MessageSupplements.h

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// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
//
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// agreements granting a non-assignable, non-transferable and non-exclusive license
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// in the Agreement.
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#pragma once

#include <OnixS/CME/MDH/Order.h>
#include <OnixS/CME/MDH/Messages.h>
#include <OnixS/CME/MDH/Security.h>

ONIXS_CMEMDH_NAMESPACE_BEGIN

/// Data for MBO book atomic update gathered
/// from IncrementalRefreshBook message containing
/// atomic updates for all types of books.
template <class Order, class Price>
class IncrementalRefreshBookCombinedEntry
{
public:
    /// Initializes instance from order and price components.
    IncrementalRefreshBookCombinedEntry(const Order& order, const Price& price)
        : order_(order)
        , price_(price)
    {
    }

    /// Initializes as copy of the other one.
    IncrementalRefreshBookCombinedEntry(const IncrementalRefreshBookCombinedEntry& other)
        : order_(other.order_)
        , price_(other.price_)
    {
    }

    /// Security id whose MBO book is to be updated.
    SecurityId securityId() const
    {
        return price_.securityId();
    }

    /// Type of market data entry.
    EntryTypeBook::Enum entryType() const
    {
        return price_.entryType();
    }

    /// Indicates action of atomic book update.
    OrderUpdateAction::Enum updateAction() const
    {
        return order_.orderUpdateAction();
    }

    /// Order identifier.
    bool orderId(OrderId& id) const
    {
        id = order_.orderId();

        return true;
    }

    /// Order priority.
    bool orderPriority(OrderPriority& priority) const
    {
        return order_.orderPriority(priority);
    }

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

    /// Display quantity.
    bool displayQty(DisplayQuantity& quantity) const
    {
        return order_.displayQty(quantity);
    }

    /// Re-initializes as copy of the other instance.
    IncrementalRefreshBookCombinedEntry& operator=(const IncrementalRefreshBookCombinedEntry& other)
    {
        order_ = other.order_;
        price_ = other.price_;

        return *this;
    }

private:
    Order order_;
    Price price_;
};

//

/// Data for MBO book atomic update gathered
/// from IncrementalRefreshBook46 message containing
/// atomic updates for all types of books.
typedef IncrementalRefreshBookCombinedEntry<IncrementalRefreshBook46::OrderIDEntry, IncrementalRefreshBook46::Entry>
    IncrementalRefreshBook46CombinedEntry;

ONIXS_CMEMDH_NAMESPACE_END