InstrumentDefinitionFuture.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
// 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
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// the terms of the Agreement is a violation of copyright law.
//
 
#pragma once
 
#include <string>
#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/testing/MessageBuilder.h>
#include <OnixS/CME/MDH/testing/MessageHolder.h>
#include <OnixS/CME/MDH/Watch.h>
 
ONIXS_CME_MDH_TESTING_NAMESPACE_BEGIN

using InstrumentDefinitionFuture = MessageHolder<Messaging::InstrumentDefinitionFuture54>;

ONIXS_CMEMDH_NODISCARD
inline constexpr Messaging::StrRef DefaultInstrumentDefinitionFutureSymbol() noexcept
{
    return Messaging::constructStrRef("M6A");
}

ONIXS_CMEMDH_NODISCARD
inline constexpr Messaging::StrRef DefaultInstrumentDefinitionFutureGroup() noexcept
{
    return Messaging::constructStrRef("M6A");
}

ONIXS_CMEMDH_NODISCARD
inline constexpr Messaging::StrRef DefaultInstrumentDefinitionFutureAsset() noexcept
{
    return Messaging::constructStrRef("M6A");
}

constexpr Messaging::Int8 DefaultInstrumentDefinitionFutureRealMarketDepth = 5;

constexpr Messaging::Int8 DefaultInstrumentDefinitionFutureImpliedMarketDepth = 2;

namespace details
{
    enum class InstrumentDefinitionFutureInitializationTag {};
 
    inline constexpr Messaging::StrRef InstrumentDefinitionFutureRealBookFeed() noexcept
    {
        return Messaging::constructStrRef("GBX");
    }
 
    inline constexpr Messaging::StrRef InstrumentDefinitionFutureImpliedBookFeed() noexcept
    {
        return Messaging::constructStrRef("GBI");
    }
 
    template <Messaging::SecurityUpdateAction::Enum Action>
    struct IsAddOrModifyInstrumentDefinition : std::integral_constant<bool,
        Action == Messaging::SecurityUpdateAction::Add || Action == Messaging::SecurityUpdateAction::Modify>
    {};
 
    template <Messaging::SecurityUpdateAction::Enum Action>
    struct IsDeleteInstrumentDefinition : std::integral_constant<bool, Action == Messaging::SecurityUpdateAction::Delete>
    {};
 
    template <Messaging::SecurityUpdateAction::Enum Action, typename Holder>
    using EnableAddOrModifyInstrumentDefinition = typename std::enable_if<
        IsAddOrModifyInstrumentDefinition<Action>::value &&
        IsMutableMessageHolder<InstrumentDefinitionFuture, Holder>::value,
        Holder&>::type;
 
    template <Messaging::SecurityUpdateAction::Enum Action, typename Holder>
    using EnableDeleteInstrumentDefinition = typename std::enable_if<
        IsDeleteInstrumentDefinition<Action>::value &&
        IsMutableMessageHolder<InstrumentDefinitionFuture, Holder>::value,
        Holder&>::type;
 
    template <Messaging::SecurityUpdateAction::Enum Action>
    struct AddOrModifyInstrumentDefinitionOperation
    {
        template <typename Holder>
        static auto apply(
            Holder& message, Messaging::UInt32 totNumReports, SecurityId securityId,
            Messaging::StrRef symbol, Messaging::StrRef group, Messaging::StrRef asset,
            Messaging::Int8 realMarketDepth, Messaging::Int8 impliedMarketDepth,
            Messaging::Timestamp lastUpdateTime)
                -> EnableAddOrModifyInstrumentDefinition<Action, Holder>
        {
            message->reset();
            message->setTotNumReports(totNumReports);
            message->setMatchEventIndicator(Messaging::MatchEventIndicator());
            message->setLastUpdateTime(lastUpdateTime);
            message->setSecurityId(securityId);
            message->setSecurityUpdateAction(Action);
            message->setSymbol(symbol);
            message->setSecurityGroup(group);
            message->setAsset(asset);
 
