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 {

/// Defines which books should be maintained for given market type id.
struct ONIXS_ICEMDH_EXPORT MarketSubscription
{
    /// Id of market type for which books should be maintained.
    MarketType marketType;

    /// Specifies type of market functionality.
    ///
    /// \note As a result of the increased messaging over the full implied channels,
    /// you may experience additional latency as compared to the non-full implied channels.
    ///
    /// By default, all subscription is for non-implied channels.
    MarketSubType::Enum marketSubType;

    /// Specifies type of securities received in product definition response.
    SecurityType::Enum securityType;

    /// Specifies book depth.
    BookDepth::Enum bookDepth;

    /// Priority (to arrange product definition requests).
    ///
    /// By default, the priority set to zero.
    int priority;

    /// Specifies a list of market ID's for which Handler calls callbacks.
    /// \note If the list is empty, calls will be made for all ID's.
    MarketIds marketIds;

    /// Initializes subscription attributes for given market type id, security type and book depth.
    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
    );

    /// Deserialize from a string representation.
    static MarketSubscription deserialize(const char*);

    /// Returns true if current instance is equal to the given.
    bool operator==(const MarketSubscription&) const;

    /// Returns true if current instance is not equal to the given.
    bool operator!=(const MarketSubscription&) const;

    /// Returns true if this market subscription is less than a given.
    bool operator<(const MarketSubscription&) const;

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

/// Allow output to C++ I/O streams.
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;
}

/// Collection of market subscriptions.
typedef std::set<MarketSubscription> MarketSubscriptions;

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