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

ONIXS_CMESTREAMLINEDMDH_NAMESPACE_BEGIN

///// Data for MBO book atomic update gathered 
///// from IncrementalRefreshBook message containing 
///// atomic updates for all types of books. 
//ONIXS_CMESTREAMLINEDMDH_LTWT_CLASS
//IncrementalRefreshBookCombinedEntry
//{
//public:
//    /// Aliases order details for given update. 
//    typedef 
//    IncrementalRefreshBook::OrderIDEntries::Entry
//    OrderEntry;
//
//    /// Aliases price details for given update.
//    typedef 
//    IncrementalRefreshBook::Entries::Entry
//    PriceEntry;
//
//    /// Initializes instance from order and price components. 
//    IncrementalRefreshBookCombinedEntry(
//        const OrderEntry& order, const PriceEntry& 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. 
//    OrderId id() const
//    {
//        return order_.orderId();
//    }
//
//    /// Order priority. 
//    bool 
//    priority(
//        OrderPriority& priority) const
//    {
//        return order_.orderPriority(priority);
//    }
//
//    /// Price value. 
//    bool 
//    price(
//        PRICE& price) const
//    {
//        return price_.entryPx(price);
//    }
//
//    /// Display quantity. 
//    bool
//    quantity(
//        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:
//    OrderEntry order_;
//    PriceEntry price_;
//};

ONIXS_CMESTREAMLINEDMDH_NAMESPACE_END