wire.hpp

Go to the documentation of this file.

#pragma once
 
#include <cstddef>
#include <cstdint>
 
#include "itch/messages.hpp"
 
 
namespace itch::detail {
 
constexpr std::size_t TIMESTAMP_STRUCT_PADDING = sizeof(std::uint64_t) - 6;
 
template <typename MsgType>
constexpr std::size_t WIRE_SIZE = sizeof(MsgType) - TIMESTAMP_STRUCT_PADDING;
 
// Lock the padding assumption to the spec lengths so a future struct change that
// breaks the derivation is caught at compile time rather than at runtime.
static_assert(WIRE_SIZE<SystemEventMessage> == 12);
static_assert(WIRE_SIZE<StockDirectoryMessage> == 39);
static_assert(WIRE_SIZE<AddOrderMessage> == 36);
static_assert(WIRE_SIZE<NOIIMessage> == 50);
static_assert(WIRE_SIZE<DLCRMessage> == 48);
 
template <typename Visitor>
constexpr auto for_each_message_type(Visitor&& visitor) -> void {
    visitor.template operator()<SystemEventMessage>('S');
    visitor.template operator()<StockDirectoryMessage>('R');
    visitor.template operator()<StockTradingActionMessage>('H');
    visitor.template operator()<RegSHOMessage>('Y');
    visitor.template operator()<MarketParticipantPositionMessage>('L');
    visitor.template operator()<MWCBDeclineLevelMessage>('V');
    visitor.template operator()<MWCBStatusMessage>('W');
    visitor.template operator()<IPOQuotingPeriodUpdateMessage>('K');
    visitor.template operator()<LULDAuctionCollarMessage>('J');
    visitor.template operator()<OperationalHaltMessage>('h');
    visitor.template operator()<AddOrderMessage>('A');
    visitor.template operator()<AddOrderMPIDAttributionMessage>('F');
    visitor.template operator()<OrderExecutedMessage>('E');
    visitor.template operator()<OrderExecutedWithPriceMessage>('C');
    visitor.template operator()<OrderCancelMessage>('X');
    visitor.template operator()<OrderDeleteMessage>('D');
    visitor.template operator()<OrderReplaceMessage>('U');
    visitor.template operator()<NonCrossTradeMessage>('P');
    visitor.template operator()<CrossTradeMessage>('Q');
    visitor.template operator()<BrokenTradeMessage>('B');
    visitor.template operator()<NOIIMessage>('I');
    visitor.template operator()<RetailPriceImprovementIndicatorMessage>('N');
    visitor.template operator()<DLCRMessage>('O');
}
 
}  // namespace itch::detail