OnixS C++ CME MDP Conflated UDP Handler 1.1.2
API documentation
Loading...
Searching...
No Matches
Serialization.h
Go to the documentation of this file.
1// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2//
3// This software owned by Onix Solutions Limited [OnixS] and is
4// protected by copyright law and international copyright treaties.
5//
6// Access to and use of the software is governed by the terms of the applicable
7// OnixS Software Services Agreement (the Agreement) and Customer end user license
8// agreements granting a non-assignable, non-transferable and non-exclusive license
9// to use the software for it's own data processing purposes under the terms defined
10// in the Agreement.
11//
12// Except as otherwise granted within the terms of the Agreement, copying or
13// reproduction of any part of this source code or associated reference material
14// to any other location for further reproduction or redistribution, and any
15// amendments to this copyright notice, are expressly prohibited.
16//
17// Any reproduction or redistribution for sale or hiring of the Software not in
18// accordance with the terms of the Agreement is a violation of copyright law.
19//
20
21#pragma once
22
23#include <string>
24
26
28
29// Market Data Serialization.
30
32ONIXS_CONFLATEDUDP_EXPORTED
33void
35 std::string& str,
37
38
40inline
41std::string
44{
45 std::string str;
46
47 toStr(str, value);
48
49 return str;
50}
51
53inline
54void
56 std::string& str,
58{
59 toStr(
60 str,
61 static_cast<AggressorFlag::Base>(value));
62}
63
64
66ONIXS_CONFLATEDUDP_EXPORTED
67void
69 std::string& str,
71
72
74inline
75std::string
78{
79 std::string str;
80
81 toStr(str, value);
82
83 return str;
84}
85
87inline
88void
90 std::string& str,
92{
93 toStr(
94 str,
95 static_cast<AggressorSide::Base>(value));
96}
97
98
100ONIXS_CONFLATEDUDP_EXPORTED
101void
103 std::string& str,
104 EventType::Enum value);
105
106
108inline std::string toStr(EventType::Enum value)
109{
110 std::string str;
111
112 toStr(str, value);
113
114 return str;
115}
116
118inline
119void
121 std::string& str,
122 EventType::Enum value)
123{
124 toStr(
125 str,
126 static_cast<EventType::Base>(value));
127}
128
129
131ONIXS_CONFLATEDUDP_EXPORTED
132void
134 std::string& str,
135 HaltReason::Enum value);
136
137
139inline std::string toStr(HaltReason::Enum value)
140{
141 std::string str;
142
143 toStr(str, value);
144
145 return str;
146}
147
149inline
150void
152 std::string& str,
153 HaltReason::Enum value)
154{
155 toStr(
156 str,
157 static_cast<HaltReason::Base>(value));
158}
159
160
162ONIXS_CONFLATEDUDP_EXPORTED
163void
165 std::string& str,
166 LegSide::Enum value);
167
168
170inline std::string toStr(LegSide::Enum value)
171{
172 std::string str;
173
174 toStr(str, value);
175
176 return str;
177}
178
180inline
181void
183 std::string& str,
184 LegSide::Enum value)
185{
186 toStr(
187 str,
188 static_cast<LegSide::Base>(value));
189}
190
191
193ONIXS_CONFLATEDUDP_EXPORTED
194void
196 std::string& str,
197 EntryType::Enum value);
198
199
201inline std::string toStr(EntryType::Enum value)
202{
203 std::string str;
204
205 toStr(str, value);
206
207 return str;
