Enumerations.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 <string> 

#include <OnixS/SgxTitan/MarketData/Itch/Integral.h>

ONIXS_SGXTITAN_ITCH_NAMESPACE_BEGIN


    /// MessageType
    struct MessageType
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            Seconds = 'T',

            /// 
            OrderBookDirectory = 'R',

            /// 
            CombinationOrderBookLeg = 'M',

            /// 
            TickSizeTableEntry = 'L',

            /// 
            SystemEvent = 'S',

            /// 
            OrderBookState = 'O',

            /// 
            AddOrder = 'A',

            /// 
            OrderExecuted = 'E',

            /// 
            OrderExecutedWithPrice = 'C',

            /// 
            OrderReplace = 'U',

            /// 
            OrderDelete = 'D',

            /// 
            Trade = 'P',

            /// 
            EquilibriumPriceUpdate = 'Z',

        };
    };

    /// Appends string presentation of object.
    ONIXS_SGXTITAN_ITCH_API void toStr(std::string&, MessageType::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(MessageType::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// FinancialProduct
    struct FinancialProduct
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            Option = 1,

            /// 
            Forward = 2,

            /// 
            Future = 3,

            /// 
            FRA = 4,

            /// 
            Cash = 5,

            /// 
            Payment = 6,

            /// 
            ExchangeRate = 7,

            /// 
            InterestRateSwap = 8,

            /// 
            REPO = 9,

            /// 
            SyntheticBoxLegOrReference = 10,

            /// 
            StandardCombination = 11,

            /// 
            Guarantee = 12,

            /// 
            OtcGeneral = 13,

            /// 
            EquityWarrant = 14,

            /// 
            SecurityLending = 15,

        };
    };

    /// Appends string presentation of object.
    ONIXS_SGXTITAN_ITCH_API void toStr(std::string&, FinancialProduct::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(FinancialProduct::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// LegSide
    struct LegSide
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            AsDefined = 'B',

            /// 
            Opposite = 'C',

        };
    };

    /// Appends string presentation of object.
    ONIXS_SGXTITAN_ITCH_API void toStr(std::string&, LegSide::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(LegSide::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// EventCode
    struct EventCode
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            StartOfMessages = 'O',

            /// 
            EndOfMessages = 'C',

        };
    };

    /// Appends string presentation of object.
    ONIXS_SGXTITAN_ITCH_API void toStr(std::string&, EventCode::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(EventCode::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// Side
    struct Side
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            Buy = 'B',

            /// 
            Sell = 'S',

        };
    };

    /// Appends string presentation of object.
    ONIXS_SGXTITAN_ITCH_API void toStr(std::string&, Side::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(Side::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// TradeSide
    struct TradeSide
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            AnonymousMarkets = ' ',

            /// 
            Buy = 'B',

            /// 
            Sell = 'S',

        };
    };

    /// Appends string presentation of object.
    ONIXS_SGXTITAN_ITCH_API void toStr(std::string&, TradeSide::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(TradeSide::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// LotType
    struct LotType
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            RoundLot = 2,

        };
    };

    /// Appends string presentation of object.
    ONIXS_SGXTITAN_ITCH_API void toStr(std::string&, LotType::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(LotType::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// PutOrCall
    struct PutOrCall
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            Undefined = 0,

            /// 
            Call = 1,

            /// 
            Put = 2,

        };
    };

    /// Appends string presentation of object.
    ONIXS_SGXTITAN_ITCH_API void toStr(std::string&, PutOrCall::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(PutOrCall::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// OccurredAtCross
    struct OccurredAtCross
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            Yes = 'Y',

            /// 
            No = 'N',

        };
    };

    /// Appends string presentation of object.
    ONIXS_SGXTITAN_ITCH_API void toStr(std::string&, OccurredAtCross::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(OccurredAtCross::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

    /// Printable
    struct Printable
    {
        /// Integral type used as basement for constants. 
        typedef UInt8 Base;

        enum Enum
        {
            /// 
            Yes = 'Y',

            /// 
            No = 'N',

        };
    };

    /// Appends string presentation of object.
    ONIXS_SGXTITAN_ITCH_API void toStr(std::string&, Printable::Enum);

    /// Returns string presentation of object.
    inline std::string toStr(Printable::Enum value)
    {
        std::string str;
        toStr(str, value);
        return str;
    }

ONIXS_SGXTITAN_ITCH_NAMESPACE_END