Order.cpp

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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.
*/
 
#include <OnixS/ICE/BOE/IceBoe.h>
 
#include "Order.h"
#include "Utils.h"
 
#include <Common/Helpers.h>
 
namespace Samples {
 
Order::Order()
    : cIOrdId_(IdGenerator::newId())
{
}
 
std::string toStr(Order::PriceOptional value)
{
    return (value != nullOpt) ? toStr(Decimal{*value, -9}) : toStr(nullOpt);
}
 
std::string Order::toString() const
{
    std::ostringstream builder;
 
    builder
        << "Order["
        << "ClOrdID=" << cIOrdId_
        << ", OrigCIOrdId=" << origCIOrdId_
        << ", OrderStatus=" << orderStatus_
        << ", SecurityId=" << securityId_
        << ", Type=" << ordType_
        << ", Price=" << toStr(price_)
        << ", Quantity=" << toStr(Decimal{orderQty_, -9})
        << ", LeavesQty=" << toStr(Decimal{leavesQty_, -9})
        << ", Side=" << side_
        << ", StopPx=" << toStr(stopPx_)
        << ", LastFillPrice=" << toStr(lastPx_)
        << ", TimeInForce=" << timeInForce_
        << ", ExpireDate=" << (timeInForce_ == TimeInForceEnum::GTD && expireDate_ != nullOpt ? toStr(*expireDate_, TimestampFormat::YYYYMMDD) : toStr(nullOpt))
        << ", TransactTime=" << (transactTime_ != nullOpt ? toStr(*transactTime_, TimestampFormat::YYYYMMDDHHMMSSnsec) : toStr(nullOpt))
        << ", MaxShow=" << toStr(maxShow_)
        << ", ExecInst=" << execInst_
        << "]"
        ;
 
    return builder.str();
}
 
CrossOrder::CrossOrder()
    : crossId_{IdGenerator::newId()}
    , buySideOrder_(std::make_shared<Order>())
    , sellSideOrder_(std::make_shared<Order>())
 
{
}
 
std::string CrossOrder::toString() const
{
    std::ostringstream builder;
    builder
        << "CrossOrder["
        << "CrossId=" << crossId_;
 
    builder << ", " << buySideOrder_->toString();
    builder << ", " << sellSideOrder_->toString();
 
    builder << "]";
    return builder.str();
}
 
}