208}
209
211inline
212void
214 std::string& str,
215 EntryType::Enum value)
216{
217 toStr(
218 str,
219 static_cast<EntryType::Base>(value));
220}
221
222
224ONIXS_CONFLATEDUDP_EXPORTED
225void
227 std::string& str,
228 EntryTypeBook::Enum value);
229
230
232inline
233std::string
236{
237 std::string str;
238
239 toStr(str, value);
240
241 return str;
242}
243
245inline
246void
248 std::string& str,
250{
251 toStr(
252 str,
253 static_cast<EntryTypeBook::Base>(value));
254}
255
256
258ONIXS_CONFLATEDUDP_EXPORTED
259void
261 std::string& str,
263
264
266inline
267std::string
270{
271 std::string str;
272
273 toStr(str, value);
274
275 return str;
276}
277
279inline
280void
282 std::string& str,
284{
285 toStr(
286 str,
287 static_cast<EntryTypeDailyStatistics::Base>(value));
288}
289
290
292ONIXS_CONFLATEDUDP_EXPORTED
293void
295 std::string& str,
297
298
300inline
301std::string
304{
305 std::string str;
306
307 toStr(str, value);
308
309 return str;
310}
311
313inline
314void
316 std::string& str,
318{
319 toStr(
320 str,
321 static_cast<EntryTypeStatistics::Base>(value));
322}
323
324
326ONIXS_CONFLATEDUDP_EXPORTED
327void
329 std::string& str,
330 UpdateAction::Enum value);
331
332
334inline std::string toStr(UpdateAction::Enum value)
335{
336 std::string str;
337
338 toStr(str, value);
339
340 return str;
341}
342
344inline
345void
347 std::string& str,
348 UpdateAction::Enum value)
349{
350 toStr(
351 str,
352 static_cast<UpdateAction::Base>(value));
353}
354
355
357ONIXS_CONFLATEDUDP_EXPORTED
358void
360 std::string& str,
361 MoneyOrPar::Enum value);
362
363
365inline std::string toStr(MoneyOrPar::Enum value)
366{
367 std::string str;
368
369 toStr(str, value);
370
371 return str;
372}
373
375inline
376void
378 std::string& str,
379 MoneyOrPar::Enum value)
380{
381 toStr(
382 str,
383 static_cast<MoneyOrPar::Base>(value));
384}
385
386
388ONIXS_CONFLATEDUDP_EXPORTED
389void
391 std::string& str,
393
394
396inline
397std::string
400{
401 std::string str;
402
403 toStr(str, value);
404
405 return str;
406}
407
409inline
410void
412 std::string& str,
414{
415 toStr(
416 str,
417 static_cast<OpenCloseSettlFlag::Base>(value));
418}
419
420
422ONIXS_CONFLATEDUDP_EXPORTED
423void
425 std::string& str,
427
428
430inline
431std::string
434{
435 std::string str;
436
437 toStr(str, value);
438
439 return str;
440}
441
443inline
444void
446 std::string& str,
448{
449 toStr(
450 str,
451 static_cast<OrderUpdateAction::Base>(value));
452}
453
454
456ONIXS_CONFLATEDUDP_EXPORTED
457void
459 std::string& str,
460 PriceSource::Enum value);
461
462
464inline std::string toStr(PriceSource::Enum value)
465{
466 std::string str;
467
468 toStr(str, value);
469
470 return str;
471}
472
474inline
475void
477 std::string& str,
478 PriceSource::Enum value)
479{
480 toStr(
481 str,
482 static_cast<PriceSource::Base>(value));
483}
484
485
487ONIXS_CONFLATEDUDP_EXPORTED
488void
490 std::string& str,
491 PutOrCall::Enum value);
492
493
495inline std::string toStr(PutOrCall::Enum value)
496{
497 std::string str;
498
499 toStr(str, value);
500
501 return str;
502}
503
505inline
506void
508 std::string& str,
509 PutOrCall::Enum value)
510{
511 toStr(
