ComplexInstrumentUpdate.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/Eurex/MarketData/Defines.h>
#include <OnixS/Eurex/MarketData/Group.h>
#include <OnixS/Eurex/MarketData/InstrumentLeg.h>
#include <OnixS/Eurex/MarketData/InstrumentSnapshot.h>
#include <OnixS/Eurex/MarketData/Message.h>

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            class UpdateInstrumentLegs : public TypedGroup<InstrumentLeg>
            {
                private:
                    explicit
                    UpdateInstrumentLegs (const Group& group)
                        : TypedGroup<InstrumentLeg> (group)
                    {
                    }

                    friend class ComplexInstrumentUpdate;
            };

            /// Complex instrument update
            class ONIXS_EUREX_EMDI_API ComplexInstrumentUpdate : public Message
            {
                public:
                    /// Security Update Action.
                    StringRef securityUpdateAction() const
                    {
                        StringRef val;
                        return get (Tags::SecurityUpdateAction).toStringRef (val) ? val : StringRef();
                    }

                    /// Instrument identifier.
                    SecurityId securityId() const
                    {
                        return getInt64 (Tags::SecurityID);
                    }

                    /// Security description
                    StringRef securityDesc() const
                    {
                        StringRef val;
                        return get (Tags::SecurityDesc).toStringRef (val) ? val : StringRef();
                    }

                    /// Type of security.
                    SecurityType::Enum securityType() const
                    {
                        return getIntEnumFieldValue<SecurityType> (*this, Tags::SecurityType);
                    }

                    /// Standard strategy type for complex instruments, e.g. BER-C.
                    bool securitySubType (UInt32& type) const
                    {
                        return get (Tags::SecuritySubType).toNumber (type);
                    }

                    /// Type of Market Data update action
                    InstrumentType::Enum productComplex() const
                    {
                        return getNonZeroIntEnumFieldValue<InstrumentType> (*this, Tags::ProductComplex);
                    }

                    /// Common integer multiple of the option legs for Option Volatility Strategies.
                    bool legRatioMultiplier(UInt32& type) const
                    {
                        return get(Tags::LegRatioMultiplier).toNumber(type);
                    }

                    ///
                    bool quantityScalingFactor(UInt32& type) const
                    {
                        return get(Tags::QuantityScalingFactor).toNumber(type);
                    }

                    /// Legs.
                    UpdateInstrumentLegs legs() const
                    {
                        return UpdateInstrumentLegs ( getGroup (Tags::NoLegs) );
                    }

                    /// Product identifier.
                    MarketSegmentId marketSegmentId() const
                    {
                        return getGroup (Tags::NoMarketSegments).at (0).getUInt32 (Tags::MarketSegmentID);
                    }

                    /// Implied market indicator
                    bool impliedMarketIndicator() const
                    {
                        return getIntEnumFieldValue<ImpliedMarketIndicator> (getGroup (Tags::NoMarketSegments).at (0), Tags::ImpliedMarketIndicator)
                               == ImpliedMarketIndicator::BothImpliedInAndImpliedOut;
                    }

                    /// Creation time of complex instruments.
                    bool transactTime (UInt64& time) const
                    {
                        return get (Tags::TransactTime).toNumber (time);
                    }

                private:
                    friend class ComplexInstrumentUpdateWrapper;

                    ComplexInstrumentUpdate (const void* impl)
                        : Message (impl)
                    {
                    }
            };
        }
    }
}