messages.hpp

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#ifndef ISIMUD_EXCHANGES_BATSBOE_EU_MESSAGES_HPP
#define ISIMUD_EXCHANGES_BATSBOE_EU_MESSAGES_HPP
 
/******************************************************************************
** Copyright © 2015 by J.M.McGuiness, isimud@hussar.me.uk
**
** This library is free software; you can redistribute it and/or
** modify it under the terms of the GNU Lesser General Public
** License as published by the Free Software Foundation; either
** version 2.1 of the License, or (at your option) any later version.
**
** This library is distributed in the hope that it will be useful,
** but WITHOUT ANY WARRANTY; without even the implied warranty of
** MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
** Lesser General Public License for more details.
**
** You should have received a copy of the GNU Lesser General Public
** License along with this library; if not, write to the Free Software
** Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
 
#include "types.hpp"
#include "optional_field_types.hpp"
#include "../common/messages.hpp"
 
namespace isimud { namespace ISIMUD_VER_NAMESPACE { namespace exchanges { namespace BATSBOE {
 
/**
   From <a href="http://cdn.batstrading.com/resources/participant_resources/BATS_Europe_Binary_Order_Entry_Specification.pdf>"BATS Chi-X Europe Binary Order Entry Specification", Version 1.44, 27 November, 2014</a>
*/
namespace EU {
 
/**
   Section: "4.1.4 Trade Capture Report"
*/
struct TradeCaptureReport : public common::Header<MsgType, MsgType::TradeCaptureReport> {
   using Header_t=common::Header<MsgType, MsgType::TradeCaptureReport>;
   using bitfields_to_type_map=optional::TradeCaptureReport::bitfields_to_type_map;
   using bitfields_tags_type=bitfields_to_type_map::bitfields_tags_type;
 
   explicit TradeCaptureReport(common::SeqNum_t seqNumber) noexcept(true) FORCE_INLINE;
 
private:
   common::TradeReportID_t tradeReportID;
   common::Quantity_t lastShares;
   common::Price_t lastPx;
   bitfields_to_type_map bitfields;
} __attribute__((packed));
 
/**
   Section: "4.2.10 Trade Capture Report Ack"
*/
struct TradeCaptureReportAck : public common::Header<MsgType, MsgType::TradeCaptureReportAck> {
   using Header_t=common::Header<MsgType, MsgType::TradeCaptureReportAck>;
   using bitfields_to_type_map=optional::TradeCaptureReportAck::bitfields_to_type_map;
   using bitfields_tags_type=bitfields_to_type_map::bitfields_tags_type;
 
   const common::DateTime_t transactionTime;
 
   explicit TradeCaptureReportAck(common::SeqNum_t seqNumber) noexcept(true) FORCE_INLINE;
 
private:
   common::TradeReportID_t tradeReportID;
   bitfields_to_type_map bitfields;
} __attribute__((packed));
 
/**
   Section: "4.2.11 Trade Capture Report Reject"
*/
struct TradeCaptureReportReject : public common::Header<MsgType, MsgType::TradeCaptureReportReject> {
   using Header_t=common::Header<MsgType, MsgType::TradeCaptureReportReject>;
   using bitfields_to_type_map=optional::TradeCaptureReportAck::bitfields_to_type_map;
   using bitfields_tags_type=bitfields_to_type_map::bitfields_tags_type;
 
   const common::DateTime_t transactionTime;
 
   explicit TradeCaptureReportReject(common::SeqNum_t seqNumber) noexcept(true) FORCE_INLINE;
 
private:
   common::TradeReportID_t tradeReportID;
   common::Reason reason;
   common::Text_t text;
   bitfields_to_type_map bitfields;
} __attribute__((packed));
 
/**
   Section: "4.2.12 Trade Capture Confirm"
*/
struct TradeCaptureConfirm : public common::Header<MsgType, MsgType::TradeCaptureConfirm> {
   using Header_t=common::Header<MsgType, MsgType::TradeCaptureConfirm>;
   using bitfields_to_type_map=optional::TradeCaptureConfirm::bitfields_to_type_map;
   using bitfields_tags_type=bitfields_to_type_map::bitfields_tags_type;
 
   const common::DateTime_t transactionTime;
 
   explicit TradeCaptureConfirm(common::SeqNum_t seqNumber) noexcept(true) FORCE_INLINE;
 
private:
   common::TradeReportID_t tradeReportID;
   common::TradeReportRefID_t tradeReportRefID;
   uint64_t tradeID;
   common::Quantity_t lastShares;
   common::Price_t lastPx;
   common::ContraBroker_t contraBroker;
   common::Reason reason;
   common::Text_t text;
   bitfields_to_type_map bitfields;
} __attribute__((packed));
 
/**
   Section: "4.2.13 Trade Capture Decline"
*/
struct TradeCaptureDecline : public common::Header<MsgType, MsgType::TradeCaptureDecline> {
   using Header_t=common::Header<MsgType, MsgType::TradeCaptureDecline>;
   using bitfields_to_type_map=optional::TradeCaptureConfirm::bitfields_to_type_map;
   using bitfields_tags_type=bitfields_to_type_map::bitfields_tags_type;
 
   const common::DateTime_t transactionTime;
 
   explicit TradeCaptureDecline(common::SeqNum_t seqNumber) noexcept(true) FORCE_INLINE;
 
private:
   common::TradeReportID_t tradeReportID;
   common::TradeReportRefID_t tradeReportRefID;
   uint64_t tradeID;
   common::Quantity_t lastShares;
   common::Price_t lastPx;
   common::ContraBroker_t contraBroker;
   common::Reason reason;
   common::Text_t text;
   bitfields_to_type_map bitfields;
} __attribute__((packed));
 
} } } } }
 
#include "messages_impl.hpp"
 
#endif