OrderImbalance.h

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/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/
 
#pragma once
 
#include <vector>
 
#include <OnixS/HKEX/MarketData/Omdc/ABI.h>
#include <OnixS/HKEX/MarketData/Omdc/Defines.h>
#include <OnixS/HKEX/MarketData/Omdc/Enumerations.h>
#include <OnixS/HKEX/MarketData/Omdc/BinaryMessage.h>
 
 
namespace OnixS {
namespace HKEX {
namespace MarketData {
namespace Omdc {

    struct OrderImbalanceMsg : public BinaryMessage
    {
        UInt16 msgSize() const
        ONIXS_HKEX_OMDC_NOTHROW
        {
            return ordinary<UInt16>(0);
        }

        UInt16 msgType() const
        ONIXS_HKEX_OMDC_NOTHROW
        {
            return ordinary<UInt16>(2);
        }

        UInt32 securityCode() const
        ONIXS_HKEX_OMDC_NOTHROW
        {
            return ordinary<UInt32>(4);
        }

        StrRef orderImbalanceDirection() const
        ONIXS_HKEX_OMDC_NOTHROW
        {
            return fixedStr<1>(8);
        }

        UInt64 orderImbalanceQuantity() const
        ONIXS_HKEX_OMDC_NOTHROW
        {
            return ordinary<UInt64>(10);
        }

        static ONIXS_HKEX_OMDC_CONST_OR_CONSTEXPR MessageSize messageSize_ = 18;

        static void validateSize(MessageSize size)
        {
            if ONIXS_HKEX_OMDC_UNLIKELY(size < messageSize_)
                throwIncorrectSize("OrderImbalance", size, messageSize_);
        }

        OrderImbalanceMsg(const void* data, MessageSize size)
        ONIXS_HKEX_OMDC_NOTHROW
            : BinaryMessage(data, size)
        {
        }
    };

    ONIXS_HKEX_OMDC_API void toStr(std::string&, const OrderImbalanceMsg&);

    inline std::string toStr(const OrderImbalanceMsg& msg)
    {
        std::string str;
        toStr(str, msg);
        return str;
    }
 
}
}
}
}