MamdaOrderBookEntry.h

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/* $Id$
 *
 * OpenMAMA: The open middleware agnostic messaging API
 * Copyright (C) 2011 NYSE Technologies, Inc.
 *
 * This library is free software; you can redistribute it and/or
 * modify it under the terms of the GNU Lesser General Public
 * License as published by the Free Software Foundation; either
 * version 2.1 of the License, or (at your option) any later version.
 *
 * This library is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * Lesser General Public License for more details.
 *
 * You should have received a copy of the GNU Lesser General Public
 * License along with this library; if not, write to the Free Software
 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
 * 02110-1301 USA
 */
 
#ifndef MamdaOrderBookEntryH
#define MamdaOrderBookEntryH
 
#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaOrderBookTypes.h>
#include <mamda/MamdaOrderBookPriceLevel.h>
#include <mamda/MamdaOrderBookExceptions.h>
#include <mama/MamaSource.h>
#include <mama/MamaSourceDerivative.h>
#include <mama/mamacpp.h>
 
namespace Wombat
{
 
    class MamdaOrderBook;
    class MamdaOrderBookPriceLevel;
    class MamdaOrderBookEntryManager;
 
    class MAMDAOPTExpDLL MamdaOrderBookEntry
    {
    public:
        enum Action
        {
         MAMDA_BOOK_ACTION_ADD     = MamdaOrderBookTypes::MAMDA_BOOK_ACTION_ADD,
         MAMDA_BOOK_ACTION_UPDATE  = MamdaOrderBookTypes::MAMDA_BOOK_ACTION_UPDATE,
         MAMDA_BOOK_ACTION_DELETE  = MamdaOrderBookTypes::MAMDA_BOOK_ACTION_DELETE,
         MAMDA_BOOK_ACTION_UNKNOWN = MamdaOrderBookTypes::MAMDA_BOOK_ACTION_UNKNOWN
        };
 
        MamdaOrderBookEntry ();
 
        MamdaOrderBookEntry (const MamdaOrderBookEntry&  copy);
 
        MamdaOrderBookEntry (const char*                  entryId,
                             mama_quantity_t              size,
                             Action                       action,
                             const MamaDateTime&          entryTime,
                             const MamaSourceDerivative*  deriv);
 
        ~MamdaOrderBookEntry ();
 
        MamdaOrderBookEntry& operator= (const MamdaOrderBookEntry&  rhs);
 
        void clear         ();
 
        void copy          (const MamdaOrderBookEntry&  copy);
 
        void setId         (const char*          id);
        void setUniqueId   (const char*          id);
        void setSize       (mama_quantity_t      size);
        void setAction     (Action               action);
        void setReason     (MamdaOrderBookTypes::Reason reason);
        void setTime       (const MamaDateTime&  time);
        void setStatus     (mama_u16_t           status);
        void setDetails    (const MamdaOrderBookEntry&  copy);
 
        const char*          getId () const;
 
        const char*          getUniqueId () const;
 
        mama_quantity_t      getSize ()   const;
 
        Action               getAction () const;
 
        MamdaOrderBookTypes::Reason getReason () const;
 
        const MamaDateTime&  getTime () const;
 
        mama_u16_t getStatus () const;
 
        double               getPrice     () const;
        MamaPrice            getMamaPrice () const;
        MamdaOrderBookPriceLevel::Side  getSide () const;
 
        mama_u32_t  getPosition (mama_u32_t  maxPos = 0) const;
 
        bool equalId (const char*  id) const;
 
        bool operator== (const MamdaOrderBookEntry& rhs) const;
 
        bool operator!= (const MamdaOrderBookEntry&  rhs) const
        { return ! operator== (rhs); }
 
        void setPriceLevel (MamdaOrderBookPriceLevel*  level);
 
        MamdaOrderBookPriceLevel* getPriceLevel () const;
 
        MamdaOrderBook* getOrderBook () const;
 
        void setManager(MamdaOrderBookEntryManager* manager);
 
        MamdaOrderBookEntryManager* getManager () const;
 
        const char* getSymbol () const;
 
        void setSourceDerivative (const MamaSourceDerivative* deriv);
 
        const MamaSourceDerivative*  getSourceDerivative () const;
 
        const MamaSource*  getSource () const;
 
        mamaSourceState getSourceState () const;
 
        bool getCheckSourceState () const;
 
        void setQuality (mamaQuality  quality);
 
        mamaQuality getQuality () const;
 
        bool isVisible () const;
 
        void setClosure (void*  closure);
 
        void*  getClosure () const;
 
        void assertEqual (const MamdaOrderBookEntry&  rhs) const;
 
        static void setStrictChecking (bool strict);
 
    private:
        char*                        mId;
        char*                        mUniqueId;
        mama_quantity_t              mSize;
        MamaDateTime                 mTime;
        MamdaOrderBookPriceLevel*    mPriceLevel;
        MamdaOrderBookEntryManager*  mManager;
        const MamaSourceDerivative*  mSourceDeriv;
        void*                        mClosure;
        mamaQuality                  mQuality;
        Action                       mAction;
        mama_u16_t                   mStatus;
 
        MamdaOrderBookTypes::Reason  mReason;
    };
 
} // namespace
 
#endif // MamdaOrderBookEntryH