Defines.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/ABI.h>
#include <OnixS/eSpeed/MarketData/Itch/Bootstrap.h>
#include <OnixS/eSpeed/MarketData/Itch/Memory.h>
#include <OnixS/eSpeed/MarketData/Itch/Timestamp.h>
 
#include <string>
#include <ostream>
#include <memory>
 
ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN

typedef UInt16 MessageSize;

typedef UInt64 SequenceNumber;

typedef UInt64 OrderId;

typedef UInt32 OrderBookId;
                
typedef UInt32 Quantity;

typedef Int32 Price4;

typedef Int64 Price8;
 

struct ONIXS_ESPEED_ITCH_API DataSource
{
    enum Origin
    {
        multicast = 0,
        replay = 1,
        glimpse = 2,
    };

    Timestamp packetReceptionTime;

    UInt16 packetMessageCount;

    UInt8 packetMessageNumber;

    UInt64 messageSeqNum;

    const Byte* session;

    Origin origin;
 
    std::string toString () const;
};
 
ONIXS_ESPEED_ITCH_API std::ostream& operator << (std::ostream& stream, const DataSource& ds);
 
ONIXS_ESPEED_ITCH_NAMESPACE_END