InstrumentIncremental.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 <OnixS/Eurex/MarketData/InstrumentSnapshot.h>
 
namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            struct ONIXS_EUREX_EMDI_API SecurityUpdateAction
            {
                enum Enum
                {
                    Undefined = -1,

                    Add = 0,

                    Modify = 1
                };
            };

            class ONIXS_EUREX_EMDI_API InstrumentIncremental : public InstrumentSnapshot
            {
                public:
                    using InstrumentSnapshot::lastFragment;
                    using InstrumentSnapshot::legRatioMultiplier;
                    using InstrumentSnapshot::priceNotation;
                    using InstrumentSnapshot::legs;

                    SecurityUpdateAction::Enum securityUpdateAction() const
                    {
                        return getIntEnumFieldValue<SecurityUpdateAction> (*this, Tags::SecurityUpdateAction);
                    }
 
                private:
                    friend class InstrumentIncrementalWrapper;
 
                    InstrumentIncremental (const FIX::Core::Messaging::Message* impl)
                        : InstrumentSnapshot (impl)
                    {
                    }
            };
        }
    }
}