OrderReplaced.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/IncomingMessage.h>


ONIXS_SGXTITAN_OUCH_NAMESPACE_BEGIN

    /// This message acknowledges the receipt and
    /// acceptance of a valid Replace Order Message.
    struct ONIXS_SGXTITAN_OUCH_API OrderReplaced : public IncomingMessage
    {
        /// UNIX Time
        DateTime timestamp() const
        {
            return ordinary<DateTime>(1);
        }

        /// OrderToken
        StrRef replacementOrderToken() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return fixedStr<14>(9);
        }

        /// OrderToken
        StrRef previousOrderToken() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return fixedStr<14>(23);
        }

        /// Order book ID
        Binary4 orderBookId() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return ordinary<Binary4>(37);
        }

        /// Side
        Side::Enum side() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return enumeration<Side>(41);
        }

        /// The identifier assigned to the new order. Note
        /// that the number is only unique per Order book and
        /// side
        Binary8 orderId() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return ordinary<Binary8>(42);
        }

        /// Quantity currently open in the book
        Binary8 quantity() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return ordinary<Binary8>(50);
        }

        /// Signed integer price
        BinaryPrice price() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return ordinary<BinaryPrice>(58);
        }

        /// Time In Force
        TimeInForce::Enum timeInForce() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return enumeration<TimeInForce>(62);
        }

        /// Defines the position update for the account
        ReplaceOrderOpenClose::Enum openClose() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return enumeration<ReplaceOrderOpenClose>(63);
        }

        /// Mandatory in SGX-DT and validated in Matching
        /// Engine
        StrRef clientAccount() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return fixedStr<16>(64);
        }

        /// 
        OrderState::Enum orderState() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return enumeration<OrderState>(80);
        }

        /// Pass-thru field
        StrRef customerInfo() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return fixedStr<15>(81);
        }

        /// Pass-thru field
        StrRef exchangeInfo() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return fixedStr<32>(96);
        }

        /// Pre Trade Quantity
        Binary8 preTradeQuantity() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return ordinary<Binary8>(128);
        }

        /// The displayed quantity in case the order is a
        /// reserve order or zero if the order is not a
        /// reserve order
        Binary8 displayQuantity() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return ordinary<Binary8>(136);
        }

        /// The Self Trade Protection Key.
        Binary2 stpKey() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return ordinary<Binary2>(144);
        }

        /// Reserved for future use.
        StrRef reserved() const
        ONIXS_SGX_OUCH_NOTHROW
        {
            return fixedStr<2>(146);
        }

        /// Total message size.
        static ONIXS_SGX_OUCH_CONST_OR_CONSTEXPR MessageSize messageSize_ = 148;

        /// Check the given size.
        static void validateSize(MessageSize size)
        {
            if(size < messageSize_)
                throwIncorrectSize("OrderReplaced", size, messageSize_);
        }

        /// Initializes instance over given memory block.
        OrderReplaced(const void* data, MessageSize size)
        ONIXS_SGX_OUCH_NOTHROW
            : IncomingMessage(data, size)
        {
        }
    };

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

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

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

ONIXS_SGXTITAN_OUCH_NAMESPACE_END