OnixS C++ Fenics UST BIMP Market Data Handler  1.1.0
API documentation
WorkupNotification.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  /// Workup Notification
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  /// The unique numeric instrument identification number
56  {
57  return ordinary<Integer8>(13);
58  }
59 
60  /// A number uniquely identifying a workup
63  {
64  return ordinary<Integer8>(21);
65  }
66 
67  /// Price which triggered workup
70  {
71  return ordinary<Integer8>(29);
72  }
73 
74  /// Trade Date (YYYYMMDD)
77  {
78  return ordinary<Integer8>(37);
79  }
80 
81  /// Time when workup ends. Expressed as the number of nanoseconds since Unix Epoch (00:00:00 UTC on 1
82  /// January 1970)
85  {
86  return ordinary<Integer8>(45);
87  }
88 
89  /// Workup State
92  {
93  return enumeration<WorkupState>(53);
94  }
95 
96  /// Workup Flags
99  {
100  return ordinary<Integer2>(54);
101  }
102 
103  /// Total message size.
105 
106  /// Check the given size.
107  static void validateSize(MessageSize size)
108  {
109  if (ONIXS_FENICSUST_BIMP_CHECK_EXPECT((size < messageSize_), false))
110  throwIncorrectSize("WorkupNotification", size, messageSize_);
111  }
112 
113  /// Initializes instance over given memory block.
114  WorkupNotificationMsg(const void* data, MessageSize size)
116  : BinaryMessage(data, size)
117  {
118  }
119  };
120 
121  /// Serializes object into string.
122  ONIXS_FENICSUST_BIMP_API void toStr(std::string&, const WorkupNotificationMsg&);
123 
124  /// Serializes object into string.
125  inline std::string toStr(const WorkupNotificationMsg& msg)
126  {
127  std::string str;
128  toStr(str, msg);
129  return str;
130  }
131 
132 }
133 }
134 }
135 }
WorkupState::Enum workupState() const ONIXS_FENICSUST_BIMP_NOTHROW
Workup State.
Integer4 instrumentLocate() const ONIXS_FENICSUST_BIMP_NOTHROW
Instrument locate code identifying the instrument.
WorkupNotificationMsg(const void *data, MessageSize size) ONIXS_FENICSUST_BIMP_NOTHROW
Initializes instance over given memory block.
Integer8 tradeDate() const ONIXS_FENICSUST_BIMP_NOTHROW
Trade Date (YYYYMMDD)
ONIXS_FENICSUST_BIMP_API ONIXS_FENICSUST_BIMP_COLD_PATH ONIXS_FENICSUST_BIMP_NORETURN void throwIncorrectSize(const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
Integer8 workupPrice() const ONIXS_FENICSUST_BIMP_NOTHROW
Price which triggered workup.
static ONIXS_FENICSUST_BIMP_CONST_OR_CONSTEXPR MessageSize messageSize_
Total message size.
Integer2 workupFlags() const ONIXS_FENICSUST_BIMP_NOTHROW
Workup Flags.
BinaryMessage() ONIXS_FENICSUST_BIMP_NOTHROW
Initializes blank instance referencing to nothing.
static void validateSize(MessageSize size)
Check the given size.
#define ONIXS_FENICSUST_BIMP_CHECK_EXPECT(exp, c)
Definition: Compiler.h:52
#define ONIXS_FENICSUST_BIMP_CONST_OR_CONSTEXPR
Definition: Compiler.h:46
Integer8 instrumentId() const ONIXS_FENICSUST_BIMP_NOTHROW
The unique numeric instrument identification number.
#define ONIXS_FENICSUST_BIMP_NOTHROW
Definition: Compiler.h:27
Integer8 timestamp() const ONIXS_FENICSUST_BIMP_NOTHROW
Encapsulates services for manipulating little endian encoded messages.
ONIXS_FENICSUST_BIMP_API void toStr(std::string &, EventCode::Enum)
Appends string presentation of object.
Integer2 MessageSize
Aliases message length type.
Definition: Defines.h:100
Integer8 expiryTime() const ONIXS_FENICSUST_BIMP_NOTHROW
Integer8 workupId() const ONIXS_FENICSUST_BIMP_NOTHROW
A number uniquely identifying a workup.