OnixS C++ CME MDP Streamlined Market Data Handler 1.2.0
API Documentation
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Serialization.h
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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
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<AggressorSide::Base>(value));
62}
63
64
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<EventTypeIndices::Base>(value));
96}
97
98
101void
103 std::string& str,
104 EntryCode::Enum value);
105
106
108inline std::string toStr(EntryCode::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 EntryCode::Enum value)
123{
124 toStr(
125 str,
126 static_cast<EntryCode::Base>(value));
127}
128
129
132void
134 std::string& str,
136
137
139inline
140std::string
143{
144 std::string str;
145
146 toStr(str, value);
147
148 return str;
149}
150
152inline
153void
155 std::string& str,
157{
158 toStr(
159 str,
160 static_cast<EntryTypeIndices::Base>(value));
161}
162
163
166void
168 std::string& str,
169 UpdateAction::Enum value);
170
171
173inline std::string toStr(UpdateAction::Enum value)
174{
175 std::string str;
176
177 toStr(str, value);
178
179 return str;
180}
181
183inline
184void
186 std::string& str,
187 UpdateAction::Enum value)
188{
189 toStr(
190 str,
191 static_cast<UpdateAction::Base>(value));
192}
193
194
197void
199 std::string& str,
201
202
204inline
205std::string
208{
209 std::string str;
210
211 toStr(str, value);
212
213 return str;
214}
215
217inline
218void
220 std::string& str,
222{
223 toStr(
224 str,
225 static_cast<SecurityUpdateAction::Base>(value));
226}
227
228
231void
233 std::string& str,
235
236
238inline std::string toStr(MatchEventIndicator set)
239{
240 std::string str;
241
242 toStr(str, set);
243
244 return str;
245}
246
248inline
249void
251 std::string& str,
253{
254 toStr(str, set.bits());
255}
256
257
260void
262 std::string& str,
263 SettlPriceType set);
264
265
267inline std::string toStr(SettlPriceType set)
268{
269 std::string str;
270
271 toStr(str, set);
272
273 return str;
274}
275
277inline
278void
280 std::string& str,
281 SettlPriceType set)
282{
283 toStr(str, set.bits());
284}
285
286
289void
291 std::string& str,
292 const Decimal32& obj);
293
294
296inline std::string toStr(const Decimal32& obj)
297{
298 std::string str;
299
300 toStr(str, obj);
301
302 return str;
303}
304
305
308void
310 std::string& str,
311 const Decimal32NULL& obj);
312
313
315inline std::string toStr(const Decimal32NULL& obj)
316{
317 std::string str;
318
319 toStr(str, obj);
320
321 return str;
322}
323
324
327void
329 std::string& str,
330 const Decimal64& obj);
331
332
334inline std::string toStr(const Decimal64& obj)
335{
336 std::string str;
337
338 toStr(str, obj);
339
340 return str;
341}
342
343
346void
348 std::string& str,
349 const MaturityMonthYear& obj);
350
351
353inline
354std::string
356 const MaturityMonthYear& obj)
357{
358 std::string str;
359
360 toStr(str, obj);
361
362 return str;
363}
364
365
368void
370 std::string& str,
371 const PRICENULL9& obj);
372
373
375inline std::string toStr(const PRICENULL9& obj)
376{
377 std::string str;
378
379 toStr(str, obj);
380
381 return str;
382}
383
384
387void
389 std::string& str,
390 const GroupSize& obj);
391
392
394inline std::string toStr(const GroupSize& obj)
395{
396 std::string str;
397
398 toStr(str, obj);
399
400 return str;
401}
402
403
406void
408 std::string& str,
409 const GroupSizeEncoding& obj);
410
411
413inline
414std::string
416 const GroupSizeEncoding& obj)
417{
418 std::string str;
419
420 toStr(str, obj);
421
422 return str;
423}
424
425
428void
430 std::string& str,
431 const MessageHeader& obj);
432
433
435inline std::string toStr(const MessageHeader& obj)
436{
437 std::string str;
438
439 toStr(str, obj);
440
441 return str;
442}
443
444
447void
449 std::string& str,
450 const AdminHeartbeat312& obj);
451
452
454inline
455std::string
457 const AdminHeartbeat312& obj)
458{
459 std::string str;
460
461 toStr(str, obj);
462
463 return str;
464}
465
468void
470 std::string& str,
471 const AdminHeartbeat312& obj);
472
473
476void
478 std::string& str,
479 const AdminLogin315& obj);
480
481
483inline std::string toStr(const AdminLogin315& obj)
484{
485 std::string str;
486
487 toStr(str, obj);
488
489 return str;
490}
491
494void
496 std::string& str,
497 const AdminLogin315& obj);
498
499
502void
504 std::string& str,
505 const AdminLogout316& obj);
506
507
509inline
510std::string
512 const AdminLogout316& obj)
513{
514 std::string str;
515
516 toStr(str, obj);
