PositionGreek.h

/************************************************************************
 * Copyright(c) 2018, One Unified. All rights reserved.                 *
 *                                                                      *
 * This file is provided as is WITHOUT ANY WARRANTY                     *
 *  without even the implied warranty of                                *
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.                *
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 * This software may not be used nor distributed without proper license *
 * agreement.                                                           *
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 * See the file LICENSE.txt for redistribution information.             *
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/*
 * File:   PositionGreek.h
 * Author: raymond@burkholder.net
 *
 * Created on July 31, 2018, 9:21 AM
 */

#ifndef POSITIONGREEK_H
#define POSITIONGREEK_H

#include <boost/serialization/version.hpp>
#include <boost/serialization/split_member.hpp>

#include <TFOptions/Option.h>

#include "Watch.h"
#include "Position.h"

namespace ou { // One Unified
namespace tf { // TradeFrame

class PositionGreek: public Position {
  friend class boost::serialization::access;
public:

  friend std::ostream& operator<<( std::ostream& os, const PositionGreek& );

  using pPositionGreek_t = std::shared_ptr<PositionGreek>;

  using pUnderlying_t = ou::tf::Watch::pWatch_t;
  using pOption_t = ou::tf::option::Option::pOption_t;

  typedef ProviderInterfaceBase::pProvider_t pProvider_t;

  PositionGreek( pOption_t&, pUnderlying_t& );
  virtual ~PositionGreek( );

  pOption_t GetOption() { return m_pOption; }
  pUnderlying_t GetUnderlying() { return m_pUnderlying; }

  ou::Delegate<const ou::tf::Greek&> OnGreek; // need to fire this on option updates

  void PositionPendingDelta( int n );  // -1 or +1

protected:

  using greek_t = SymbolBase::greek_t;

private:

  pOption_t m_pOption;
  pUnderlying_t m_pUnderlying;

  int m_nQuantity;  // number of contracts

  void Construction();

  void HandleGreek( greek_t );

  template<typename Archive>
  void save( Archive& ar, const unsigned int version ) const {
    ar & boost::serialization::base_object<const Position>(*this);
  }

  template<typename Archive>
  void load( Archive& ar, const unsigned int version ) {
    ar & boost::serialization::base_object<Position>(*this);
    OnPositionChanged( *this );  // may need this in position.h as well.
  }

  BOOST_SERIALIZATION_SPLIT_MEMBER()

};

std::ostream& operator<<( std::ostream& os, const PositionGreek& );

} // namespace tf
} // namespace ou

BOOST_CLASS_VERSION(ou::tf::PositionGreek, 1)

#endif /* POSITIONGREEK_H */