TradeProcessing.h

Go to the documentation of this file.

// 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.
//
// Any reproduction or redistribution for sale or hiring of the Software not in
// accordance with the terms of the Agreement is a violation of copyright law.
//

#pragma once

#include <string>

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

ONIXS_CMEMDH_NAMESPACE_BEGIN

/// Defines different ways trades are processed.
struct ONIXS_CMEMDH_LTWT TradeProcessing
{
    /// Integral type used as basement for constants.
    typedef UInt32 Base;

    enum Enum
    {
        /// Given strategy tells Handler to provide only
        /// summary-level of trade data. Information on orders
        /// related with a trade is not provided and only number
        /// of orders is available. Trades are exposed by Handler
        /// as soon as correspondent data is received without
        /// any additional delays.
        SummaryLevel,

        /// Tells Handler to gather detailed information on orders
        /// related with each trade. As a result, trades are exposed
        /// with order ids referring to the trades in addition to
        /// summary level information exposed by trades.
        /// In this mode, trades may be exposed with delays, because
        /// MDP sends order ids after trade summary data. Also,
        /// data may be distributed across packets belonging to single
        /// market event. Therefore, in general, given strategy may
        /// be slower in compare to summary level. However, in 99%
        /// entire data is transmitted within single packet, therefore
        /// trades are exposed with no delay.
        OrderDetails
    };
};

/// Serializes trade processing strategy.
ONIXS_CMEMDH_EXPORTED
void toStr(std::string&, TradeProcessing::Enum);

/// Serializes trade processing strategy.
inline std::string toStr(TradeProcessing::Enum strategy)
{
    std::string str;

    toStr(str, strategy);

    return str;
}

ONIXS_CMEMDH_NAMESPACE_END