MessageSupplements.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.
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// accordance with the terms of the Agreement is a violation of copyright law.
//
 
#pragma once
 
#include <OnixS/CME/MDH/messaging/Decimal.h>
#include <OnixS/CME/MDH/Order.h>
#include <OnixS/CME/MDH/messaging/Messages.h>
#include <OnixS/CME/MDH/Security.h>
 
#include <OnixS/CME/MDH/Auxiliary/DeprecatedHeaderWarnings.Disable.h>
#include <OnixS/CME/MDH/Decimal.h>
#include <OnixS/CME/MDH/Auxiliary/DeprecatedHeaderWarnings.Restore.h>
 
ONIXS_CMEMDH_NAMESPACE_BEGIN

template <class Order, class Price>
class IncrementalRefreshBookCombinedEntry
{
public:
    IncrementalRefreshBookCombinedEntry(const Order& order, const Price& price)
        : order_(order)
        , price_(price)
    {
    }

    IncrementalRefreshBookCombinedEntry(const IncrementalRefreshBookCombinedEntry& other)
        : order_(other.order_)
        , price_(other.price_)
    {
    }

    SecurityId securityId() const
    {
        return price_.securityId();
    }

    Messaging::EntryTypeBook::Enum entryType() const
    {
        return price_.entryType();
    }

    Messaging::OrderUpdateAction::Enum updateAction() const
    {
        return order_.orderUpdateAction();
    }

    bool orderId(OrderId& id) const
    {
        id = order_.orderId();
 
        return true;
    }

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

    bool entryPx(Messaging::Decimal& price) const
    {
        return price_.entryPx(price);
    }

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

    IncrementalRefreshBookCombinedEntry& operator=(const IncrementalRefreshBookCombinedEntry& other)
    {
        order_ = other.order_;
        price_ = other.price_;
 
        return *this;
    }
 
private:
    Order order_;
    Price price_;
};

typedef IncrementalRefreshBookCombinedEntry<Messaging::IncrementalRefreshBook46::OrderIDEntry, Messaging::IncrementalRefreshBook46::Entry>
    IncrementalRefreshBook46CombinedEntry;

typedef IncrementalRefreshBookCombinedEntry<Messaging::IncrementalRefreshBookLongQty64::OrderIDEntry, Messaging::IncrementalRefreshBookLongQty64::Entry>
IncrementalRefreshBook64CombinedEntry;
 
ONIXS_CMEMDH_NAMESPACE_END