OnixS C++ CME Streamlined Market Data Handler  1.1.0.5
API documentation
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 
31 /// Serializes object into a string.
32 ONIXS_CMESTREAMLINEDMDH_EXPORTED
33 void
34 toStr(
35  std::string& str,
36  AggressorSide::Enum value);
37 
38 
39 /// Serializes object into a string.
40 inline
41 std::string
43  AggressorSide::Enum value)
44 {
45  std::string str;
46 
47  toStr(str, value);
48 
49  return str;
50 }
51 
52 /// Serializes object into FIX presentation.
53 inline
54 void
56  std::string& str,
57  AggressorSide::Enum value)
58 {
59  toStr(
60  str,
61  static_cast<AggressorSide::Base>(value));
62 }
63 
64 
65 /// Serializes object into a string.
66 ONIXS_CMESTREAMLINEDMDH_EXPORTED
67 void
68 toStr(
69  std::string& str,
71 
72 
73 /// Serializes object into a string.
74 inline
75 std::string
78 {
79  std::string str;
80 
81  toStr(str, value);
82 
83  return str;
84 }
85 
86 /// Serializes object into FIX presentation.
87 inline
88 void
90  std::string& str,
92 {
93  toStr(
94  str,
95  static_cast<EventTypeIndices::Base>(value));
96 }
97 
98 
99 /// Serializes object into a string.
100 ONIXS_CMESTREAMLINEDMDH_EXPORTED
101 void
102 toStr(
103  std::string& str,
104  EntryCode::Enum value);
105 
106 
107 /// Serializes object into a string.
108 inline std::string toStr(EntryCode::Enum value)
109 {
110  std::string str;
111 
112  toStr(str, value);
113 
114  return str;
115 }
116 
117 /// Serializes object into FIX presentation.
118 inline
119 void
121  std::string& str,
122  EntryCode::Enum value)
123 {
124  toStr(
125  str,
126  static_cast<EntryCode::Base>(value));
127 }
128 
129 
130 /// Serializes object into a string.
131 ONIXS_CMESTREAMLINEDMDH_EXPORTED
132 void
133 toStr(
134  std::string& str,
135  EntryTypeIndices::Enum value);
136 
137 
138 /// Serializes object into a string.
139 inline
140 std::string
143 {
144  std::string str;
145 
146  toStr(str, value);
147 
148  return str;
149 }
150 
151 /// Serializes object into FIX presentation.
152 inline
153 void
155  std::string& str,
157 {
158  toStr(
159  str,
160  static_cast<EntryTypeIndices::Base>(value));
161 }
162 
163 
164 /// Serializes object into a string.
165 ONIXS_CMESTREAMLINEDMDH_EXPORTED
166 void
167 toStr(
168  std::string& str,
169  UpdateAction::Enum value);
170 
171 
172 /// Serializes object into a string.
173 inline std::string toStr(UpdateAction::Enum value)
174 {
175  std::string str;
176 
177  toStr(str, value);
178 
179  return str;
180 }
181 
182 /// Serializes object into FIX presentation.
183 inline
184 void
186  std::string& str,
187  UpdateAction::Enum value)
188 {
189  toStr(
190  str,
191  static_cast<UpdateAction::Base>(value));
192 }
193 
194 
195 /// Serializes object into a string.
196 ONIXS_CMESTREAMLINEDMDH_EXPORTED
197 void
198 toStr(
199  std::string& str,
201 
202 
203 /// Serializes object into a string.
204 inline
205 std::string
208 {
209  std::string str;
210 
211  toStr(str, value);
212 
213  return str;
214 }
215 
216 /// Serializes object into FIX presentation.
217 inline
218 void
220  std::string& str,
222 {
223  toStr(
224  str,
225  static_cast<SecurityUpdateAction::Base>(value));
226 }
227 
228 
229 /// Serializes object into a string.
230 ONIXS_CMESTREAMLINEDMDH_EXPORTED
231 void
232 toStr(
233  std::string& str,
234  MatchEventIndicator set);
235 
236 
237 /// Serializes object into a string.
238 inline std::string toStr(MatchEventIndicator set)
239 {
240  std::string str;
241 
242  toStr(str, set);
243 
244  return str;
245 }
246 
247 /// Serializes object into FIX presentation.
248 inline
249 void
251  std::string& str,
253 {
254  toStr(str, set.bits());
255 }
256 
257 
258 /// Serializes object into a string.
259 ONIXS_CMESTREAMLINEDMDH_EXPORTED
260 void
261 toStr(
262  std::string& str,
263  SettlPriceType set);
264 
265 
266 /// Serializes object into a string.
267 inline std::string toStr(SettlPriceType set)
268 {
269  std::string str;
270 
271  toStr(str, set);
272 
273  return str;
274 }
275 
276 /// Serializes object into FIX presentation.