            auto feedTypes = message->feedTypes(2);
            feedTypes[0].setFeedType(InstrumentDefinitionFutureRealBookFeed());
            feedTypes[0].setMarketDepth(realMarketDepth);
            feedTypes[1].setFeedType(InstrumentDefinitionFutureImpliedBookFeed());
            feedTypes[1].setMarketDepth(impliedMarketDepth);
 
            return message;
        }
    };
 
    template <Messaging::SecurityUpdateAction::Enum Action>
    struct DeleteInstrumentDefinitionOperation
    {
        template <typename Holder>
        static auto apply(
            Holder& message, Messaging::UInt32 totNumReports, SecurityId securityId,
            Messaging::Timestamp lastUpdateTime) noexcept
                -> EnableDeleteInstrumentDefinition<Action, Holder>
        {
            message->reset();
            message->setTotNumReports(totNumReports);
            message->setMatchEventIndicator(Messaging::MatchEventIndicator());
            message->setLastUpdateTime(lastUpdateTime);
            message->setSecurityId(securityId);
            message->setSecurityUpdateAction(Action);
            message->setSymbol(Messaging::StrRef{});
            message->setSecurityGroup(Messaging::StrRef{});
            message->setAsset(Messaging::StrRef{});
 
            return message;
        }
    };
}

template <
    Messaging::SecurityUpdateAction::Enum Action,
    typename Holder,
    details::InstrumentDefinitionFutureInitializationTag...>
auto initialize(
    Holder& message, Messaging::UInt32 totNumReports, SecurityId securityId,
    Messaging::StrRef symbol = DefaultInstrumentDefinitionFutureSymbol(),
    Messaging::StrRef group = DefaultInstrumentDefinitionFutureGroup(),
    Messaging::StrRef asset = DefaultInstrumentDefinitionFutureAsset(),
    Messaging::Int8 realMarketDepth = DefaultInstrumentDefinitionFutureRealMarketDepth,
    Messaging::Int8 impliedMarketDepth = DefaultInstrumentDefinitionFutureImpliedMarketDepth,
    Messaging::Timestamp lastUpdateTime = UtcWatch::now())
        -> details::EnableAddOrModifyInstrumentDefinition<Action, Holder>
{
    return details::AddOrModifyInstrumentDefinitionOperation<Action>::apply(
        message, totNumReports, securityId, symbol, group, asset,
        realMarketDepth, impliedMarketDepth, lastUpdateTime);
}

template <
    typename Holder,
    Messaging::SecurityUpdateAction::Enum Action,
    details::InstrumentDefinitionFutureInitializationTag...>
ONIXS_CMEMDH_NODISCARD
auto initialize(
    Messaging::UInt32 totNumReports, SecurityId securityId,
    Messaging::StrRef symbol = DefaultInstrumentDefinitionFutureSymbol(),
    Messaging::StrRef group = DefaultInstrumentDefinitionFutureGroup(),
    Messaging::StrRef asset = DefaultInstrumentDefinitionFutureAsset(),
    Messaging::Int8 realMarketDepth = DefaultInstrumentDefinitionFutureRealMarketDepth,
    Messaging::Int8 impliedMarketDepth = DefaultInstrumentDefinitionFutureImpliedMarketDepth,
    Messaging::Timestamp lastUpdateTime = UtcWatch::now())
        -> typename std::enable_if<
        details::IsAddOrModifyInstrumentDefinition<Action>::value &&
        details::IsMutableMessageHolder<InstrumentDefinitionFuture, Holder>::value,
        decltype(details::makeInitializationRecipe<
            Holder, InstrumentDefinitionFuture,
            details::AddOrModifyInstrumentDefinitionOperation<Action>>(
                totNumReports, securityId, symbol, group, asset,
                realMarketDepth, impliedMarketDepth, lastUpdateTime))>::type
{
    return details::makeInitializationRecipe<
        Holder, InstrumentDefinitionFuture,
        details::AddOrModifyInstrumentDefinitionOperation<Action>>(
            totNumReports, securityId, symbol, group, asset,
            realMarketDepth, impliedMarketDepth, lastUpdateTime);
}

