itchcpp/encoder_8hpp_source.html

#pragma once


#include <cstddef>

#include <vector>


#include "itch/messages.hpp"


namespace itch {


[[nodiscard]] auto encode_message(const Message& message) -> std::vector<std::byte>;


[[nodiscard]] auto encode_frame(const Message& message) -> std::vector<std::byte>;


}  // namespace itch

messages.hpp
Defines every ITCH 5.0 message struct, the Message variant, and the stream-printing helpers used to f...

itch
Definition auctions.hpp:26

itch::Message
std::variant< SystemEventMessage, StockDirectoryMessage, StockTradingActionMessage, RegSHOMessage, MarketParticipantPositionMessage, MWCBDeclineLevelMessage, MWCBStatusMessage, IPOQuotingPeriodUpdateMessage, LULDAuctionCollarMessage, OperationalHaltMessage, AddOrderMessage, AddOrderMPIDAttributionMessage, OrderExecutedMessage, OrderExecutedWithPriceMessage, OrderCancelMessage, OrderDeleteMessage, OrderReplaceMessage, NonCrossTradeMessage, CrossTradeMessage, BrokenTradeMessage, NOIIMessage, RetailPriceImprovementIndicatorMessage, DLCRMessage > Message
A variant able to hold any one of the ITCH 5.0 message structs.
Definition messages.hpp:483

itch::encode_message
auto encode_message(const Message &message) -> std::vector< std::byte >
Encodes a message body and header without the 2-byte length prefix.
Definition encoder.cpp:227

itch::encode_frame
auto encode_frame(const Message &message) -> std::vector< std::byte >
Encodes a complete length-prefixed frame (2-byte big-endian length followed by the message bytes),...
Definition encoder.cpp:239