MarketSnapshotOrder.h

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/**
 * \file
 * \brief Declare `OnixS::ICE::iMpact::MarketData::MarketSnapshotOrder` message structure
 */
/*
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 *
 * This software owned by Onix Solutions Limited 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.
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 * the terms of the Agreement is a violation of copyright law.
 */

#pragma once

#include "../Enumerations.h"
#include "../Export.h"
#include "../Types.h"

#include <iosfwd>
#include <string>

namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {

/// This class represents the Market Snapshot Order Message.
struct ONIXS_ICEMDH_EXPORT MarketSnapshotOrder
{
    /// Message type constant
    enum
    {
        messageType = 'D'
    };

    /// Unique identifier of the market.
    MarketId marketId;

    /// Unique identifier of the order.
    OrderId orderId;

    /// Sequence ID of the order. When an order is modified, this will be
    /// incremented while OrderID remains the same. It is for legacy reason
    /// and can be ignored.
    short orderSequenceId;

    /// Tells whether order represents bid or offer.
    Side::Enum side;

    /// Price of the bid/offer. OrderPriceDenominator for the market should be
    /// applied to get the real price.
    Price price;

    /// Quantity.
    int quantity;

    /// Indicate if this is an implied order or not.
    bool isImplied;

    /// Indicate whether it is just an RFQ or not. Client should filter the
    /// order if it doesn't care about RFQ.
    bool isRFQ;

    /// Order entry date time. Milliseconds since Jan 1st, 1970, 00:00:00 GMT.
    DateTime orderEntryDateTime;

    /// Can be used in conjunction with `OrderEntryDateTime` field for
    /// priority of orders within same milliseconds time.
    int sequenceWithinMillis;

    /// Default constructor.
    MarketSnapshotOrder();

    /// Initialize from raw message data.
    MarketSnapshotOrder(const char* data, std::size_t dataSize);

    /// Deserialize from raw data.
    void deserialize(const char* data, std::size_t dataSize);

    /// Reset all fields to default values.
    void reset();

    /// Returns string representation.
    std::string toString() const;
};

/// Make it printable using C++ I/O streams.
ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const MarketSnapshotOrder&);

}}}} // namespace OnixS::ICE::iMpact::MarketData