MarketSubscription.h

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/*
 * Copyright (c) Onix Solutions Limited. All rights reserved.
 *
 * 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.
 *
 * 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 "Enumerations.h"
#include "Export.h"
#include "Types.h"
 
#include <iosfwd>
#include <set>
#include <string>
 
namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {

struct ONIXS_ICEMDH_EXPORT MarketSubscription
{
    MarketType marketType;

    MarketSubType::Enum marketSubType;

    SecurityType::Enum securityType;

    BookDepth::Enum bookDepth;

    int priority;

    MarketIds marketIds;

    MarketSubscription(
        MarketType marketType = static_cast<MarketType>(-1),
        MarketSubType::Enum marketSubType = MarketSubType::NonImplied,
        SecurityType::Enum securityType = SecurityType::Futures,
        BookDepth::Enum bookDepth = BookDepth::TOP5PL,
        int priority = 0
    );

    static MarketSubscription deserialize(const char*);

    bool operator==(const MarketSubscription&) const;

    bool operator!=(const MarketSubscription&) const;

    bool operator<(const MarketSubscription&) const;

    std::string toString() const;
};

ONIXS_ICEMDH_EXPORT std::ostream& operator<<(std::ostream&, const MarketSubscription&);
 
inline bool MarketSubscription::operator==(const MarketSubscription& rhs) const
{
    if (marketType != rhs.marketType)
    {
        return false;
    }
 
    if (marketSubType != rhs.marketSubType)
    {
        return false;
    }
 
    if (securityType != rhs.securityType)
    {
        return false;
    }
 
    if (bookDepth != rhs.bookDepth)
    {
        return false;
    }
 
    if (priority != rhs.priority)
    {
        return false;
    }
 
    if (marketIds != rhs.marketIds)
    {
        return false;
    }
 
    return true;
}
 
inline bool MarketSubscription::operator!=(const MarketSubscription& rhs) const
{
    return !(*this == rhs);
}
 
inline bool MarketSubscription::operator<(const MarketSubscription& right) const
{
    if (priority < right.priority)
    {
        return true;
    }
 
    if (priority > right.priority)
    {
        return false;
    }
 
    if (marketType < right.marketType)
    {
        return true;
    }
 
    if (marketType > right.marketType)
    {
        return false;
    }
 
    if (marketSubType < right.marketSubType)
    {
        return true;
    }
 
    if (marketSubType > right.marketSubType)
    {
        return false;
    }
 
    if (securityType < right.securityType)
    {
        return true;
    }
 
    if (securityType > right.securityType)
    {
        return false;
    }
 
    if (bookDepth < right.bookDepth)
    {
        return true;
    }
 
    if (bookDepth > right.bookDepth)
    {
        return false;
    }
 
    if (marketIds < right.marketIds)
    {
        return true;
    }
 
    if (marketIds > right.marketIds)
    {
        return false;
    }
 
    return false;
}

typedef std::set<MarketSubscription> MarketSubscriptions;
 
}}}} // namespace OnixS::ICE::iMpact::MarketData