Analytics.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 <vector>
 
#include <OnixS/LSE/MarketData/GTP/ABI.h>
#include <OnixS/LSE/MarketData/GTP/Defines.h>
#include <OnixS/LSE/MarketData/GTP/Enumerations.h>
#include <OnixS/LSE/MarketData/GTP/BinaryMessage.h>
 
 
namespace OnixS {
namespace LSE {
namespace MarketData {
namespace GTP {

    struct AnalyticsMsg : public BinaryMessage
    {
        UDT timestamp() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return ordinary<UDT>(3);
        }

        UInt64 instrument() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return ordinary<UInt64>(11);
        }

        SourceVenue::Enum sourceVenue() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return enumeration<SourceVenue>(19);
        }

        UDT startTime() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return ordinary<UDT>(21);
        }

        UDT endTime() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return ordinary<UDT>(29);
        }

        UInt32 buyOrderCount() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return ordinary<UInt32>(37);
        }

        UInt32 sellOrderCount() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return ordinary<UInt32>(41);
        }

        Size4 buyOrderSize() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Size4(ordinary<UInt64>(45));
        }

        Size4 sellOrderSize() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Size4(ordinary<UInt64>(53));
        }

        UInt32 buyOrderCancellations() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return ordinary<UInt32>(61);
        }

        UInt32 sellOrderCancellations() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return ordinary<UInt32>(65);
        }

        UInt32 buyLimitOrderCancellations() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return ordinary<UInt32>(69);
        }

        UInt32 buyMarketOrderCancellations() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return ordinary<UInt32>(73);
        }

        UInt32 sellLimitOrderCancellations() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return ordinary<UInt32>(77);
        }

        UInt32 sellMarketOrderCancellations() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return ordinary<UInt32>(81);
        }

        Price bidAskSpread() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(85));
        }

        Price vWAPBuy() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(93));
        }

        Price vWAPSell() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(101));
        }

        static ONIXS_LSE_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 109;

        static void validateSize(MessageSize size)
        {
            if(size != messageSize_)
                throwIncorrectSize("Analytics", size, messageSize_);
        }

        AnalyticsMsg(const void* data, MessageSize size)
        ONIXS_LSE_GTP_NOTHROW
            : BinaryMessage(data, size)
        {
        }
    };

    ONIXS_LSE_GTP_API void toStr(std::string&, const AnalyticsMsg&);

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