TradeMsg.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

    /// The Trade Message provides execution details for
    /// non-displayable order types and reserve portion of
    /// orders.
    struct ONIXS_ESPEED_ITCH_API TradeMsg : public IncomingMessage
    {
        /// Timestamp
        UInt64 timestamp() const
        {
            return ordinary<UInt64>(1);
        }

        /// Unique Order book identifier
        OrderBookId orderBookId() const
        {
            return ordinary<UInt32>(9);
        }

        /// Transaction ID corresponding to the transaction ID
        /// in the response message. Value is set to 0 for
        /// delayed updates
        UInt32 transactionId() const
        {
            return ordinary<UInt32>(13);
        }

        /// The quantity executed.
        UInt32 executedQuantity() const
        {
            return ordinary<UInt32>(17);
        }

        /// The day unique Match Number of this execution.
        /// This field will be set to blanks if trade message
        /// specifies the incremental quantity traded for some
        /// period of time instead of reporting every non-
        /// displayable execution.
        StrRef matchId() const
        ONIXS_ESPEED_ITCH_NOTHROW
        {
            return fixedStr<14>(21);
        }

        /// The execution price or average execution price.
        /// Value is set to 0 for delayed updates.
        Price8 tradePrice() const
        {
            return ordinary<Int64>(35);
        }

        /// Trade Flag
        UInt8 tradeFlag() const
        {
            return ordinaryRef<UInt8>(43);
        }

        /// Total message size.
        static ONIXS_ESPEED_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_ = 44;

        /// Check the given size.
        static void validateSize(MessageSize size)
        {
            if (ONIXS_ESPEED_ITCH_CHECK_EXPECT((size < messageSize_), false))
                throwIncorrectSize("TradeMsg", size, messageSize_);
        }

        /// Initializes instance over given memory block.
        TradeMsg(const void* data, MessageSize size)
        ONIXS_ESPEED_ITCH_NOTHROW
            : IncomingMessage(data, size)
        {
        }
    };

    /// Serializes object into string.
    ONIXS_ESPEED_ITCH_API void toStr(std::string&, const TradeMsg&);

    /// Serializes object into string.
    inline std::string toStr(const TradeMsg& msg)
    {
        std::string str;
        toStr(str, msg);
        return str;
    }

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

ONIXS_ESPEED_ITCH_NAMESPACE_END