OnixS C++ eSpeed ITCH Market Data Handler  1.7.3
API documentation
OrderBookStateMsg.h
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19 
20 #pragma once
21 
24 
26 
27  /// The Order book state message relays information on
28  /// state changes.
29  struct ONIXS_ESPEED_ITCH_API OrderBookStateMsg : public IncomingMessage
30  {
31  /// Timestamp
32  UInt64 timestamp() const
33  {
34  return ordinary<UInt64>(1);
35  }
36 
37  /// Order book identifier
39  {
40  return ordinary<UInt32>(9);
41  }
42 
43  /// Security Event Code
46  {
47  return enumeration<SecurityEventCode>(13);
48  }
49 
50  /// Total message size.
52 
53  /// Check the given size.
54  static void validateSize(MessageSize size)
55  {
56  if (ONIXS_ESPEED_ITCH_CHECK_EXPECT((size < messageSize_), false))
57  throwIncorrectSize("OrderBookStateMsg", size, messageSize_);
58  }
59 
60  /// Initializes instance over given memory block.
61  OrderBookStateMsg(const void* data, MessageSize size)
63  : IncomingMessage(data, size)
64  {
65  }
66  };
67 
68  /// Serializes object into string.
69  ONIXS_ESPEED_ITCH_API void toStr(std::string&, const OrderBookStateMsg&);
70 
71  /// Serializes object into string.
72  inline std::string toStr(const OrderBookStateMsg& msg)
73  {
74  std::string str;
75  toStr(str, msg);
76  return str;
77  }
78 
79  ///
80  inline std::ostream& operator<<(std::ostream& stream, const OrderBookStateMsg& msg)
81  {
82  stream << toStr(msg);
83  return stream;
84  }
85 
#define ONIXS_ESPEED_ITCH_NAMESPACE_END
Definition: Bootstrap.h:31
#define ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN
Definition: Bootstrap.h:27
OrderBookId orderBookId() const
Order book identifier.
ONIXS_ESPEED_ITCH_API void toStr(std::string &, const OrderBookStateMsg &)
Serializes object into string.
ONIXS_ESPEED_ITCH_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
UInt64 timestamp() const
Timestamp.
std::ostream & operator<<(std::ostream &stream, const OrderBookStateMsg &msg)
#define ONIXS_ESPEED_ITCH_CHECK_EXPECT(exp, c)
Definition: Compiler.h:52
static void validateSize(MessageSize size)
Check the given size.
ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN typedef UInt16 MessageSize
Aliases message length type.
Definition: Defines.h:34
#define ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR
Definition: Compiler.h:46
#define ONIXS_ESPEED_ITCH_NOTHROW
Definition: Compiler.h:27
OrderBookStateMsg(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
Initializes instance over given memory block.
SecurityEventCode::Enum code() const ONIXS_ESPEED_ITCH_NOTHROW
Security Event Code.
IncomingMessage(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
UInt32 OrderBookId
Alias for Security Id type.
Definition: Defines.h:43