277 inline
278 void
280  std::string& str,
281  SettlPriceType set)
282 {
283  toStr(str, set.bits());
284 }
285 
286 
287 /// Serializes object into a string.
288 ONIXS_CMESTREAMLINEDMDH_EXPORTED
289 void
290 toStr(
291  std::string& str,
292  const Decimal32& obj);
293 
294 
295 /// Serializes object into a string.
296 inline std::string toStr(const Decimal32& obj)
297 {
298  std::string str;
299 
300  toStr(str, obj);
301 
302  return str;
303 }
304 
305 
306 /// Serializes object into a string.
307 ONIXS_CMESTREAMLINEDMDH_EXPORTED
308 void
309 toStr(
310  std::string& str,
311  const Decimal32NULL& obj);
312 
313 
314 /// Serializes object into a string.
315 inline std::string toStr(const Decimal32NULL& obj)
316 {
317  std::string str;
318 
319  toStr(str, obj);
320 
321  return str;
322 }
323 
324 
325 /// Serializes object into a string.
326 ONIXS_CMESTREAMLINEDMDH_EXPORTED
327 void
328 toStr(
329  std::string& str,
330  const Decimal64& obj);
331 
332 
333 /// Serializes object into a string.
334 inline std::string toStr(const Decimal64& obj)
335 {
336  std::string str;
337 
338  toStr(str, obj);
339 
340  return str;
341 }
342 
343 
344 /// Serializes object into a string.
345 ONIXS_CMESTREAMLINEDMDH_EXPORTED
346 void
347 toStr(
348  std::string& str,
349  const MaturityMonthYear& obj);
350 
351 
352 /// Serializes object into a string.
353 inline
354 std::string
356  const MaturityMonthYear& obj)
357 {
358  std::string str;
359 
360  toStr(str, obj);
361 
362  return str;
363 }
364 
365 
366 /// Serializes object into a string.
367 ONIXS_CMESTREAMLINEDMDH_EXPORTED
368 void
369 toStr(
370  std::string& str,
371  const PRICENULL9& obj);
372 
373 
374 /// Serializes object into a string.
375 inline std::string toStr(const PRICENULL9& obj)
376 {
377  std::string str;
378 
379  toStr(str, obj);
380 
381  return str;
382 }
383 
384 
385 /// Serializes object into a string.
386 ONIXS_CMESTREAMLINEDMDH_EXPORTED
387 void
388 toStr(
389  std::string& str,
390  const GroupSize& obj);
391 
392 
393 /// Serializes object into a string.
394 inline std::string toStr(const GroupSize& obj)
395 {
396  std::string str;
397 
398  toStr(str, obj);
399 
400  return str;
401 }
402 
403 
404 /// Serializes object into a string.
405 ONIXS_CMESTREAMLINEDMDH_EXPORTED
406 void
407 toStr(
408  std::string& str,
409  const GroupSizeEncoding& obj);
410 
411 
412 /// Serializes object into a string.
413 inline
414 std::string
416  const GroupSizeEncoding& obj)
417 {
418  std::string str;
419 
420  toStr(str, obj);
421 
422  return str;
423 }
424 
425 
426 /// Serializes object into a string.
427 ONIXS_CMESTREAMLINEDMDH_EXPORTED
428 void
429 toStr(
430  std::string& str,
431  const MessageHeader& obj);
432 
433 
434 /// Serializes object into a string.
435 inline std::string toStr(const MessageHeader& obj)
436 {
437  std::string str;
438 
439  toStr(str, obj);
440 
441  return str;
442 }
443 
444 
445 /// Serializes object into a string.
446 ONIXS_CMESTREAMLINEDMDH_EXPORTED
447 void
448 toStr(
449  std::string& str,
450  const AdminHeartbeat312& obj);
451 
452 
453 /// Serializes object into a string.
454 inline
455 std::string
457  const AdminHeartbeat312& obj)
458 {
459  std::string str;
460 
461  toStr(str, obj);
462 
463  return str;
464 }
465 
466 /// Serializes object into FIX presentation.
467 ONIXS_CMESTREAMLINEDMDH_EXPORTED
468 void
469 toFix(
470  std::string& str,
471  const AdminHeartbeat312& obj);
472 
473 
474 /// Serializes object into a string.
475 ONIXS_CMESTREAMLINEDMDH_EXPORTED
476 void
477 toStr(
478  std::string& str,
479  const AdminLogin315& obj);
480 
481 
482 /// Serializes object into a string.
483 inline std::string toStr(const AdminLogin315& obj)
484 {
485  std::string str;
486 
487  toStr(str, obj);
488 
489  return str;
490 }
491 
492 /// Serializes object into FIX presentation.
493 ONIXS_CMESTREAMLINEDMDH_EXPORTED
494 void
495 toFix(
496  std::string& str,
497  const AdminLogin315& obj);
498 
499 
500 /// Serializes object into a string.
