EndOfDaySummary.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/CboeCFE/MarketData/Pitch/ABI.h>
#include <OnixS/CboeCFE/MarketData/Pitch/Defines.h>
#include <OnixS/CboeCFE/MarketData/Pitch/Enumerations.h>
#include <OnixS/CboeCFE/MarketData/Pitch/BinaryMessage.h>


namespace OnixS {
namespace CboeCFE {
namespace MarketData {
namespace Pitch {

    /// The End of Day Summary is sent out right before the close of a symbol.
    struct EndOfDaySummaryMsg : public BinaryMessage
    {
        /// Nanosecond offset from last unit timestamp.
        Binary4 timeOffset() const
        ONIXS_BATS_PITCH_NOTHROW
        {
            return ordinary<Binary4>(2);
        }

        /// Symbol right padded with spaces.
        StrRef symbol() const
        ONIXS_BATS_PITCH_NOTHROW
        {
            return fixedStr<6>(6);
        }

        /// Trade Date for the settlement.
        BinaryDate tradeDate() const
        ONIXS_BATS_PITCH_NOTHROW
        {
            return ordinary<BinaryDate>(12);
        }

        /// Prior Trade Date Open Interest for this symbol.
        Binary4 openInterest() const
        ONIXS_BATS_PITCH_NOTHROW
        {
            return ordinary<Binary4>(16);
        }

        /// Highest Price for the day (valid only if Total Volume more than 0).
        BinaryPrice highPrice() const
        ONIXS_BATS_PITCH_NOTHROW
        {
            return ordinary<BinaryPrice>(20);
        }

        /// Lowest Price for the day (valid only if Total Volume more than 0).
        BinaryPrice lowPrice() const
        ONIXS_BATS_PITCH_NOTHROW
        {
            return ordinary<BinaryPrice>(28);
        }

        /// Opening Price for the day (valid only if Total Volume more than 0).
        BinaryPrice openPrice() const
        ONIXS_BATS_PITCH_NOTHROW
        {
            return ordinary<BinaryPrice>(36);
        }

        /// Closing Price for the day (valid only if Total Volume more than 0).
        BinaryPrice closePrice() const
        ONIXS_BATS_PITCH_NOTHROW
        {
            return ordinary<BinaryPrice>(44);
        }

        /// Total number of contracts traded for the day, including block and ECRP trades.
        Binary4 totalVolume() const
        ONIXS_BATS_PITCH_NOTHROW
        {
            return ordinary<Binary4>(52);
        }

        /// Total number of block contracts traded for the day.
        Binary4 blockVolume() const
        ONIXS_BATS_PITCH_NOTHROW
        {
            return ordinary<Binary4>(56);
        }

        /// Total number of contracts traded for the day.
        Binary4 eCRPVolume() const
        ONIXS_BATS_PITCH_NOTHROW
        {
            return ordinary<Binary4>(60);
        }

        /// Flags.
        Binary1 summaryFlags() const
        ONIXS_BATS_PITCH_NOTHROW
        {
            return ordinary<Binary1>(64);
        }

        /// Total message size.
        static ONIXS_BATS_PITCH_CONST_OR_CONSTEXPR MessageSize messageSize_ = 65;

        /// Check the given size.
        static void validateSize(MessageSize size)
        {
            if (ONIXS_BATS_PITCH_CHECK_EXPECT((size < messageSize_), false))
                throwIncorrectSize("EndOfDaySummary", size, messageSize_);
        }

        /// Initializes instance over given memory block.
        EndOfDaySummaryMsg(const void* data, MessageSize size)
        ONIXS_BATS_PITCH_NOTHROW
            : BinaryMessage(data, size)
        {
        }
    };

    /// Serializes object into string.
    ONIXS_CBOECFE_PITCH_API void toStr(std::string&, const EndOfDaySummaryMsg&);

    /// Serializes object into string.
    inline std::string toStr(const EndOfDaySummaryMsg& msg)
    {
        std::string str;
        toStr(str, msg);
        return str;
    }

}
}
}
}