OrderBookDirectoryMsg.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 OrderBookDirectoryMsg : 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);
        }

        ProductSubType::Enum productSubType() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return enumeration<ProductSubType>(60);
        }

        PriceType::Enum priceType() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return enumeration<PriceType>(61);
        }

        UInt16 priceDecimals() const
        {
            return ordinary<UInt16>(62);
        }

        UInt16 yieldDecimals() const
        {
            return ordinary<UInt16>(64);
        }

        UInt16 couponDecimals() const
        {
            return ordinary<UInt16>(66);
        }

        UInt32 quantityMultiplier() const
        {
            return ordinary<UInt32>(68);
        }

        UInt16 reserved2() const
        {
            return ordinary<UInt16>(72);
        }

        UInt32 maturity() const
        {
            return ordinary<UInt32>(74);
        }

        UInt32 coupon() const
        {
            return ordinary<UInt32>(78);
        }

        UInt32 datedDate() const
        {
            return ordinary<UInt32>(82);
        }

        UInt32 issueDate() const
        {
            return ordinary<UInt32>(86);
        }

        UInt32 auctionDate() const
        {
            return ordinary<UInt32>(90);
        }

        UInt32 announcementDate() const
        {
            return ordinary<UInt32>(94);
        }

        UInt32 firstCouponDate() const
        {
            return ordinary<UInt32>(98);
        }

        UInt32 settlementDate() const
        {
            return ordinary<UInt32>(102);
        }

        UInt32 index() const
        {
            return ordinary<UInt32>(106);
        }

        UInt32 spreadRate() const
        {
            return ordinary<UInt32>(110);
        }

        TradingFeatures::Enum tradingFeatures() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return static_cast<TradingFeatures::Enum>(ordinary<TradingFeatures::Base>(114));
        }

        Quantity minimumEntryQuantity() const
        {
            return ordinary<UInt32>(116);
        }

        UInt32 minimumQuantityIncrement() const
        {
            return ordinary<UInt32>(120);
        }

        IssuedAsBenchmark::Enum issuedAsBenchmark() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return static_cast<IssuedAsBenchmark::Enum>(ordinary<IssuedAsBenchmark::Base>(124));
        }

        UInt64 priceTickSize() const
        {
            return ordinary<UInt64>(126);
        }

        StrRef reserved3() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return fixedStr<12>(134);
        }

        static ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_ = 146;

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

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

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

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

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