MarketImageRecovery.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/Senaf/MarketData/Enumerations.h>
#include <OnixS/Senaf/MarketData/Export.h>
#include <OnixS/Senaf/MarketData/Time.h>
 
#include <iosfwd>
#include <string>
#include <vector>
 
namespace OnixS { namespace Senaf { namespace MarketData {

struct ONIXS_BME_SENAF_EXPORT MarketImageRecovery
{
    enum
    {
        code = 12
    };

    MarketImageRecovery();

    unsigned char market;

    InstrumentType::Enum instrumentType;

    struct Position
    {
        Position();

        bool liquidityProvisionActivity;

        unsigned char broker;

        unsigned char member;

        unsigned char user;

        unsigned int label;

        unsigned int volume;

        unsigned int positionNumber;

        unsigned int investmentDecision;

        unsigned int execution;

        TimeSpan publicationTime;

        std::string toString() const;
    };

    typedef std::vector<Position> Positions;

    struct PriceLevel
    {
        PriceLevel();

        unsigned char level;

        Side::Enum side;

        int price;

        int yield;

        Positions positions;

        std::string toString() const;
    };

    typedef std::vector<PriceLevel> PriceLevels;

    struct Reference
    {
        Reference();

        unsigned short reference;

        PriceLevels priceLevels;

        std::string toString() const;
    };

    typedef std::vector<Reference> References;

    References references;

    std::string toString() const;
 
private:
    friend class MessageDeserializer;
    MarketImageRecovery(const char* data, size_t dataSize);
    void deserialize(const char* data, size_t dataSize);
    void reset();
};

ONIXS_BME_SENAF_EXPORT std::ostream& operator<<(std::ostream&, const MarketImageRecovery&);
 
}}} // namespace OnixS::Senaf::MarketData