CombinationOrderBookDirectoryMsg.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 <OnixS/eSpeed/MarketData/Itch/BinaryMessage.h>
#include <OnixS/eSpeed/MarketData/Itch/IncomingMessage.h>
 
ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN

    struct ONIXS_ESPEED_ITCH_API CombinationOrderBookDirectoryMsg : public IncomingMessage
    {
        UInt64 timestamp() const
        {
            return ordinary<UInt64>(1);
        }

        OrderBookId orderBookId() const
        {
            return ordinary<UInt32>(9);
        }

        StrRef symbol() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return fixedStr<20>(13);
        }

        StrRef securityDescription() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return fixedStr<16>(33);
        }

        StrRef cusip() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return fixedStr<9>(49);
        }

        UInt8 reserved1() const
        {
            return ordinaryRef<UInt8>(58);
        }

        ProductType::Enum productType() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return enumeration<ProductType>(59);
        }

        PriceType::Enum priceType() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return enumeration<PriceType>(60);
        }

        UInt16 priceDecimals() const
        {
            return ordinary<UInt16>(61);
        }

        UInt16 yieldDecimals() const
        {
            return ordinary<UInt16>(63);
        }

        UInt32 quantityMultiplier() const
        {
            return ordinary<UInt32>(65);
        }

        StrRef reserved2() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return fixedStr<18>(69);
        }

        UInt8 numberOfLegs() const
        {
            return ordinaryRef<UInt8>(87);
        }

        StrRef leg1Symbol() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return fixedStr<20>(88);
        }

        LegSide::Enum leg1Side() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return enumeration<LegSide>(108);
        }

        UInt16 leg1DV01() const
        {
            return ordinary<UInt16>(109);
        }

        UInt8 leg1Reserved() const
        {
            return ordinaryRef<UInt8>(111);
        }

        StrRef leg2Symbol() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return fixedStr<20>(112);
        }

        LegSide::Enum leg2Side() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return enumeration<LegSide>(132);
        }

        UInt16 leg2DV01() const
        {
            return ordinary<UInt16>(133);
        }

        UInt8 leg2Reserved() const
        {
            return ordinaryRef<UInt8>(135);
        }

        UInt16 legRatio1() const
        {
            return ordinary<UInt16>(136);
        }

        StrRef leg3Symbol() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return fixedStr<20>(138);
        }

        LegSide::Enum leg3Side() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return enumeration<LegSide>(158);
        }

        UInt16 leg3DV01() const
        {
            return ordinary<UInt16>(159);
        }

        UInt8 leg3Reserved() const
        {
            return ordinaryRef<UInt8>(161);
        }

        UInt16 legRatio2() const
        {
            return ordinary<UInt16>(162);
        }

        UInt16 maximumSpreadTolerance1() const
        {
            return ordinary<UInt16>(164);
        }

        UInt16 maximumSpreadTolerance2() const
        {
            return ordinary<UInt16>(166);
        }

        TradingFeatures::Enum tradingFeatures() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return static_cast<TradingFeatures::Enum>(ordinary<TradingFeatures::Base>(168));
        }

        UInt32 minimumEntryQuantity() const
        {
            return ordinary<UInt32>(170);
        }

        UInt32 minimumQuantityIncrement() const
        {
            return ordinary<UInt32>(174);
        }

        UInt64 priceTickSize() const
        {
            return ordinary<UInt64>(178);
        }

        StrRef reserved3() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return fixedStr<14>(186);
        }

        static ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_ = 200;

        static void validateSize(MessageSize size)
        {
            if (ONIXS_ESPEED_ITCH_CHECK_EXPECT((size < messageSize_), false))
                throwIncorrectSize("CombinationOrderBookDirectoryMsg", size, messageSize_);
        }

        CombinationOrderBookDirectoryMsg(const void* data, MessageSize size)
        ONIXS_ESPEED_ITCH_NOTHROW
            : IncomingMessage(data, size)
        {
        }
    };

    ONIXS_ESPEED_ITCH_API void toStr(std::string&, const CombinationOrderBookDirectoryMsg&);

    inline std::string toStr(const CombinationOrderBookDirectoryMsg& msg)
    {
        std::string str;
        toStr(str, msg);
        return str;
    }

    inline std::ostream& operator<<(std::ostream& stream, const CombinationOrderBookDirectoryMsg& msg)
    {
        stream << toStr(msg);
        return stream;
    }
 
ONIXS_ESPEED_ITCH_NAMESPACE_END