTradeSummary::MessageType>
    {
        template <Messaging::UpdateAction::Enum Action, typename Holder, typename... Arguments>
        static auto apply(Holder& message, Arguments&&... arguments) -> typename std::enable_if<
            IsTradeSummaryAction<Action>::value,
            decltype(TradeSummaryEntryOperation<Action>::apply(
                message, std::forward<Arguments>(arguments)...))>::type
        {
            return TradeSummaryEntryOperation<Action>::apply(
                message, std::forward<Arguments>(arguments)...);
        }
    };
}

ONIXS_CMEMDH_NODISCARD
inline auto tradeEntry(OrderId orderId, Messaging::Int32 lastQuantity) -> decltype(
    details::makeMessageOperation<details::TradeEntryOperation>(orderId, lastQuantity))
{
    return details::makeMessageOperation<details::TradeEntryOperation>(orderId, lastQuantity);
}
 
ONIXS_CME_MDH_TESTING_NAMESPACE_END

#define ONIXS_CMEMDH_TRADE_ENTRY(...)                                                                     \
    ONIXS_CME_MDH_TESTING_NAMESPACE::details::deferMessageOperation([&]() {                               \
        return ONIXS_CME_MDH_TESTING_NAMESPACE::tradeEntry(__VA_ARGS__);                                  \
    })