501 ONIXS_CMESTREAMLINEDMDH_EXPORTED
502 void
503 toStr(
504  std::string& str,
505  const AdminLogout316& obj);
506 
507 
508 /// Serializes object into a string.
509 inline
510 std::string
512  const AdminLogout316& obj)
513 {
514  std::string str;
515 
516  toStr(str, obj);
517 
518  return str;
519 }
520 
521 /// Serializes object into FIX presentation.
522 ONIXS_CMESTREAMLINEDMDH_EXPORTED
523 void
524 toFix(
525  std::string& str,
526  const AdminLogout316& obj);
527 
528 
529 /// Serializes object into a string.
530 ONIXS_CMESTREAMLINEDMDH_EXPORTED
531 void
532 toStr(
533  std::string& str,
535 
536 
537 /// Serializes object into a string.
538 inline
539 std::string
542 {
543  std::string str;
544 
545  toStr(str, obj);
546 
547  return str;
548 }
549 
550 /// Serializes object into FIX presentation.
551 ONIXS_CMESTREAMLINEDMDH_EXPORTED
552 void
553 toFix(
554  std::string& str,
556 
557 
558 /// Serializes object into a string.
559 ONIXS_CMESTREAMLINEDMDH_EXPORTED
560 void
561 toStr(
562  std::string& str,
563  const NewsIndices339& obj);
564 
565 
566 /// Serializes object into a string.
567 inline
568 std::string
570  const NewsIndices339& obj)
571 {
572  std::string str;
573 
574  toStr(str, obj);
575 
576  return str;
577 }
578 
579 /// Serializes object into FIX presentation.
580 ONIXS_CMESTREAMLINEDMDH_EXPORTED
581 void
582 toFix(
583  std::string& str,
584  const NewsIndices339& obj);
585 
586 
587 /// Serializes object into a string.
588 ONIXS_CMESTREAMLINEDMDH_EXPORTED
589 void
590 toStr(
591  std::string& str,
593 
594 
595 /// Serializes object into a string.
596 inline
597 std::string
600 {
601  std::string str;
602 
603  toStr(str, obj);
604 
605  return str;
606 }
607 
608 /// Serializes object into FIX presentation.
609 ONIXS_CMESTREAMLINEDMDH_EXPORTED
610 void
611 toFix(
612  std::string& str,
614 
615 
616 /// Serializes object into a string.
617 ONIXS_CMESTREAMLINEDMDH_EXPORTED
618 void
619 toStr(
620  std::string& str,
621  const QuoteRequest345& obj);
622 
623 
624 /// Serializes object into a string.
625 inline
626 std::string
628  const QuoteRequest345& obj)
629 {
630  std::string str;
631 
632  toStr(str, obj);
633 
634  return str;
635 }
636 
637 /// Serializes object into FIX presentation.
638 ONIXS_CMESTREAMLINEDMDH_EXPORTED
639 void
640 toFix(
641  std::string& str,
642  const QuoteRequest345& obj);
643 
644 
645 /// Serializes object into a string.
646 ONIXS_CMESTREAMLINEDMDH_EXPORTED
647 void
648 toStr(
649  std::string& str,
650  const InstrumentDefinitionIndices347& obj);
651 
652 
653 /// Serializes object into a string.
654 inline
655 std::string
658 {
659  std::string str;
660 
661  toStr(str, obj);
662 
663  return str;
664 }
665 
666 /// Serializes object into FIX presentation.
667 ONIXS_CMESTREAMLINEDMDH_EXPORTED
668 void
669 toFix(
670  std::string& str,
671  const InstrumentDefinitionIndices347& obj);
672 
673 
674 /// Serializes object into a string.
675 ONIXS_CMESTREAMLINEDMDH_EXPORTED
676 void
677 toStr(
678  std::string& str,
679  const IncrementalRefreshIndices348& obj);
680 
681 
682 /// Serializes object into a string.
683 inline
684 std::string
686  const IncrementalRefreshIndices348& obj)
687 {
688  std::string str;
689 
690  toStr(str, obj);
691 
692  return str;
693 }
694 
695 /// Serializes object into FIX presentation.
696 ONIXS_CMESTREAMLINEDMDH_EXPORTED
697 void
698 toFix(
699  std::string& str,
700  const IncrementalRefreshIndices348& obj);
701 
702 
703 /// Serializes object into a string.
704 ONIXS_CMESTREAMLINEDMDH_EXPORTED
705 void
706 toStr(
707  std::string& str,
709 
710 
711 /// Serializes object into a string.
712 inline
713 std::string
716 {
717  std::string str;
718 
719  toStr(str, obj);
720 
721  return str;
722 }
723 
724 /// Serializes object into FIX presentation.
