EnterOrder.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/SgxTitan/Trading/OUCH/OutgoingMessage.h>


ONIXS_SGXTITAN_OUCH_NAMESPACE_BEGIN

    /// Used to enter a new order into the system.
    struct ONIXS_SGXTITAN_OUCH_API EnterOrder : public OutgoingMessage
    {
        /// Client-generated order identifier.
        StrRef orderToken() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return fixedStr<14>(1);
        }

        /// Order book ID.
        Binary4 orderBookId() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return ordinary<Binary4>(15);
        }

        /// Side
        Side::Enum side() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return enumeration<Side>(19);
        }

        /// Quantity
        Binary8 quantity() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return ordinary<Binary8>(20);
        }

        /// Signed integer price
        BinaryPrice price() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return ordinary<BinaryPrice>(28);
        }

        /// Time In Force
        TimeInForce::Enum timeInForce() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return enumeration<TimeInForce>(32);
        }

        /// Defines the position update for the account.
        EnterOrderOpenClose::Enum openClose() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return enumeration<EnterOrderOpenClose>(33);
        }

        /// Mandatory in SGX-DT and validated in Matching
        /// Engine.
        StrRef clientAccount() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return fixedStr<16>(34);
        }

        /// Pass-thru field.
        StrRef customerInfo() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return fixedStr<15>(50);
        }

        /// Pass-thru field.
        StrRef exchangeInfo() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return fixedStr<32>(65);
        }

        /// Display quantity if reserved order, otherwise set
        /// to zero.
        Binary8 displayQuantity() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return ordinary<Binary8>(97);
        }

        /// The Self Trade Protection Key.
        Binary2 stpKey() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return ordinary<Binary2>(105);
        }

        /// OUCH Order Type
        OrderType::Enum orderType() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return enumeration<OrderType>(107);
        }

        /// Reserved for future use.
        StrRef reserved() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return fixedStr<5>(108);
        }

        /// Client-generated order identifier.
        void orderToken(StrRef value)
        ONIXS_SGX_OUCH_NOTHROW
        {
            setFixedStr<14>(1, value);
        }

        void orderToken(const char* value)
        ONIXS_SGX_OUCH_NOTHROW
        {
            orderToken(StrRef(value, strnlen(value, 14)));
        }

        /// Order book ID.
        void orderBookId(Binary4 value)
        ONIXS_SGX_OUCH_NOTHROW
        {
            setOrdinary(15, value);
        }

        /// Side
        void side(Side::Enum value) 
        ONIXS_SGX_OUCH_NOTHROW
        {
            setEnumeration<Side>(19, value);
        }

        /// Quantity
        void quantity(Binary8 value)
        ONIXS_SGX_OUCH_NOTHROW
        {
            setOrdinary(20, value);
        }

        /// Signed integer price
        void price(const BinaryPrice& value)
        ONIXS_SGX_OUCH_NOTHROW
        {
            setOrdinary(28, value);
        }

        /// Time In Force
        void timeInForce(TimeInForce::Enum value) 
        ONIXS_SGX_OUCH_NOTHROW
        {
            setEnumeration<TimeInForce>(32, value);
        }

        /// Defines the position update for the account.
        void openClose(EnterOrderOpenClose::Enum value) 
        ONIXS_SGX_OUCH_NOTHROW
        {
            setEnumeration<EnterOrderOpenClose>(33, value);
        }

        /// Mandatory in SGX-DT and validated in Matching
        /// Engine.
        void clientAccount(StrRef value)
        ONIXS_SGX_OUCH_NOTHROW
        {
            setFixedStr<16>(34, value);
        }

        void clientAccount(const char* value)
        ONIXS_SGX_OUCH_NOTHROW
        {
            clientAccount(StrRef(value, strnlen(value, 16)));
        }

        /// Pass-thru field.
        void customerInfo(StrRef value)
        ONIXS_SGX_OUCH_NOTHROW
        {
            setFixedStr<15>(50, value);
        }

        void customerInfo(const char* value)
        ONIXS_SGX_OUCH_NOTHROW
        {
            customerInfo(StrRef(value, strnlen(value, 15)));
        }

        /// Pass-thru field.
        void exchangeInfo(StrRef value)
        ONIXS_SGX_OUCH_NOTHROW
        {
            setFixedStr<32>(65, value);
        }

        void exchangeInfo(const char* value)
        ONIXS_SGX_OUCH_NOTHROW
        {
            exchangeInfo(StrRef(value, strnlen(value, 32)));
        }

        /// Display quantity if reserved order, otherwise set
        /// to zero.
        void displayQuantity(Binary8 value)
        ONIXS_SGX_OUCH_NOTHROW
        {
            setOrdinary(97, value);
        }

        /// The Self Trade Protection Key.
        void stpKey(Binary2 value)
        ONIXS_SGX_OUCH_NOTHROW
        {
            setOrdinary(105, value);
        }

        /// OUCH Order Type
        void orderType(OrderType::Enum value) 
        ONIXS_SGX_OUCH_NOTHROW
        {
            setEnumeration<OrderType>(107, value);
        }

        /// Total message size.
        static ONIXS_SGX_OUCH_CONST_OR_CONSTEXPR MessageSize messageSize_ = 113;

        /// Initializes empty instance
        EnterOrder()
        ONIXS_SGX_OUCH_NOTHROW
            : OutgoingMessage(&type_, messageSize_)
            , type_(OutboundMessageTypes::EnterOrder)
            , data_()
        {
        }

    private:
#pragma pack(push, 1)
        Binary1 type_;
        ONIXS_SGXTITAN_OUCH_UNUSED_FIELD Binary1 data_[messageSize_ - 1];
#pragma pack(pop)
    };

    /// Serializes object into string.
    ONIXS_SGXTITAN_OUCH_API void toStr(std::string&, const EnterOrder&);

    /// Serializes object into string.
    inline std::string toStr(const EnterOrder& msg)
    {
        std::string str;
        toStr(str, msg);
        return str;
    }

    ///
    inline std::ostream& operator<<(std::ostream& stream, const EnterOrder& msg)
    {
        stream << toStr(msg);
        return stream;
    }

ONIXS_SGXTITAN_OUCH_NAMESPACE_END