Trade.h

Go to the documentation of this file.

/*
* 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 <vector>
 
#include <OnixS/FmxUST/MarketData/Bimp/ABI.h>
#include <OnixS/FmxUST/MarketData/Bimp/Defines.h>
#include <OnixS/FmxUST/MarketData/Bimp/Enumerations.h>
#include <OnixS/FmxUST/MarketData/Bimp/BinaryMessage.h>
 
 
namespace OnixS {
namespace FmxUST {
namespace MarketData {
namespace Bimp {

    struct TradeMsg : public BinaryMessage
    {
        Integer4 instrumentLocate() const
        ONIXS_FMXUST_BIMP_NOTHROW
        {
            return ordinary<Integer4>(1);
        }

        Integer8 trackingNumber() const
        ONIXS_FMXUST_BIMP_NOTHROW
        {
            return ordinary<Integer8>(5);
        }

        Integer8 timestamp() const
        ONIXS_FMXUST_BIMP_NOTHROW
        {
            return ordinary<Integer8>(13);
        }

        Integer8 orderReferenceNumber() const
        ONIXS_FMXUST_BIMP_NOTHROW
        {
            return ordinary<Integer8>(21);
        }

        Integer8 executedQuantity() const
        ONIXS_FMXUST_BIMP_NOTHROW
        {
            return ordinary<Integer8>(29);
        }

        Integer8 tradeIdentifier() const
        ONIXS_FMXUST_BIMP_NOTHROW
        {
            return ordinary<Integer8>(37);
        }

        SignedInteger8 executionPrice() const
        ONIXS_FMXUST_BIMP_NOTHROW
        {
            return ordinary<SignedInteger8>(45);
        }

        Side::Enum side() const
        ONIXS_FMXUST_BIMP_NOTHROW
        {
            return enumeration<Side>(53);
        }

        bool visibilityGroup(Integer1& value) const
        ONIXS_FMXUST_BIMP_NOTHROW
        {
            if (binarySize() < 54 + sizeof(Integer1))
                return false;
 
            value = ordinary<Integer1>(54);
            return true;
        }

        bool contraVisibilityGroup(Integer1& value) const
        ONIXS_FMXUST_BIMP_NOTHROW
        {
            if (binarySize() < 55 + sizeof(Integer1))
                return false;
 
            value = ordinary<Integer1>(55);
            return true;
        }

        bool tradeFlags(Integer1& value) const
        ONIXS_FMXUST_BIMP_NOTHROW
        {
            if (binarySize() < 56 + sizeof(Integer1))
                return false;
 
            value = ordinary<Integer1>(56);
            return true;
        }

        static ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 57;

        static ONIXS_FMXUST_BIMP_CONST_OR_CONSTEXPR MessageSize minMessageSize_ = 54;

        static void validateSize(MessageSize size)
        {
            if (ONIXS_FMXUST_BIMP_CHECK_EXPECT((size < minMessageSize_), false))
                throwIncorrectSize("Trade", size, minMessageSize_);
        }

        TradeMsg(const void* data, MessageSize size)
        ONIXS_FMXUST_BIMP_NOTHROW
            : BinaryMessage(data, size)
        {
        }
    };

    ONIXS_FMXUST_BIMP_API void toStr(std::string&, const TradeMsg&);

    inline std::string toStr(const TradeMsg& msg)
    {
        std::string str;
        toStr(str, msg);
        return str;
    }
 
}
}
}
}