OnixS C++ eSpeed ITCH Market Data Handler  1.7.3
API documentation
SystemEventMsg.h
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19 
20 #pragma once
21 
24 
26 
27  /// The system event message type is used to signal a
28  /// market or data feed handler event.
29  struct ONIXS_ESPEED_ITCH_API SystemEventMsg : public IncomingMessage
30  {
31  /// Timestamp
32  UInt64 timestamp() const
33  {
34  return ordinary<UInt64>(1);
35  }
36 
37  /// Reserved
38  UInt8 reserved() const
39  {
40  return ordinaryRef<UInt8>(9);
41  }
42 
43  /// Event Code
46  {
47  return enumeration<SystemEventCode>(10);
48  }
49 
50  /// Event Reason
53  {
54  return enumeration<SystemEventReason>(11);
55  }
56 
57  /// Used to identify if the event applies to a single
58  /// order book within the Trading System.
60  {
61  return ordinary<UInt32>(12);
62  }
63 
64  /// Total message size.
66 
67  /// Check the given size.
68  static void validateSize(MessageSize size)
69  {
70  if (ONIXS_ESPEED_ITCH_CHECK_EXPECT((size < messageSize_), false))
71  throwIncorrectSize("SystemEventMsg", size, messageSize_);
72  }
73 
74  /// Initializes instance over given memory block.
75  SystemEventMsg(const void* data, MessageSize size)
77  : IncomingMessage(data, size)
78  {
79  }
80  };
81 
82  /// Serializes object into string.
83  ONIXS_ESPEED_ITCH_API void toStr(std::string&, const SystemEventMsg&);
84 
85  /// Serializes object into string.
86  inline std::string toStr(const SystemEventMsg& msg)
87  {
88  std::string str;
89  toStr(str, msg);
90  return str;
91  }
92 
93  ///
94  inline std::ostream& operator<<(std::ostream& stream, const SystemEventMsg& msg)
95  {
96  stream << toStr(msg);
97  return stream;
98  }
99 
#define ONIXS_ESPEED_ITCH_NAMESPACE_END
Definition: Bootstrap.h:31
#define ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN
Definition: Bootstrap.h:27
OrderBookId orderBookId() const
ONIXS_ESPEED_ITCH_API void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
SystemEventMsg(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
Initializes instance over given memory block.
#define ONIXS_ESPEED_ITCH_CHECK_EXPECT(exp, c)
Definition: Compiler.h:52
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 SystemEventMsg &)
Serializes object into string.
std::ostream & operator<<(std::ostream &stream, const SystemEventMsg &msg)
#define ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR
Definition: Compiler.h:46
static void validateSize(MessageSize size)
Check the given size.
SystemEventCode::Enum eventCode() const ONIXS_ESPEED_ITCH_NOTHROW
Event Code.
#define ONIXS_ESPEED_ITCH_NOTHROW
Definition: Compiler.h:27
UInt8 reserved() const
Reserved.
IncomingMessage(const void *data, MessageSize size) ONIXS_ESPEED_ITCH_NOTHROW
UInt64 timestamp() const
Timestamp.
SystemEventReason::Enum eventReason() const ONIXS_ESPEED_ITCH_NOTHROW
Event Reason.
UInt32 OrderBookId
Alias for Security Id type.
Definition: Defines.h:43