OrderBookDirectoryMsg.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 <OnixS/SgxTitan/MarketData/Itch/BinaryMessage.h>
#include <OnixS/SgxTitan/MarketData/Itch/IncomingMessage.h>
#include <OnixS/SgxTitan/MarketData/Itch/Price.h>

ONIXS_SGXTITAN_ITCH_NAMESPACE_BEGIN

    /// At the start of each trading day, Order Book
    /// directory messages are disseminated for all active
    /// instruments, including halted instruments, in the
    /// Trading system.
    struct ONIXS_SGXTITAN_ITCH_API OrderBookDirectoryMsg : public IncomingMessage
    {
        /// Nanoseconds portion of the timestamp
        UInt32 nanoseconds() const
        {
            return ordinary<UInt32>(1);
        }

        /// Denotes the primary identifier of an Order Book
        OrderBookId orderBookId() const
        {
            return ordinary<UInt32>(5);
        }

        /// Instrument short name
        StrRef symbol() const
        ONIXS_SGXTITAN_ITCH_NOTHROW
        {
            return fixedStr<32>(9);
        }

        /// Human readable long name of Instrument series
        StrRef longName() const
        ONIXS_SGXTITAN_ITCH_NOTHROW
        {
            return fixedStr<32>(41);
        }

        /// ISIN code identifying security
        StrRef isin() const
        ONIXS_SGXTITAN_ITCH_NOTHROW
        {
            return fixedStr<12>(73);
        }

        /// Financial Product
        FinancialProduct::Enum financialProduct() const
        ONIXS_SGXTITAN_ITCH_NOTHROW
        {
            return enumeration<FinancialProduct>(85);
        }

        /// Trading Currency
        StrRef tradingCurrency() const
        ONIXS_SGXTITAN_ITCH_NOTHROW
        {
            return fixedStr<3>(86);
        }

        /// This value defines the number of decimals used in
        /// price for this Order Book
        UInt16 numberOfDecimalsInPrice() const
        {
            return ordinary<UInt16>(89);
        }

        /// This value defines the number of decimals in
        /// Nominal Value
        UInt16 numberOfDecimalsInNominalValue() const
        {
            return ordinary<UInt16>(91);
        }

        /// Indicates the number of securities that represent
        /// an odd lot for the order book
        UInt32 oddLotSize() const
        {
            return ordinary<UInt32>(93);
        }

        /// Indicates the quantity that represents a round lot
        /// for the order book.
        UInt32 roundLotSize() const
        {
            return ordinary<UInt32>(97);
        }

        /// Indicates the number of securities that represent
        /// a block lot for the order book.
        UInt32 blockLotSize() const
        {
            return ordinary<UInt32>(101);
        }

        /// Nominal Value
        UInt64 nominalValue() const
        {
            return ordinary<UInt64>(105);
        }

        /// Number of legs.
        UInt8 numberOfLegs() const
        {
            return ordinaryRef<UInt8>(113);
        }

        /// The commodity code of the underlying instrument.
        UInt32 commodityCode() const
        {
            return ordinary<UInt32>(114);
        }

        /// Strike Price
        Price strikePrice() const
        {
            return Price(ordinary<Int32>(118));
        }

        /// Date of expiration.
        Date expirationDate() const
        {
            return ordinary<UInt32>(122);
        }

        /// This value defines the number of decimals used in
        /// Strike Price for this order book.
        UInt16 numberOfDecimalsInStrikePrice() const
        {
            return ordinary<UInt16>(126);
        }

        /// Put or Call
        PutOrCall::Enum putOrCall() const
        ONIXS_SGXTITAN_ITCH_NOTHROW
        {
            return enumeration<PutOrCall>(128);
        }

        /// Total message size.
        static ONIXS_SGXTITAN_ITCH_CONST_OR_CONSTEXPR MessageSize messageSize_ = 129;

        /// Check the given size.
        static void validateSize(MessageSize size)
        {
            if(size < messageSize_)
                throwIncorrectSize("OrderBookDirectoryMsg", size, messageSize_);
        }

        /// Initializes instance over given memory block.
        OrderBookDirectoryMsg(const void* data, MessageSize size)
        ONIXS_SGXTITAN_ITCH_NOTHROW
            : IncomingMessage(data, size)
        {
        }
    };

    /// Serializes object into string.
    ONIXS_SGXTITAN_ITCH_API void toStr(std::string&, const OrderBookDirectoryMsg&);

    /// Serializes object into string.
    inline std::string toStr(const OrderBookDirectoryMsg& msg)
    {
        std::string str;
        toStr(str, msg);
        return str;
    }

    ///
    inline std::ostream& operator<<(std::ostream& stream, const OrderBookDirectoryMsg& msg)
    {
        stream << toStr(msg);
        return stream;
    }

ONIXS_SGXTITAN_ITCH_NAMESPACE_END