512 str,
513 static_cast<PutOrCall::Base>(value));
514}
515
516
518ONIXS_CONFLATEDUDP_EXPORTED
519void
521 std::string& str,
522 RepoSubType::Enum value);
523
524
526inline std::string toStr(RepoSubType::Enum value)
527{
528 std::string str;
529
530 toStr(str, value);
531
532 return str;
533}
534
536inline
537void
539 std::string& str,
540 RepoSubType::Enum value)
541{
542 toStr(
543 str,
544 static_cast<RepoSubType::Base>(value));
545}
546
547
549ONIXS_CONFLATEDUDP_EXPORTED
550void
552 std::string& str,
554
555
557inline
558std::string
561{
562 std::string str;
563
564 toStr(str, value);
565
566 return str;
567}
568
570inline
571void
573 std::string& str,
575{
576 toStr(
577 str,
578 static_cast<SecurityAltIDSource::Base>(value));
579}
580
581
583ONIXS_CONFLATEDUDP_EXPORTED
584void
586 std::string& str,
588
589
591inline
592std::string
595{
596 std::string str;
597
598 toStr(str, value);
599
600 return str;
601}
602
604inline
605void
607 std::string& str,
609{
610 toStr(
611 str,
612 static_cast<SecurityTradingEvent::Base>(value));
613}
614
615
617ONIXS_CONFLATEDUDP_EXPORTED
618void
620 std::string& str,
622
623
625inline
626std::string
629{
630 std::string str;
631
632 toStr(str, value);
633
634 return str;
635}
636
638inline
639void
641 std::string& str,
643{
644 toStr(
645 str,
646 static_cast<SecurityTradingStatus::Base>(value));
647}
648
649
651ONIXS_CONFLATEDUDP_EXPORTED
652void
654 std::string& str,
656
657
659inline
660std::string
663{
664 std::string str;
665
666 toStr(str, value);
667
668 return str;
669}
670
672inline
673void
675 std::string& str,
677{
678 toStr(
679 str,
680 static_cast<SecurityUpdateAction::Base>(value));
681}
682
683
685ONIXS_CONFLATEDUDP_EXPORTED
686void
688 std::string& str,
689 Side::Enum value);
690
691
693inline std::string toStr(Side::Enum value)
694{
695 std::string str;
696
697 toStr(str, value);
698
699 return str;
700}
701
703inline
704void
706 std::string& str,
707 Side::Enum value)
708{
709 toStr(
710 str,
711 static_cast<Side::Base>(value));
712}
713
714
716ONIXS_CONFLATEDUDP_EXPORTED
717void
719 std::string& str,
721
722
724inline
725std::string
728{
729 std::string str;
730
731 toStr(str, value);
732
733 return str;
734}
735
737inline
738void
740 std::string& str,
742{
743 toStr(
744 str,
745 static_cast<WorkupTradingStatus::Base>(value));
746}
747
748
750ONIXS_CONFLATEDUDP_EXPORTED
751void
753 std::string& str,
754 InstAttribValue set);
755
756
758inline std::string toStr(InstAttribValue set)
759{
760 std::string str;
761
762 toStr(str, set);
763
764 return str;
765}
766
768inline
769void
771 std::string& str,
772 InstAttribValue set)
773{
774 toStr(str, set.bits());
775}
776
777
779ONIXS_CONFLATEDUDP_EXPORTED
780void
782 std::string& str,
784
785
787inline std::string toStr(MatchEventIndicator set)
788{
789 std::string str;
790
791 toStr(str, set);
792
793 return str;
794}
795
797inline
798void
800 std::string& str,
802{
803 toStr(str, set.bits());
804}
805
806
808ONIXS_CONFLATEDUDP_EXPORTED
809void
811 std::string& str,
812 SettlPriceType set);
813
814
816inline std::string toStr(SettlPriceType set)
817{
818 std::string str;
819
820 toStr(str, set);
821
822 return str;
823}
