OnixS C++ HKEX OMD-C Handler 1.0.0
API documentation
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Statistics.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
29
30namespace OnixS {
31namespace HKEX {
32namespace MarketData {
33namespace Omdc {
34
37 {
39 UInt16 msgSize() const
41 {
42 return ordinary<UInt16>(0);
43 }
44
46 UInt16 msgType() const
48 {
49 return ordinary<UInt16>(2);
50 }
51
53 UInt32 securityCode() const
55 {
56 return ordinary<UInt32>(4);
57 }
58
60 UInt64 sharesTraded() const
62 {
63 return ordinary<UInt64>(8);
64 }
65
67 Int64 turnover() const
69 {
70 return ordinary<Int64>(16);
71 }
72
74 Int32 highPrice() const
76 {
77 return ordinary<Int32>(24);
78 }
79
81 Int32 lowPrice() const
83 {
84 return ordinary<Int32>(28);
85 }
86
88 Int32 lastPrice() const
90 {
91 return ordinary<Int32>(32);
92 }
93
95 Int32 vWAP() const
97 {
98 return ordinary<Int32>(36);
99 }
100
104 {
105 return ordinary<UInt32>(40);
106 }
107
109 Int64 shortSellTurnover() const
111 {
112 return ordinary<Int64>(44);
113 }
114
117
119 static void validateSize(MessageSize size)
120 {
121 if ONIXS_HKEX_OMDC_UNLIKELY(size < messageSize_)
122 throwIncorrectSize("Statistics", size, messageSize_);
123 }
124
126 StatisticsMsg(const void* data, MessageSize size)
128 : BinaryMessage(data, size)
129 {
130 }
131 };
132
134 ONIXS_HKEX_OMDC_API void toStr(std::string&, const StatisticsMsg&);
135
137 inline std::string toStr(const StatisticsMsg& msg)
138 {
139 std::string str;
140 toStr(str, msg);
141 return str;
142 }
143
144}
145}
146}
147}
#define ONIXS_HKEX_OMDC_CONST_OR_CONSTEXPR
Definition Compiler.h:171
#define ONIXS_HKEX_OMDC_NOTHROW
Definition Compiler.h:169
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)
StatisticsMsg(const void *data, MessageSize size) noexcept
Initializes instance over given memory block.
Definition Statistics.h:126
UInt32 securityCode() const noexcept
Uniquely identifies a security available for trading.
Definition Statistics.h:53
Int32 lowPrice() const noexcept
Lowest trade price currently performed for a security.
Definition Statistics.h:81
UInt16 msgSize() const noexcept
Size of the message.
Definition Statistics.h:39
Int64 turnover() const noexcept
Current turnover.
Definition Statistics.h:67
UInt16 msgType() const noexcept
Type of message.
Definition Statistics.h:46
UInt64 sharesTraded() const noexcept
Number of shares traded for a security.
Definition Statistics.h:60
Int32 lastPrice() const noexcept
Last trade price for a security.
Definition Statistics.h:88
static constexpr MessageSize messageSize_
Total message size.
Definition Statistics.h:116
Int64 shortSellTurnover() const noexcept
Current short-sell turnover for a security.
Definition Statistics.h:109
Int32 highPrice() const noexcept
Highest trade price currently performed for a security.
Definition Statistics.h:74
static void validateSize(MessageSize size)
Check the given size.
Definition Statistics.h:119
UInt32 shortSellSharesTraded() const noexcept
Number of short-sell shares traded for a security.
Definition Statistics.h:102
Int32 vWAP() const noexcept
Volume-Weighted Average Price.
Definition Statistics.h:95