template <
    typename Holder,
    Messaging::SecurityUpdateAction::Enum Action,
    typename String,
    details::InstrumentDefinitionFutureInitializationTag...>
auto initialize(
    Messaging::UInt32 totNumReports, SecurityId securityId, String&& symbol,
    Messaging::StrRef group = DefaultInstrumentDefinitionFutureGroup(),
    Messaging::StrRef asset = DefaultInstrumentDefinitionFutureAsset(),
    Messaging::Int8 realMarketDepth = DefaultInstrumentDefinitionFutureRealMarketDepth,
    Messaging::Int8 impliedMarketDepth = DefaultInstrumentDefinitionFutureImpliedMarketDepth,
    Messaging::Timestamp lastUpdateTime = UtcWatch::now())
        -> typename std::enable_if<
            std::is_same<typename std::decay<String>::type, std::string>::value &&
            !std::is_lvalue_reference<String>::value>::type = delete;

template <
    typename Holder,
    Messaging::SecurityUpdateAction::Enum Action,
    typename String,
    details::InstrumentDefinitionFutureInitializationTag...>
auto initialize(
    Messaging::UInt32 totNumReports, SecurityId securityId, Messaging::StrRef symbol,
    String&& group,
    Messaging::StrRef asset = DefaultInstrumentDefinitionFutureAsset(),
    Messaging::Int8 realMarketDepth = DefaultInstrumentDefinitionFutureRealMarketDepth,
    Messaging::Int8 impliedMarketDepth = DefaultInstrumentDefinitionFutureImpliedMarketDepth,
    Messaging::Timestamp lastUpdateTime = UtcWatch::now())
        -> typename std::enable_if<
            std::is_same<typename std::decay<String>::type, std::string>::value &&
            !std::is_lvalue_reference<String>::value>::type = delete;

template <
    typename Holder,
    Messaging::SecurityUpdateAction::Enum Action,
    typename String,
    details::InstrumentDefinitionFutureInitializationTag...>
auto initialize(
    Messaging::UInt32 totNumReports, SecurityId securityId, Messaging::StrRef symbol,
    Messaging::StrRef group, String&& asset,
    Messaging::Int8 realMarketDepth = DefaultInstrumentDefinitionFutureRealMarketDepth,
    Messaging::Int8 impliedMarketDepth = DefaultInstrumentDefinitionFutureImpliedMarketDepth,
    Messaging::Timestamp lastUpdateTime = UtcWatch::now())
        -> typename std::enable_if<
            std::is_same<typename std::decay<String>::type, std::string>::value &&
            !std::is_lvalue_reference<String>::value>::type = delete;

template <
    Messaging::SecurityUpdateAction::Enum Action,
    typename Holder,
    details::InstrumentDefinitionFutureInitializationTag...>
auto initialize(
    Holder& message, Messaging::UInt32 totNumReports, SecurityId securityId,
    Messaging::Timestamp lastUpdateTime = UtcWatch::now())
    -> details::EnableDeleteInstrumentDefinition<Action, Holder>
{
    return details::DeleteInstrumentDefinitionOperation<Action>::apply(
        message, totNumReports, securityId, lastUpdateTime);
}

template <
    typename Holder,
    Messaging::SecurityUpdateAction::Enum Action,
    details::InstrumentDefinitionFutureInitializationTag...>
ONIXS_CMEMDH_NODISCARD
auto initialize(
    Messaging::UInt32 totNumReports, SecurityId securityId,
    Messaging::Timestamp lastUpdateTime = UtcWatch::now()) -> typename std::enable_if<
    details::IsDeleteInstrumentDefinition<Action>::value &&
    details::IsMutableMessageHolder<InstrumentDefinitionFuture, Holder>::value,
    decltype(details::makeInitializationRecipe<
        Holder, InstrumentDefinitionFuture,
        details::DeleteInstrumentDefinitionOperation<Action>>(
            totNumReports, securityId, lastUpdateTime))>::type
{
    return details::makeInitializationRecipe<
        Holder, InstrumentDefinitionFuture,
        details::DeleteInstrumentDefinitionOperation<Action>>(
            totNumReports, securityId, lastUpdateTime);
}
 
ONIXS_CME_MDH_TESTING_NAMESPACE_END