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 {

/// Market Image Recovery.
struct ONIXS_BME_SENAF_EXPORT MarketImageRecovery
{
    /// Message code.
    enum
    {
        code = 12
    };

    /// Default constructor.
    MarketImageRecovery();

    /// Market.
    unsigned char market;

    /// Instrument Type.
    InstrumentType::Enum instrumentType;

    /// Position.
    struct Position
    {
        /// Constructor.
        Position();

        /// Liquidity Provision Activity.
        bool liquidityProvisionActivity;

        /// Broker.
        unsigned char broker;

        /// Member.
        unsigned char member;

        /// User.
        unsigned char user;

        /// Label.
        unsigned int label;

        /// Volume.
        unsigned int volume;

        /// Position Number.
        unsigned int positionNumber;

        /// Investment Decision.
        unsigned int investmentDecision;

        /// Execution.
        unsigned int execution;

        /// Publication time.
        TimeSpan publicationTime;

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

    /// Alias for collection of Position.
    typedef std::vector<Position> Positions;

    /// Price Level.
    struct PriceLevel
    {
        /// Constructor.
        PriceLevel();

        /// Level.
        unsigned char level;

        /// Side.
        Side::Enum side;

        /// Price.
        int price;

        /// Yield / Rate.
        int yield;

        /// Collection of Positions.
        Positions positions;

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

    /// Alias for collection of PriceLevel.
    typedef std::vector<PriceLevel> PriceLevels;

    /// Reference.
    struct Reference
    {
        /// Constructor.
        Reference();

        /// Reference.
        unsigned short reference;

        /// Collection of PriceLevels.
        PriceLevels priceLevels;

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

    /// Alias for collection of References.
    typedef std::vector<Reference> References;

    /// Collection of References.
    References references;

    /// Returns string representation.
    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();
};

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

}}} // namespace OnixS::Senaf::MarketData