messages_impl.hpp

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/******************************************************************************
** Copyright © 2016 by J.M.McGuiness, isimud@hussar.me.uk
**
** 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., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
 
namespace isimud { namespace ISIMUD_VER_NAMESPACE { namespace exchanges { namespace MIT { namespace JSE {
 
inline constexpr
TransmissionComplete::TransmissionComplete(const common::Status s) noexcept(true) FORCE_INLINE
: Header_t(static_cast<TransmissionComplete const *>(nullptr)), status(s) {}
 
inline constexpr
Logon::Logon(const logon_args_t::UserName_t &UN, const logon_args_t::Password_t &P, const logon_args_t::Password_t &NP) noexcept(true)
: Header_t(static_cast<Logon const *>(nullptr)), userName(UN), password(P), newPassword(NP) {
}
 
inline constexpr
Logon::Logon(logon_args_t const &a) noexcept(true)
: Logon(a.username, a.password, a.new_password) {
}
 
inline
LogonResponse::LogonResponse() noexcept(true) FORCE_INLINE
: Header_t(static_cast<LogonResponse const *>(nullptr)) {}
 
struct LogonResponse::respond {
   template<class ReplyMsg, class Op> void
   operator()(ReplyMsg const &msg, Op const &o) const noexcept(false) FORCE_INLINE {
      switch (msg.rejectCode()) {
         case ReplyMsg::logon_success:
            o.operator()();
            break;
         default: {
            std::ostringstream os;
            os<<"Failed to logon. Reject code="<<msg.rejectCode();
            assert(!"TODO need reject code as string.");
            throw std::runtime_error(os.str());
         }
      }
   }
};
 
inline constexpr
NewOrder::NewOrder(std::int32_t, common::ClientOrderID_t const &clID, common::OrderType const oT, common::TIF const t, common::Side const s, common::SecurityID_t instID, order_qty_t ordQty, common::Price_t p) noexcept(true)
: Header_t(static_cast<NewOrder const *>(nullptr)),
   clientOrderID_(clID),
   instrumentID_(instID),
   orderType_(oT),
   tif_(t),
   side_(s),
   orderQty_(ordQty),
   limitPrice_(p) {
}
 
inline
OrderCancelReplaceRequest::OrderCancelReplaceRequest(common::ClientOrderID_t const &clID, common::ClientOrderID_t const &origclID, common::SecurityID_t instID, order_qty_t ordQty, common::Price_t const p, common::TIF t, common::Side s) noexcept(true)
: Header_t(static_cast<OrderCancelReplaceRequest const *>(nullptr)),
   instrumentID_(instID),
   tif_(t),
   side_(s),
   orderQty_(ordQty),
   limitPrice_(p) {
   libjmmcg::memcpy_opt(clID, clientOrderID_);
   libjmmcg::memcpy_opt(origclID, originalClientOrderID_);
}
 
inline constexpr
NewOrderCross::NewOrderCross(common::ClientOrderID_t const &origclID, common::SecurityID_t instID, order_qty_t ordQty, common::Price_t const p, common::TIF t) noexcept(true)
: Header_t(static_cast<NewOrderCross const *>(nullptr)),
   buySideClientOrderID(origclID),
   instrumentID_(instID),
   tif_(t),
   limitPrice_(p),
   orderQty_(ordQty) {
}
 
inline
ExecutionReport::ExecutionReport() noexcept(true)
: Header_t(static_cast<ExecutionReport const *>(nullptr)) {
}
 
inline constexpr
ExecutionReport::ExecutionReport(std::int32_t seqNum, common::ClientOrderID_t const &clID, common::AppID aID, common::ExecType eT, common::Price_t const price, common::SecurityID_t instID, common::Side s) noexcept(true)
: Header_t(static_cast<ExecutionReport const *>(nullptr)),
   partitionID(aID),
   sequenceNumber(seqNum),
   clientOrderID_(clID),
   execType_(eT),
   executedPrice_(price),
   instrumentID_(instID),
   side_(s) {
}
 
} } } } }