Enumerations.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 <string> 

#include <OnixS/eSpeed/MarketData/Itch/Integral.h>

ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN


    /// Message type enumeration
    struct MessageType
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            OrderBookDirectory = 'R',

            /// 
            CombinationOrderBookDirectory = 'M',

            /// 
            SystemEvent = 'S',

            /// 
            OrderBookState = 'O',

            /// 
            AddOrder = 'A',

            /// 
            OrderExecuted = 'E',

            /// 
            OrderExecutedWithPrice = 'C',

            /// 
            OrderCancel = 'X',

            /// 
            Trade = 'P',

            /// 
            ExecutionDone = 'D',

            /// 
            Information = 'Q',

            /// 
            BrokenTrade = 'B',

        };
    };

    /// Appends string presentation of object.
    ONIXS_ESPEED_ITCH_API void toStr(std::string&, MessageType::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(MessageType::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// System Event Codes
    struct SystemEventCode
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            StartOfMessages = 'O',

            /// 
            StartOfTradingSessionHours = 'Q',

            /// 
            EndOfTradingSessionHours = 'M',

            /// 
            EndOfMessages = 'C',

        };
    };

    /// Appends string presentation of object.
    ONIXS_ESPEED_ITCH_API void toStr(std::string&, SystemEventCode::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(SystemEventCode::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// System Event Reasons
    struct SystemEventReason
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            AcceptingHolidaySessionStarts = 'I',

            /// 
            Break = 'A',

            /// 
            ResumptionAfterBreak = 'B',

            /// 
            EarlyClose = 'H',

            /// 
            RegularStartOrEnd = 'R',

        };
    };

    /// Appends string presentation of object.
    ONIXS_ESPEED_ITCH_API void toStr(std::string&, SystemEventReason::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(SystemEventReason::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// Security Event Codes
    struct SecurityEventCode
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            Enabled = 'O',

            /// 
            Disabled = 'M',

            /// 
            Halted = 'H',

        };
    };

    /// Appends string presentation of object.
    ONIXS_ESPEED_ITCH_API void toStr(std::string&, SecurityEventCode::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(SecurityEventCode::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// Product Types
    struct ProductType
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            USTreasury = 1,

            /// 
            USTreasuryBills = 2,

            /// 
            Reserved3 = 3,

            /// 
            TIPS = 4,

            /// 
            Reserved5 = 5,

            /// 
            CurveOrButterflies = 6,

        };
    };

    /// Appends string presentation of object.
    ONIXS_ESPEED_ITCH_API void toStr(std::string&, ProductType::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(ProductType::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// Product Syb Types
    struct ProductSubType
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            Benchmark = 1,

            /// 
            OffTheRun = 2,

            /// 
            WI = 3,

        };
    };

    /// Appends string presentation of object.
    ONIXS_ESPEED_ITCH_API void toStr(std::string&, ProductSubType::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(ProductSubType::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// Price Types
    struct PriceType
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            PerUnit = 'D',

            /// 
            AsPercentage = 'Y',

            /// 
            YieldSpread = 'B',

        };
    };

    /// Appends string presentation of object.
    ONIXS_ESPEED_ITCH_API void toStr(std::string&, PriceType::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(PriceType::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// Trading Features
    struct TradingFeatures
    {
        /// Integral type used as basement for constants. 
        typedef UInt16 Base;

        enum Enum
        {
            /// 
            Reserved1 = 0x0001,

            /// 
            SecuritySupportsImpliedTradingThroughLegs = 0x0002,

            /// 
            IndicativeMarketsSupported = 0x0004,

            /// 
            Reserved2 = 0x0008,

            /// 
            TestSecurity = 0x8000,

            /// 
            NonTradableSecurity = 0x4000,

        };
    };

    /// Appends string presentation of object.
    ONIXS_ESPEED_ITCH_API void toStr(std::string&, TradingFeatures::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(TradingFeatures::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// Leg Sides
    struct LegSide
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            Undefined = ' ',

            /// 
            AsDefined = 'B',

            /// 
            Opposite = 'C',

            /// 
            LockPriceForTreasurySwap = 'L',

        };
    };

    /// Appends string presentation of object.
    ONIXS_ESPEED_ITCH_API void toStr(std::string&, LegSide::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(LegSide::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// Sides
    struct Side
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            Buy = 'B',

            /// 
            Sell = 'S',

        };
    };

    /// Appends string presentation of object.
    ONIXS_ESPEED_ITCH_API void toStr(std::string&, Side::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(Side::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// Printable
    struct Printable
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            No = 'N',

            /// 
            Yes = 'Y',

        };
    };

    /// Appends string presentation of object.
    ONIXS_ESPEED_ITCH_API void toStr(std::string&, Printable::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(Printable::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// IssuedAsBenchmark
    struct IssuedAsBenchmark
    {
        /// Integral type used as basement for constants. 
        typedef UInt16 Base;

        enum Enum
        {
            /// 
            Undefined = 0,

            /// 
            Issued1M = 1,

            /// 
            Issued2M = 2,

            /// 
            Issued3M = 3,

            /// 
            Issued6M = 6,

            /// 
            Issued12M = 12,

            /// 
            Issued2Y = 102,

            /// 
            Issued3Y = 103,

            /// 
            Issued5Y = 105,

            /// 
            Issued7Y = 107,

            /// 
            Issued10Y = 110,

            /// 
            Issued20Y = 120,

            /// 
            Issued30Y = 130,

        };
    };

    /// Appends string presentation of object.
    ONIXS_ESPEED_ITCH_API void toStr(std::string&, IssuedAsBenchmark::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(IssuedAsBenchmark::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

ONIXS_ESPEED_ITCH_NAMESPACE_END