itch::detail Namespace Reference

Functions
template<typename Visitor >
constexpr auto	for_each_message_type (Visitor &&visitor) -> void
	Invokes visitor.template operator()<MsgType>(type_byte) once for each ITCH 5.0 message type, in a fixed order.

Variables
constexpr std::size_t	TIMESTAMP_STRUCT_PADDING = sizeof(std::uint64_t) - 6
	The on-wire ITCH timestamp is 48 bits (6 bytes), but every message struct stores it in a 64-bit field, so each struct is exactly two bytes wider than its encoding.
template<typename MsgType >
constexpr std::size_t	WIRE_SIZE = sizeof(MsgType) - TIMESTAMP_STRUCT_PADDING
	The exact on-wire size, in bytes, of a fully formed message of type T.

Function Documentation

for_each_message_type()

template<typename Visitor >

constexpr auto itch::detail::for_each_message_type ( Visitor &&  visitor ) -> void

constexpr

Invokes visitor.template operator()<MsgType>(type_byte) once for each ITCH 5.0 message type, in a fixed order.

This is the canonical registry of message types. Both the parser's dispatch table and any other component that needs to enumerate the message set build on it, so the set is defined exactly once.

Template Parameters

Visitor

Callable type providing a templated operator()<MsgType>(char).

Parameters

visitor

The visitor invoked once per registered message type.

Definition at line 48 of file wire.hpp.

Referenced by itch::overlay::build_size_table(), and itch::venue::Nasdaq50::for_each_message_type().

Variable Documentation

TIMESTAMP_STRUCT_PADDING

constexpr std::size_t itch::detail::TIMESTAMP_STRUCT_PADDING = sizeof(std::uint64_t) - 6

constexpr

The on-wire ITCH timestamp is 48 bits (6 bytes), but every message struct stores it in a 64-bit field, so each struct is exactly two bytes wider than its encoding.

The timestamp is the only field whose storage width differs from its wire width.

Definition at line 24 of file wire.hpp.

WIRE_SIZE

template<typename MsgType >

constexpr std::size_t itch::detail::WIRE_SIZE = sizeof(MsgType) - TIMESTAMP_STRUCT_PADDING

constexpr

The exact on-wire size, in bytes, of a fully formed message of type T.

Definition at line 28 of file wire.hpp.