OnixS C++ eSpeed ITCH Market Data Handler 1.7.3
API documentation
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OrderBookStateMsg.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement (the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19
20#pragma once
21
24
26
29 struct ONIXS_ESPEED_ITCH_API OrderBookStateMsg : public IncomingMessage
30 {
32 UInt64 timestamp() const
33 {
34 return ordinary<UInt64>(1);
35 }
36
39 {
40 return ordinary<UInt32>(9);
41 }
42
49
52
54 static void validateSize(MessageSize size)
55 {
57 throwIncorrectSize("OrderBookStateMsg", size, messageSize_);
58 }
59
61 OrderBookStateMsg(const void* data, MessageSize size)
63 : IncomingMessage(data, size)
64 {
65 }
66 };
67
69 ONIXS_ESPEED_ITCH_API void toStr(std::string&, const OrderBookStateMsg&);
70
72 inline std::string toStr(const OrderBookStateMsg& msg)
73 {
74 std::string str;
75 toStr(str, msg);
76 return str;
77 }
78
80 inline std::ostream& operator<<(std::ostream& stream, const OrderBookStateMsg& msg)
81 {
82 stream << toStr(msg);
83 return stream;
84 }
85
ONIXS_ESPEED_ITCH_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
#define ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN
Definition Bootstrap.h:27
#define ONIXS_ESPEED_ITCH_NAMESPACE_END
Definition Bootstrap.h:31
#define ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR
Definition Compiler.h:46
#define ONIXS_ESPEED_ITCH_NOTHROW
Definition Compiler.h:27
#define ONIXS_ESPEED_ITCH_CHECK_EXPECT(exp, c)
Definition Compiler.h:52
UInt32 OrderBookId
Alias for Security Id type.
Definition Defines.h:43
ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN typedef UInt16 MessageSize
Aliases message length type.
Definition Defines.h:34
ONIXS_ESPEED_ITCH_API void toStr(std::string &, const OrderBookStateMsg &)
Serializes object into string.
std::ostream & operator<<(std::ostream &stream, const OrderBookStateMsg &msg)
FieldValue ordinary(BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
Enumeration::Enum enumeration(BlockSize offset) const ONIXS_ESPEED_ITCH_NOTHROW
IncomingMessage(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
UInt64 timestamp() const
Timestamp.
OrderBookId orderBookId() const
Order book identifier.
OrderBookStateMsg(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
Initializes instance over given memory block.
static void validateSize(MessageSize size)
Check the given size.
SecurityEventCode::Enum code() const ONIXS_ESPEED_ITCH_NOTHROW
Security Event Code.
static ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.