StatisticsSnapshot.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 StatisticsSnapshotMsg : 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);
        }

        Size4 volume() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Size4(ordinary<UInt64>(21));
        }

        Size4 volumeOnBookOnly() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Size4(ordinary<UInt64>(29));
        }

        Price4 vwap() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Price4(ordinary<UInt64>(37));
        }

        Price4 vwapOnBookOnly() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Price4(ordinary<UInt64>(45));
        }

        UInt32 numberOfTrades() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return ordinary<UInt32>(53);
        }

        UInt32 numberOfTradesOnBookOnly() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return ordinary<UInt32>(57);
        }

        Price4 turnover() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Price4(ordinary<UInt64>(61));
        }

        Price4 turnoverOnBookOnly() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Price4(ordinary<UInt64>(69));
        }

        Price officialOpeningPrice() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(77));
        }

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

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

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

        Price tradeHigh() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(109));
        }

        Price tradeLow() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(117));
        }

        Price tradeHigh52week() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(125));
        }

        Price tradeLow52week() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(133));
        }

        Byte openingPriceIndicator() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return ordinaryRef<Byte>(141);
        }

        Byte closingPriceIndicator() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return ordinaryRef<Byte>(142);
        }

        Price iAUPrice() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(143));
        }

        Size iAUPairedSize() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Size(ordinary<UInt64>(151));
        }

        Size imbalanceQuantity() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Size(ordinary<UInt64>(159));
        }

        ImbalanceDirection::Enum imbalanceDirection() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return enumeration<ImbalanceDirection>(167);
        }

        Price bestClosingBidPrice() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(168));
        }

        Price bestClosingAskPrice() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(176));
        }

        Size bestClosingBidSize() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Size(ordinary<UInt64>(184));
        }

        Size bestClosingAskSize() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Size(ordinary<UInt64>(192));
        }

        AuctionType::Enum auctionType() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return enumeration<AuctionType>(232);
        }

        Price lastTradePrice() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(233));
        }

        Size lastTradeQuantity() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Size(ordinary<UInt64>(241));
        }

        UDT lastTradeTime() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return ordinary<UDT>(249);
        }

        Price staticReferencePrice() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(257));
        }

        Price dynamicReferencePrice() const
        ONIXS_LSE_GTP_NOTHROW
        {
            return Price(ordinary<UInt64>(265));
        }

        static ONIXS_LSE_GTP_CONST_OR_CONSTEXPR MessageSize messageSize_ = 273;

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

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

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

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