Defines.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/EuroTLX/MarketData/GTP/ABI.h>
#include <OnixS/EuroTLX/MarketData/GTP/Memory.h>
#include <OnixS/EuroTLX/MarketData/GTP/Decimal.h>
#include <OnixS/EuroTLX/MarketData/GTP/String.h>
#include <OnixS/EuroTLX/MarketData/GTP/Timestamp.h>

#include <string>
#include <ostream>
#include <memory>


namespace OnixS
{
    namespace EuroTLX
    {
        namespace MarketData
        {
            namespace GTP
            {
                /// Data source
                struct ONIXS_EUROTLX_GTP_API DataSource
                {
                    DataSource() {}
                    DataSource(const Timestamp& ts) : packetReceptionTime(ts) {}

                    enum Origin
                    {
                        Multicast   = 0,
                        Replay      = 1,
                        Recovery    = 2
                    };

                    /// Time when the packet was received by Handler from UDP, in system ticks, @see Time.h
                    Timestamp packetReceptionTime;

                    /// Message sequence number
                    UInt8 packetMessageCount;

                    /// Number of message in packet
                    UInt8 packetMessageNumber;

                    /// Message sequence number
                    UInt32 messageSeqNum;

                    /// Market data group
                    Byte marketDataGroup;

                    /// the way data received
                    Origin origin;

                    /// The packet was cached due to incorrect sequence
                    bool cached;

                    std::string toString () const;
                };

                /// These fields use standard ASCII character bytes. They are left justified and padded on the right with spaces.
                typedef StrRef Alpha;

                /// A single byte used to hold up to eight 1-bit flags. Each bit will represent a Boolean flag. The 0 bit is the lowest significant bit and the 7 bit is the highest significant bit.
                typedef UInt8 BitField;

                /// A single byte used to hold one ASCII character.
                typedef UInt8 Byte;

                /// Date specified in the YYYYMMDD format using ASCII characters.
                typedef StrRef Date;

                /// Time specified in HHMMSS format using ASCII characters in a 24 hour clock format.
                typedef StrRef Time;

                /// time stamp (in UTC) = (date time per second resolution in unix time format) * 1,000,000,000 + (nanoseconds component)
                typedef UInt64 UDT;

                /// Signed Little-Endian encoded 64bit integer field with eight implied decimal places.
                typedef FixedPointDecimal
                <
                    Int64,
                    IntegralConstant<Int8, -8>
                >
                Price;

                /// Little-Endian encoded 64 bit unsigned integer with eight implied decimal places.
                typedef
                FixedPointDecimal
                <
                    UInt64,
                    IntegralConstant<Int8, -8>
                >
                Size;

                /// Signed Little-Endian encoded 64bit integer field with four implied decimal places.
                typedef
                FixedPointDecimal
                <
                    Int64,
                    IntegralConstant<Int8, -4>
                >
                Price4;

                /// Little-Endian encoded 64 bit unsigned integer with four implied decimal places.
                typedef
                FixedPointDecimal
                <
                    UInt64,
                    IntegralConstant<Int8, -4>
                >
                Size4;

                /// ISO 8601 date and time in the following string format:YYYY-MM-DDThh:mm:ss.ddddddZ.
                typedef StrRef DateAndTime;

                /// These fields use standard ASCII character bytes to represent numeric values. They are left justified and padded on the right with spaces.
                typedef StrRef MiFIDDecimal;
                
                /// Alias for Sequence Number type.
                typedef UInt32 SequenceNumber;

                /// Aliases message length type.
                typedef UInt16 MessageSize;

                ONIXS_EUROTLX_GTP_API std::ostream& operator << (std::ostream& stream, const DataSource& ds);
            }
        }
    }
}