OnixS C++ HKEX OMD-C Handler 1.0.0
API documentation
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TradeTicker.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
61 UInt32 tickerID() const
63 {
64 return ordinary<UInt32>(8);
65 }
66
68 Int32 price() const
70 {
71 return ordinary<Int32>(12);
72 }
73
75 UInt64 aggregateQuantity() const
77 {
78 return ordinary<UInt64>(16);
79 }
80
82 UInt64 tradeTime() const
84 {
85 return ordinary<UInt64>(24);
86 }
87
89 Int16 trdType() const
91 {
92 return ordinary<Int16>(32);
93 }
94
98 {
99 return fixedStr<1>(34);
100 }
101
104
106 static void validateSize(MessageSize size)
107 {
108 if ONIXS_HKEX_OMDC_UNLIKELY(size < messageSize_)
109 throwIncorrectSize("TradeTicker", size, messageSize_);
110 }
111
113 TradeTickerMsg(const void* data, MessageSize size)
115 : BinaryMessage(data, size)
116 {
117 }
118 };
119
121 ONIXS_HKEX_OMDC_API void toStr(std::string&, const TradeTickerMsg&);
122
124 inline std::string toStr(const TradeTickerMsg& msg)
125 {
126 std::string str;
127 toStr(str, msg);
128 return str;
129 }
130
131}
132}
133}
134}
#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.
Provides efficient way of accessing text-based FIX field values.
Definition String.h:46
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)
UInt32 tickerID() const noexcept
Unique identifier per security for each trade ticker generated within the trading system.
Definition TradeTicker.h:61
UInt64 tradeTime() const noexcept
Time of trade.
Definition TradeTicker.h:82
Int16 trdType() const noexcept
Public trade type.
Definition TradeTicker.h:89
UInt32 securityCode() const noexcept
Uniquely identifies a security available for trading.
Definition TradeTicker.h:53
UInt16 msgSize() const noexcept
Size of the message.
Definition TradeTicker.h:39
UInt16 msgType() const noexcept
Type of message.
Definition TradeTicker.h:46
static constexpr MessageSize messageSize_
Total message size.
UInt64 aggregateQuantity() const noexcept
Aggregated number of shares.
Definition TradeTicker.h:75
TradeTickerMsg(const void *data, MessageSize size) noexcept
Initializes instance over given memory block.
static void validateSize(MessageSize size)
Check the given size.
StrRef trdCancelFlag() const noexcept
Indicates that a trade covered in the original Trade Ticker has been cancelled.
Definition TradeTicker.h:96