517
518 return str;
519}
520
523void
525 std::string& str,
526 const AdminLogout316& obj);
527
528
531void
533 std::string& str,
535
536
538inline
539std::string
542{
543 std::string str;
544
545 toStr(str, obj);
546
547 return str;
548}
549
552void
554 std::string& str,
556
557
560void
562 std::string& str,
563 const NewsIndices339& obj);
564
565
567inline
568std::string
570 const NewsIndices339& obj)
571{
572 std::string str;
573
574 toStr(str, obj);
575
576 return str;
577}
578
581void
583 std::string& str,
584 const NewsIndices339& obj);
585
586
589void
591 std::string& str,
593
594
596inline
597std::string
600{
601 std::string str;
602
603 toStr(str, obj);
604
605 return str;
606}
607
610void
612 std::string& str,
614
615
618void
620 std::string& str,
621 const QuoteRequest345& obj);
622
623
625inline
626std::string
628 const QuoteRequest345& obj)
629{
630 std::string str;
631
632 toStr(str, obj);
633
634 return str;
635}
636
639void
641 std::string& str,
642 const QuoteRequest345& obj);
643
644
647void
649 std::string& str,
651
652
654inline
655std::string
658{
659 std::string str;
660
661 toStr(str, obj);
662
663 return str;
664}
665
668void
670 std::string& str,
672
673
676void
678 std::string& str,
680
681
683inline
684std::string
687{
688 std::string str;
689
690 toStr(str, obj);
691
692 return str;
693}
694
697void
699 std::string& str,
701
702
705void
707 std::string& str,
709
710
712inline
713std::string
716{
717 std::string str;
718
719 toStr(str, obj);
720
721 return str;
722}
723
726void
728 std::string& str,
730
731
734void
736 std::string& str,
737 const IncrementalRefreshEris351& obj);
738
739
741inline
742std::string
744 const IncrementalRefreshEris351& obj)
745{
746 std::string str;
747
748 toStr(str, obj);
749
750 return str;
751}
752
755void
757 std::string& str,
758 const IncrementalRefreshEris351& obj);
759
760
763void
765 std::string& str,
766 const IncrementalRefreshEris353& obj);
767
768
770inline
771std::string
773 const IncrementalRefreshEris353& obj)
774{
775 std::string str;
776
777 toStr(str, obj);
778
779 return str;
780}
781
784void
786 std::string& str,
787 const IncrementalRefreshEris353& obj);
788
789
792void
794 std::string& str,
795 const IncrementalRefreshOTC356& obj);
796
797
799inline
800std::string
802 const IncrementalRefreshOTC356& obj)
803{
804 std::string str;
805
806 toStr(str, obj);
807
808 return str;
809}
810
813void
815 std::string& str,
816 const IncrementalRefreshOTC356& obj);
817
818
821void
823 std::string& str,
824 const InstrumentDefinitionEris363& obj);
825
826
828inline
829std::string
832{
833 std::string str;
834
835 toStr(str, obj);
836
837 return str;
838}
839
842void
844 std::string& str,
845 const InstrumentDefinitionEris363& obj);
846
847
850void
852 std::string& str,
854
855
857inline
858std::string
861{
862 std::string str;
863
864 toStr(str, obj);
865
866 return str;
867}
868
871void
873 std::string& str,
875
876
879void
881 std::string& str,
882 const IncrementalRefreshOTC366& obj);
883
884
886inline
887std::string
889 const IncrementalRefreshOTC366& obj)
890{
891 std::string str;
892
893 toStr(str, obj);
894
895 return str;
896}
897
900void
902 std::string& str,
903 const IncrementalRefreshOTC366& obj);
904
905
#define ONIXS_CMESTREAMLINEDMDH_NAMESPACE_BEGIN
Definition Bootstrap.h:169
#define ONIXS_CMESTREAMLINEDMDH_NAMESPACE_END
Definition Bootstrap.h:173
#define ONIXS_CMESTREAMLINEDMDH_EXPORTED
Definition Compiler.h:160
Repeating group dimensions.
Definition Composites.h:367
Bits bits() const
Returns elements as they packed in the set.
Definition Fields.h:395
Template ID and length of message root.
Definition Composites.h:455
Bits bits() const
Returns elements as they packed in the set.
Definition Fields.h:448
FixedPointDecimal< Int64, Int8 > Decimal64
Floating-point decimal.
Definition Composites.h:121
FixedPointDecimal< Int32, Int8 > Decimal32NULL
Optional floating point decimal with int32 mantissa and int8 exponent.
Definition Composites.h:79
FixedPointDecimal< Int32, IntegralConstant< Int8, -4 > > Decimal32
Fixed point decimal with int32 mantissa and constant -4 exponent.
Definition Composites.h:37
FixedPointDecimal< Int64, IntegralConstant< Int8, -9 > > PRICENULL9
Optional Price with constant exponent -9.
Definition Composites.h:328
void toFix(std::string &str, AggressorSide::Enum value)
Serializes object into FIX presentation.
void toStr(std::string &str, const Decimal &number)
Definition Decimal.h:502
MDIncrementalRefreshErisReferenceDataAndDailyStatistics.
Definition Messages.h:194