Order.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/ICE/BOE/Messaging.h>
 
#include <string>
#include <array>
 
namespace Samples {
 
using namespace ONIXS_ICEBOE_NAMESPACE;
using namespace ONIXS_ICEBOE_MESSAGING_NAMESPACE;
 
struct Order
{
    using PriceOptional = decltype(std::declval<const NewOrderRequest&>().price());
    using Qty = decltype(std::declval<const NewOrderRequest&>().orderQty());
    using ClOrderId = decltype(std::declval<const NewOrderRequest&>().clOrdId());
 
    using SecurityId = decltype(std::declval<const NewOrderRequest&>().symbol());
    using OrderId = decltype(std::declval<const ExecutionReport_Trade&>().orderId());
 
    using TimestampOptional = decltype(std::declval<const NewOrderRequest&>().expireDate());
    using QtiOptional = decltype(std::declval<const NewOrderRequest&>().maxShow());
 
    using ExecInstOptional = decltype(std::declval<const NewOrderRequest&>().execInst());

    Order();

    std::string toString() const;

    OrderId id() const noexcept
    {
        return cIOrdId_;
    }
 
    ClOrderId cIOrdId_;
    ClOrderId origCIOrdId_{cIOrdId_};
    PriceOptional price_{};
    Qty orderQty_{};
    Qty leavesQty_{};
    SecurityId securityId_{};
    SideEnum side_{SideEnum::Buy};
    OrderTypeEnum ordType_{OrderTypeEnum::Limit};
    PriceOptional stopPx_{};
    TimeInForceEnum timeInForce_{TimeInForceEnum::Day};
    TimestampOptional expireDate_{};
    PriceOptional lastPx_{};
    TimestampOptional transactTime_{};
    ExecTypeEnum orderStatus_{ExecTypeEnum::New};
    QtiOptional maxShow_{};
    ExecInstOptional execInst_{};
};
 
using OrderPtr = std::shared_ptr<Order>;
 
inline auto print(OrderPtr order)
{
    return order ? order->toString() : toStr(nullOpt);
}

struct CrossOrder
{
    using Id = decltype(std::declval<const NewOrderCrossRequest&>().crossId());

    CrossOrder();

    Id id() const noexcept
    {
        return crossId_;
    }

    std::string toString() const;
 
    Id crossId_;
    OrderPtr buySideOrder_;
    OrderPtr sellSideOrder_;
};
 
using CrossOrderPtr = std::shared_ptr<CrossOrder>;
 
}