FuturesVarianceSymbolMapping.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 {

    /// Included in a spin response
    struct FuturesVarianceSymbolMappingMsg : public BinaryMessage
    {
        /// Nanosecond offset from last unit timestamp.
        Binary4 timeOffset() const
        ONIXS_BATS_PITCH_NOTHROW
        {
            return ordinary<Binary4>(2);
        }

        /// Unit timestamp expressed as number of whole seconds since the Epoch (Midnight, January 1, 1970 UTC).
        Binary4 unitTimestamp() const
        ONIXS_BATS_PITCH_NOTHROW
        {
            return ordinary<Binary4>(6);
        }

        /// Six character, base 62 symbol.
        StrRef feedSymbol() const
        ONIXS_BATS_PITCH_NOTHROW
        {
            return fixedStr<6>(10);
        }

        /// Twelve character textual definition of the symbol.
        StrRef futuresSymbol() const
        ONIXS_BATS_PITCH_NOTHROW
        {
            return fixedStr<12>(16);
        }

        /// Accrued day variance
        SignedBinary8 accruedDayVariance() const
        ONIXS_BATS_PITCH_NOTHROW
        {
            return ordinary<SignedBinary8>(28);
        }

        /// Number of SnP 500 Index returns
        Binary2 numFinalReturns() const
        ONIXS_BATS_PITCH_NOTHROW
        {
            return ordinary<Binary2>(36);
        }

        /// Number of SnP 500 Index returns
        Binary2 numElapsedReturns() const
        ONIXS_BATS_PITCH_NOTHROW
        {
            return ordinary<Binary2>(38);
        }

        /// Total message size.
        static ONIXS_BATS_PITCH_CONST_OR_CONSTEXPR MessageSize messageSize_ = 40;

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

        /// Initializes instance over given memory block.
        FuturesVarianceSymbolMappingMsg(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 FuturesVarianceSymbolMappingMsg&);

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

}
}
}
}