Order.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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// amendments to this copyright notice, are expressly prohibited.
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#pragma once

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

ONIXS_CMEMDH_NAMESPACE_BEGIN

/// Type for order identification.
typedef UInt64 OrderId;

/// Type for order priority.
typedef UInt64 OrderPriority;

/// Presents display quantity.
typedef Int32 DisplayQuantity;

/// Some basic traits for the order.
struct ONIXS_CMEMDH_LTWT OrderTraits
{
    /// Returns null order id.
    static OrderId nullId()
    {
        return 18446744073709551615ul;
    }

    /// Returns null order priority.
    static OrderPriority nullPriority()
    {
        return 18446744073709551615ul;
    }

    /// Returns mantissa of the null price.
    static Int64 nullPriceMantissa()
    {
        return 9223372036854775807l;
    }

    /// Returns mantissa of the null price.
    static bool nullPrice(const Decimal& price)
    {
        return (price.mantissa() == nullPriceMantissa());
    }

    /// Returns null display quantity.
    static DisplayQuantity nullQuantity()
    {
        return 2147483647;
    }
};

/// Order as the member of the Market By Order (MBO) book.
class ONIXS_CMEMDH_LTWT Order
{
public:
    /// Initializes blank/null instance.
    Order()
        : id_(OrderTraits::nullId())
        , priority_(OrderTraits::nullPriority())
        , price_(OrderTraits::nullPriceMantissa(), 0)
        , quantity_(OrderTraits::nullQuantity())
    {
    }

    /// Initializes instance according to given values.
    Order(OrderId id, OrderPriority priority, const Decimal& price, DisplayQuantity quantity)
        : id_(id)
        , priority_(priority)
        , price_(price)
        , quantity_(quantity)
    {
    }

    /// Order identifier.
    OrderId id() const
    {
        return id_;
    }

    /// Updates order identifier.
    void id(OrderId id)
    {
        id_ = id;
    }

    /// Order priority.
    OrderPriority priority() const
    {
        return priority_;
    }

    /// Updates order priority.
    void priority(OrderPriority priority)
    {
        priority_ = priority;
    }

    /// Order price.
    const Decimal& price() const
    {
        return price_;
    }

    /// Updates order price.
    void price(const Decimal& price)
    {
        price_ = price;
    }

    /// Display quantity.
    DisplayQuantity quantity() const
    {
        return quantity_;
    }

    /// Updates display quantity.
    void quantity(DisplayQuantity quantity)
    {
        quantity_ = quantity;
    }

protected:
    OrderId id_;
    OrderPriority priority_;

    Decimal price_;
    DisplayQuantity quantity_;
};

/// Appends representation of order to given string.
ONIXS_CMEMDH_EXPORTED
void toStr(std::string&, const Order&);

/// Returns string representation of the order.
inline std::string toStr(const Order& order)
{
    std::string str;

    toStr(str, order);

    return str;
}

ONIXS_CMEMDH_NAMESPACE_END