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/Tradeweb/MarketData/Apa/ABI.h>
#include <OnixS/Tradeweb/MarketData/Apa/Enumerations.h>
#include <OnixS/Tradeweb/MarketData/Apa/Memory.h>
#include <OnixS/Tradeweb/MarketData/Apa/Timestamp.h>

#include <string>
#include <ostream>

namespace OnixS
{
    namespace Tradeweb
    {
        namespace MarketData
        {
            namespace Apa
            {
                typedef Int8 Integer1;
                typedef Int16 Integer2;
                typedef Int32 Integer4;
                typedef Int64 Integer8;

                typedef Int64 SInt64;
                typedef Int32 SInt32;

                typedef double Double;

                /// Alias for Sequence Number type.
                typedef Integer8 SequenceNumber;

                /// Data source
                struct ONIXS_TRADEWEB_APA_API DataSource
                {
                    enum Origin
                    {
                        Multicast = 0,
                        Recovery = 1,
                    };

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

                    /// Message sequence number
                    SequenceNumber messageSeqNum;

                    /// Date and Time the message is sent by exchange, UTC Time since epoch (in milliseconds)
                    Integer8 packetHeaderTimestamp;

                    /// AssetClass (MiFIR Identifier)
                    AssetClass::Enum assetClass;

                    /// SubAssetClass
                    SubAssetClass::Enum subAssetClass;

                    /// the way data received
                    Origin origin;

                    /// The packet was cached due to incorrect sequence
                    bool cached;

                    std::string toString() const;
                };

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