OnixS C++ HKEX OMD-C Handler 1.0.0
API documentation
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AggregateOrderBookUpdate.Entry.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement (the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19
20#pragma once
21
22#include <vector>
23
28
29namespace OnixS {
30namespace HKEX {
31namespace MarketData {
32namespace Omdc {
33
35 struct Entry : public BinaryMessage
36 {
37
39 UInt64 aggregateQuantity() const
41 {
42 return ordinary<UInt64>(0);
43 }
44
46 Int32 price() const
48 {
49 return ordinary<Int32>(8);
50 }
51
53 UInt32 numberOfOrders() const
55 {
56 return ordinary<UInt32>(12);
57 }
58
62 {
63 return enumeration<Side>(16);
64 }
65
67 UInt8 priceLevel() const
69 {
70 return ordinary<UInt8>(18);
71 }
72
74 UInt8 updateAction() const
76 {
77 return ordinary<UInt8>(19);
78 }
79
82
84 static void validateSize(MessageSize size)
85 {
86 if ONIXS_HKEX_OMDC_UNLIKELY(size < messageSize_)
87 throwIncorrectSize("Entry", size, messageSize_);
88 }
89
91 Entry(const void* data, MessageSize size)
93 : BinaryMessage(data, size)
94 {
95 }
96 };
97
99 ONIXS_HKEX_OMDC_API void toStr(std::string&, const Entry&);
100
102 inline std::string toStr(const Entry& msg)
103 {
104 std::string str;
105 toStr(str, msg);
106 return str;
107 }
108}
109}
110}
111}
#define ONIXS_HKEX_OMDC_CONST_OR_CONSTEXPR
Definition Compiler.h:171
#define ONIXS_HKEX_OMDC_NOTHROW
Definition Compiler.h:169
Enumeration::Enum enumeration(MessageSize offset) const noexcept
BinaryMessage() noexcept
Initializes blank instance referencing to nothing.
ONIXS_HKEX_OMDC_API void toStr(std::string &, Side::Enum)
Appends string presentation of object.
UInt16 MessageSize
Aliases message length type.
Definition Defines.h:93
ONIXS_HKEX_OMDC_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
UInt8 priceLevel() const noexcept
Price level.
UInt8 updateAction() const noexcept
Type of market data update action.
Side::Enum side() const noexcept
Side of the order.
static constexpr MessageSize messageSize_
Total message size.
UInt64 aggregateQuantity() const noexcept
Aggregated number of shares.
Entry(const void *data, MessageSize size) noexcept
Initializes instance over given memory block.
UInt32 numberOfOrders() const noexcept
Number of orders.
static void validateSize(MessageSize size)
Check the given size.