OnixS C++ Fenics UST BIMP Market Data Handler  1.1.0
API documentation
InstrumentStats.h
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19 
20 #pragma once
21 
22 #include <vector>
23 
28 
29 
30 namespace OnixS {
31 namespace FenicsUST {
32 namespace MarketData {
33 namespace Bimp {
34 
35  /// Instrument Stats
37  {
38  /// Instrument locate code identifying the instrument.
41  {
42  return ordinary<Integer4>(1);
43  }
44 
45  /// Timestamp for this message. Expressed as the number of nanoseconds since Unix Epoch (00:00:00 UTC on
46  /// 1 January 1970).
49  {
50  return ordinary<Integer8>(5);
51  }
52 
53  /// Total traded volume.
56  {
57  return ordinary<Integer8>(13);
58  }
59 
60  /// Highest traded price.
63  {
64  return ordinary<SignedInteger8>(21);
65  }
66 
67  /// Lowest traded price.
70  {
71  return ordinary<SignedInteger8>(29);
72  }
73 
74  /// Number of open orders.
77  {
78  return ordinary<Integer4>(37);
79  }
80 
81  /// Total message size.
83 
84  /// Check the given size.
85  static void validateSize(MessageSize size)
86  {
87  if (ONIXS_FENICSUST_BIMP_CHECK_EXPECT((size < messageSize_), false))
88  throwIncorrectSize("InstrumentStats", size, messageSize_);
89  }
90 
91  /// Initializes instance over given memory block.
92  InstrumentStatsMsg(const void* data, MessageSize size)
94  : BinaryMessage(data, size)
95  {
96  }
97  };
98 
99  /// Serializes object into string.
100  ONIXS_FENICSUST_BIMP_API void toStr(std::string&, const InstrumentStatsMsg&);
101 
102  /// Serializes object into string.
103  inline std::string toStr(const InstrumentStatsMsg& msg)
104  {
105  std::string str;
106  toStr(str, msg);
107  return str;
108  }
109 
110 }
111 }
112 }
113 }
Integer8 tradeVolume() const ONIXS_FENICSUST_BIMP_NOTHROW
Total traded volume.
ONIXS_FENICSUST_BIMP_API ONIXS_FENICSUST_BIMP_COLD_PATH ONIXS_FENICSUST_BIMP_NORETURN void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
BinaryMessage() ONIXS_FENICSUST_BIMP_NOTHROW
Initializes blank instance referencing to nothing.
#define ONIXS_FENICSUST_BIMP_CHECK_EXPECT(exp, c)
Definition: Compiler.h:52
SignedInteger8 highPrice() const ONIXS_FENICSUST_BIMP_NOTHROW
Highest traded price.
SignedInteger8 lowPrice() const ONIXS_FENICSUST_BIMP_NOTHROW
Lowest traded price.
#define ONIXS_FENICSUST_BIMP_CONST_OR_CONSTEXPR
Definition: Compiler.h:46
#define ONIXS_FENICSUST_BIMP_NOTHROW
Definition: Compiler.h:27
Encapsulates services for manipulating little endian encoded messages.
Integer4 openOrders() const ONIXS_FENICSUST_BIMP_NOTHROW
Number of open orders.
Integer4 instrumentLocate() const ONIXS_FENICSUST_BIMP_NOTHROW
Instrument locate code identifying the instrument.
ONIXS_FENICSUST_BIMP_API void toStr(std::string &, EventCode::Enum)
Appends string presentation of object.
static ONIXS_FENICSUST_BIMP_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
static void validateSize(MessageSize size)
Check the given size.
Integer2 MessageSize
Aliases message length type.
Definition: Defines.h:100
InstrumentStatsMsg(const void *data, MessageSize size) ONIXS_FENICSUST_BIMP_NOTHROW
Initializes instance over given memory block.
Integer8 timestamp() const ONIXS_FENICSUST_BIMP_NOTHROW