TradeOrderIds.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 <vector>

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

ONIXS_CMEMDH_NAMESPACE_BEGIN

/// Stores information on a trade order like
/// the order identifier and the other details.
class ONIXS_CMEMDH_LTWT TradeOrderDetails
{
public:
    /// Initializes blank instance with no valid attributes.
    TradeOrderDetails()
        : orderId_(0)
        , lastQty_(0)
    {
    }

    /// Retrieves order details from
    /// the given market data entry.
    template <class Entry>
    explicit TradeOrderDetails(const Entry& entry)
        : orderId_(entry.orderId())
        , lastQty_(entry.lastQty())
    {
    }

    /// Returns the order identifier.
    OrderId orderId() const
    {
        return orderId_;
    }

    /// Returns last quantity for the
    /// order referenced by the trade.
    Int32 lastQty() const
    {
        return lastQty_;
    }

private:
    OrderId orderId_;
    Int32 lastQty_;
};

/// Collection of order details referring to a single trade.
///
/// The CME Market Data Platform sends detailed information
/// on the trade in addition to the trade summary. All details
/// on orders are gathered by the Handler during market data
/// processing and exposed through the appropriate callbacks.
class ONIXS_CMEMDH_LTWT TradeOrderIds
{
public:
    /// Alias for the trade order details.
    typedef TradeOrderDetails Details;

    /// Initializes blank instance.
    TradeOrderIds() {}

    /// Initializes the blank instance capacious
    /// enough to store the given number of orders.
    explicit TradeOrderIds(size_t capacity)
    {
        reserve(capacity);
    }

    /// Initializes as a copy of the other instance.
    TradeOrderIds(const TradeOrderIds& other)
        : ids_(other.ids_)
    {
    }

    /// Destructs the internal storage.
    ~TradeOrderIds() {}

    /// Indicates whether the collection of details is empty.
    bool empty() const
    {
        return ids_.empty();
    }

    /// The number of items in the given collection.
    size_t size() const
    {
        return ids_.size();
    }

    /// Provides access to an item by its index.
    const Details& operator[](size_t index) const
    {
        assert(index < ids_.size());

        return ids_[index];
    }

    /// Adds order details to the collection.
    template <class Entry>
    void add(const Entry& entry)
    {
        ids_.push_back(Details(entry));
    }

    /// Resets the collection to the blank state.
    void clear()
    {
        ids_.clear();
    }

    /// Makes the collection capacious enough
    /// to store the given number of items without
    /// allocating additional space during insertion.
    void reserve(size_t capacity)
    {
        ids_.reserve(capacity);
    }

private:
    typedef std::vector<TradeOrderDetails> Ids;

    Ids ids_;
};

ONIXS_CMEMDH_NAMESPACE_END