sgCommon.h

#ifndef SG_COMMON_H
#define SG_COMMON_H

#include "time.h"
#include <sharedDefines.h>
#include <sharedResponse.h>
#include <sharedCommands.h>
#include <fstream>
#include <list>
#include <sgMktData.h>

#include <memory>
#include <string>

#include <cmdDefines.h>
#include <apiConstants.h>

#include <sgSymbolDataDefines.h>

typedef uint64_t SYMBOL_ID;

namespace API2{
  namespace COMMON {

    struct OrderId;
    struct Position;
    struct Instrument;

    struct InstrumentPosition
    {

      SIGNED_LONG getOpenQty();

      SIGNED_LONG getTradedQty(const DATA_TYPES::OrderMode &mode);

      DATA_TYPES::OrderMode getOpenSide();

      SIGNED_LONG getBookedPnl();

      SIGNED_LONG getMtmPnl(UNSIGNED_LONG ltp);

      DATA_TYPES::PRICE getAvgPrice(const DATA_TYPES::OrderMode &mode);

      UNSIGNED_LONG getPendingQty(const DATA_TYPES::OrderMode &mode);

#if API_COMPILATION == 0
#include <sgInstrumentPosition.ph> 
#endif
    };

    class Instrument
    {

    public:

      SymbolStaticData *getStaticData();

      time_t getLastQuoteUpdateTime();

      SYMBOL_ID getSymbolId();

      InstrumentPosition *getPosition();

      UNSIGNED_LONG getLastQuotedPrice(const DATA_TYPES::OrderMode &mode);


      void updatePositionFromString(const std::string &positionString,const char *delimiter="|");

      std::string getPositionString(const char *delimiter="|");

#if API_COMPILATION == 0
#include <sgInstrument.ph> 
#endif
    };


  }  //namspace COMMON
}//namspace SG
#endif // SGCOMMON_H