725 ONIXS_CMESTREAMLINEDMDH_EXPORTED
726 void
727 toFix(
728  std::string& str,
730 
731 
732 /// Serializes object into a string.
733 ONIXS_CMESTREAMLINEDMDH_EXPORTED
734 void
735 toStr(
736  std::string& str,
737  const IncrementalRefreshEris351& obj);
738 
739 
740 /// Serializes object into a string.
741 inline
742 std::string
744  const IncrementalRefreshEris351& obj)
745 {
746  std::string str;
747 
748  toStr(str, obj);
749 
750  return str;
751 }
752 
753 /// Serializes object into FIX presentation.
754 ONIXS_CMESTREAMLINEDMDH_EXPORTED
755 void
756 toFix(
757  std::string& str,
758  const IncrementalRefreshEris351& obj);
759 
760 
761 /// Serializes object into a string.
762 ONIXS_CMESTREAMLINEDMDH_EXPORTED
763 void
764 toStr(
765  std::string& str,
766  const IncrementalRefreshEris353& obj);
767 
768 
769 /// Serializes object into a string.
770 inline
771 std::string
773  const IncrementalRefreshEris353& obj)
774 {
775  std::string str;
776 
777  toStr(str, obj);
778 
779  return str;
780 }
781 
782 /// Serializes object into FIX presentation.
783 ONIXS_CMESTREAMLINEDMDH_EXPORTED
784 void
785 toFix(
786  std::string& str,
787  const IncrementalRefreshEris353& obj);
788 
789 
790 /// Serializes object into a string.
791 ONIXS_CMESTREAMLINEDMDH_EXPORTED
792 void
793 toStr(
794  std::string& str,
795  const IncrementalRefreshOTC356& obj);
796 
797 
798 /// Serializes object into a string.
799 inline
800 std::string
802  const IncrementalRefreshOTC356& obj)
803 {
804  std::string str;
805 
806  toStr(str, obj);
807 
808  return str;
809 }
810 
811 /// Serializes object into FIX presentation.
812 ONIXS_CMESTREAMLINEDMDH_EXPORTED
813 void
814 toFix(
815  std::string& str,
816  const IncrementalRefreshOTC356& obj);
817 
818 
819 /// Serializes object into a string.
820 ONIXS_CMESTREAMLINEDMDH_EXPORTED
821 void
822 toStr(
823  std::string& str,
824  const InstrumentDefinitionEris363& obj);
825 
826 
827 /// Serializes object into a string.
828 inline
829 std::string
831  const InstrumentDefinitionEris363& obj)
832 {
833  std::string str;
834 
835  toStr(str, obj);
836 
837  return str;
838 }
839 
840 /// Serializes object into FIX presentation.
841 ONIXS_CMESTREAMLINEDMDH_EXPORTED
842 void
843 toFix(
844  std::string& str,
845  const InstrumentDefinitionEris363& obj);
846 
847 
848 /// Serializes object into a string.
849 ONIXS_CMESTREAMLINEDMDH_EXPORTED
850 void
851 toStr(
852  std::string& str,
854 
855 
856 /// Serializes object into a string.
857 inline
858 std::string
861 {
862  std::string str;
863 
864  toStr(str, obj);
865 
866  return str;
867 }
868 
869 /// Serializes object into FIX presentation.
870 ONIXS_CMESTREAMLINEDMDH_EXPORTED
871 void
872 toFix(
873  std::string& str,
875 
876 
877 /// Serializes object into a string.
878 ONIXS_CMESTREAMLINEDMDH_EXPORTED
879 void
880 toStr(
881  std::string& str,
882  const IncrementalRefreshOTC366& obj);
883 
884 
885 /// Serializes object into a string.
886 inline
887 std::string
889  const IncrementalRefreshOTC366& obj)
890 {
891  std::string str;
892 
893  toStr(str, obj);
894 
895  return str;
896 }
897 
898 /// Serializes object into FIX presentation.
899 ONIXS_CMESTREAMLINEDMDH_EXPORTED
900 void
901 toFix(
902  std::string& str,
903  const IncrementalRefreshOTC366& obj);
904 
905 
MDIncrementalRefreshErisReferenceDataAndDailyStatistics.
Definition: Messages.h:191
Template ID and length of message root.
Definition: Composites.h:454
#define ONIXS_CMESTREAMLINEDMDH_NAMESPACE_END
Definition: Bootstrap.h:172
std::string toStr(const IncrementalRefreshOTC366 &obj)
Serializes object into a string.
ONIXS_CMESTREAMLINEDMDH_EXPORTED void toFix(std::string &str, const IncrementalRefreshOTC366 &obj)
Serializes object into FIX presentation.
#define ONIXS_CMESTREAMLINEDMDH_NAMESPACE_BEGIN
Definition: Bootstrap.h:168