824
826inline
827void
829 std::string& str,
830 SettlPriceType set)
831{
832 toStr(str, set.bits());
833}
834
835
837ONIXS_CONFLATEDUDP_EXPORTED
838void
840 std::string& str,
841 const MaturityMonthYear& obj);
842
843
845inline
846std::string
848 const MaturityMonthYear& obj)
849{
850 std::string str;
851
852 toStr(str, obj);
853
854 return str;
855}
856
857
859ONIXS_CONFLATEDUDP_EXPORTED
860void
862 std::string& str,
863 const GroupSize& obj);
864
865
867inline std::string toStr(const GroupSize& obj)
868{
869 std::string str;
870
871 toStr(str, obj);
872
873 return str;
874}
875
876
878ONIXS_CONFLATEDUDP_EXPORTED
879void
881 std::string& str,
882 const GroupSize8Byte& obj);
883
884
886inline
887std::string
889 const GroupSize8Byte& obj)
890{
891 std::string str;
892
893 toStr(str, obj);
894
895 return str;
896}
897
898
900ONIXS_CONFLATEDUDP_EXPORTED
901void
903 std::string& str,
904 const GroupSizeEncoding& obj);
905
906
908inline
909std::string
911 const GroupSizeEncoding& obj)
912{
913 std::string str;
914
915 toStr(str, obj);
916
917 return str;
918}
919
920
922ONIXS_CONFLATEDUDP_EXPORTED
923void
925 std::string& str,
926 const MessageHeader& obj);
927
928
930inline std::string toStr(const MessageHeader& obj)
931{
932 std::string str;
933
934 toStr(str, obj);
935
936 return str;
937}
938
939
941ONIXS_CONFLATEDUDP_EXPORTED
942void
944 std::string& str,
945 const AdminLogin408& obj);
946
947
949inline std::string toStr(const AdminLogin408& obj)
950{
951 std::string str;
952
953 toStr(str, obj);
954
955 return str;
956}
957
959ONIXS_CONFLATEDUDP_EXPORTED
960void
962 std::string& str,
963 const AdminLogin408& obj);
964
965
967ONIXS_CONFLATEDUDP_EXPORTED
968void
970 std::string& str,
971 const AdminLogout409& obj);
972
973
975inline
976std::string
978 const AdminLogout409& obj)
979{
980 std::string str;
981
982 toStr(str, obj);
983
984 return str;
985}
986
988ONIXS_CONFLATEDUDP_EXPORTED
989void
991 std::string& str,
992 const AdminLogout409& obj);
993
994
996ONIXS_CONFLATEDUDP_EXPORTED
997void
999 std::string& str,
1000 const AdminHeartbeat410& obj);
1001
1002
1004inline
1005std::string
1007 const AdminHeartbeat410& obj)
1008{
1009 std::string str;
1010
1011 toStr(str, obj);
1012
1013 return str;
1014}
1015
1017ONIXS_CONFLATEDUDP_EXPORTED
1018void
1020 std::string& str,
1021 const AdminHeartbeat410& obj);
1022
1023
1025ONIXS_CONFLATEDUDP_EXPORTED
1026void
1028 std::string& str,
1029 const InstrumentDefinitionFX63& obj);
1030
1031
1033inline
1034std::string
1036 const InstrumentDefinitionFX63& obj)
1037{
1038 std::string str;
1039
1040 toStr(str, obj);
1041
1042 return str;
1043}
1044
1046ONIXS_CONFLATEDUDP_EXPORTED
1047void
1049 std::string& str,
1050 const InstrumentDefinitionFX63& obj);
1051
1052
1054ONIXS_CONFLATEDUDP_EXPORTED
1055void
1057 std::string& str,
1059
1060
1062inline
1063std::string
1066{
1067 std::string str;
1068
1069 toStr(str, obj);
1070
1071 return str;
1072}
1073
1075ONIXS_CONFLATEDUDP_EXPORTED
1076void
1078 std::string& str,
1080
1081
1083ONIXS_CONFLATEDUDP_EXPORTED
1084void
1086 std::string& str,
1088
1089
1091inline
1092std::string
1095{
1096 std::string str;
1097
1098 toStr(str, obj);
1099
1100 return str;
