Defines.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 <OnixS/SgxTitan/MarketData/Itch/ABI.h>
#include <OnixS/SgxTitan/MarketData/Itch/Bootstrap.h>
#include <OnixS/SgxTitan/MarketData/Itch/Memory.h>
#include <OnixS/SgxTitan/MarketData/Itch/Timestamp.h>

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

ONIXS_SGXTITAN_ITCH_NAMESPACE_BEGIN

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

/// Alias for Sequence Number type.
typedef UInt64 SequenceNumber;

/// Alias for OrderId type.
typedef UInt64 OrderId;

/// Alias for Security Id type.
typedef UInt32 OrderBookId;

/// Alias for Quantity type.
typedef UInt64 Quantity;

/// Alias for Date type.
typedef UInt32 Date;

/// Data source
struct ONIXS_SGXTITAN_ITCH_API DataSource
{
    enum Origin
    {
        multicast = 0,
        replay = 1,
        glimpse = 2,
    };

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

    /// Message sequence number
    UInt16 packetMessageCount;

    /// Number of message in packet
    UInt8 packetMessageNumber;

    /// Message sequence number
    UInt64 messageSeqNum;

    /// Session Id
    const Byte* session;

    /// the way data received
    Origin origin;

    std::string toString () const;
};

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

ONIXS_SGXTITAN_ITCH_NAMESPACE_END