1101}
1102
1104ONIXS_CONFLATEDUDP_EXPORTED
1105void
1107 std::string& str,
1109
1110
1112ONIXS_CONFLATEDUDP_EXPORTED
1113void
1115 std::string& str,
1116 const SnapshotFullRefreshLongQty69& obj);
1117
1118
1120inline
1121std::string
1124{
1125 std::string str;
1126
1127 toStr(str, obj);
1128
1129 return str;
1130}
1131
1133ONIXS_CONFLATEDUDP_EXPORTED
1134void
1136 std::string& str,
1137 const SnapshotFullRefreshLongQty69& obj);
1138
1139
1141ONIXS_CONFLATEDUDP_EXPORTED
1142void
1144 std::string& str,
1145 const ChannelReset4& obj);
1146
1147
1149inline std::string toStr(const ChannelReset4& obj)
1150{
1151 std::string str;
1152
1153 toStr(str, obj);
1154
1155 return str;
1156}
1157
1159ONIXS_CONFLATEDUDP_EXPORTED
1160void
1162 std::string& str,
1163 const ChannelReset4& obj);
1164
1165
1167ONIXS_CONFLATEDUDP_EXPORTED
1168void
1170 std::string& str,
1171 const AdminHeartbeat12& obj);
1172
1173
1175inline
1176std::string
1178 const AdminHeartbeat12& obj)
1179{
1180 std::string str;
1181
1182 toStr(str, obj);
1183
1184 return str;
1185}
1186
1188ONIXS_CONFLATEDUDP_EXPORTED
1189void
1191 std::string& str,
1192 const AdminHeartbeat12& obj);
1193
1194
1196ONIXS_CONFLATEDUDP_EXPORTED
1197void
1199 std::string& str,
1200 const AdminLogin15& obj);
1201
1202
1204inline std::string toStr(const AdminLogin15& obj)
1205{
1206 std::string str;
1207
1208 toStr(str, obj);
1209
1210 return str;
1211}
1212
1214ONIXS_CONFLATEDUDP_EXPORTED
1215void
1217 std::string& str,
1218 const AdminLogin15& obj);
1219
1220
1222ONIXS_CONFLATEDUDP_EXPORTED
1223void
1225 std::string& str,
1226 const AdminLogout16& obj);
1227
1228
1230inline std::string toStr(const AdminLogout16& obj)
1231{
1232 std::string str;
1233
1234 toStr(str, obj);
1235
1236 return str;
1237}
1238
1240ONIXS_CONFLATEDUDP_EXPORTED
1241void
1243 std::string& str,
1244 const AdminLogout16& obj);
1245
1246
1248ONIXS_CONFLATEDUDP_EXPORTED
1249void
1251 std::string& str,
1252 const SecurityStatus30& obj);
1253
1254
1256inline
1257std::string
1259 const SecurityStatus30& obj)
1260{
1261 std::string str;
1262
1263 toStr(str, obj);
1264
1265 return str;
1266}
1267
1269ONIXS_CONFLATEDUDP_EXPORTED
1270void
1272 std::string& str,
1273 const SecurityStatus30& obj);
1274
1275
1277ONIXS_CONFLATEDUDP_EXPORTED
1278void
1280 std::string& str,
1282
1283
1285inline
1286std::string
1289{
1290 std::string str;
1291
1292 toStr(str, obj);
1293
1294 return str;
1295}
1296
1298ONIXS_CONFLATEDUDP_EXPORTED
1299void
1301 std::string& str,
1303
1304
#define ONIXS_CONFLATEDUDP_NAMESPACE_END
Definition Bootstrap.h:157
#define ONIXS_CONFLATEDUDP_NAMESPACE_BEGIN
Definition Bootstrap.h:153
Bits bits() const
Returns elements as they packed in the set.
Definition Fields.h:977
Bits bits() const
Returns elements as they packed in the set.
Definition Fields.h:1048
Template ID and length of message root.
Definition Composites.h:426
Bits bits() const
Returns elements as they packed in the set.
Definition Fields.h:1107
void toFix(std::string &str, AggressorFlag::Enum value)
Serializes object into FIX presentation.
ONIXS_CONFLATEDUDP_EXPORTED void toStr(std::string &, BookState::Enum)
Serializes book state value into a string.