stock_directory_message.cpp

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#include "jb/itch5/stock_directory_message.hpp"

#include <iostream>
#include <mutex>
#include <string>
#include <unordered_map>

namespace {
typedef std::unordered_map<std::string, std::string> valid_subtype_t;

valid_subtype_t valid_subtypes;
std::once_flag valid_subtypes_initialized;

void initialize_valid_subtypes();
} // anonymous namespace

constexpr int jb::itch5::stock_directory_message::message_type;

bool jb::itch5::validate_issue_subtype::operator()(char const* value) const {
  std::call_once(valid_subtypes_initialized, initialize_valid_subtypes);

  return valid_subtypes.find(value) != valid_subtypes.end();
}

std::ostream& jb::itch5::
operator<<(std::ostream& os, stock_directory_message const& x) {
  return os << x.header << ",stock=" << x.stock
            << ",market_category=" << x.market_category
            << ",financial_status_indicator=" << x.financial_status_indicator
            << ",round_lot_size=" << x.round_lot_size
            << ",roundlots_only=" << x.roundlots_only
            << ",issue_classification=" << x.issue_classification
            << ",issue_subtype=" << x.issue_subtype
            << ",authenticity=" << x.authenticity
            << ",short_sale_threshold_indicator="
            << x.short_sale_threshold_indicator << ",ipo_flag=" << x.ipo_flag
            << ",luld_reference_price_tier=" << x.luld_reference_price_tier
            << ",etp_flag=" << x.etp_flag
            << ",etp_leverage_factor=" << x.etp_leverage_factor
            << ",inverse_indicator=" << x.inverse_indicator;
}

namespace {
void initialize_valid_subtypes() {
  valid_subtypes.emplace("A", "Preferred Trust Securities");
  valid_subtypes.emplace("AI", "Alpha Index ETNs");
  valid_subtypes.emplace("B", "Index Based Derivative");
  valid_subtypes.emplace("C", "Common Shares");
  valid_subtypes.emplace("CB", "Commodity Based Trust Shares");
  valid_subtypes.emplace("CF", "Commodity Futures Trust Shares");
  valid_subtypes.emplace("CL", "Commodity-Linked Securities");
  valid_subtypes.emplace("CM", "Commodity Index Trust Shares");
  valid_subtypes.emplace("CO", "Collateralized Mortgage Obligation");
  valid_subtypes.emplace("CT", "Currency Trust Shares");
  valid_subtypes.emplace("CU", "Commodity-Currency-Linked Securities");
  valid_subtypes.emplace("CW", "Currency Warrants");
  valid_subtypes.emplace("D", "Global Depositary Shares");
  valid_subtypes.emplace("E", "ETF-Portfolio Depositary Receipt");
  valid_subtypes.emplace("EG", "Equity Gold Shares");
  valid_subtypes.emplace("EI", "ETN-Equity Index-Linked Securities");
  valid_subtypes.emplace("EM", "Exchange Traded Managed Funds*");
  valid_subtypes.emplace("EN", "Exchange Traded Notes");
  valid_subtypes.emplace("EU", "Equity Units");
  valid_subtypes.emplace("F", "HOLDRS");
  valid_subtypes.emplace("FI", "ETN-Fixed Income-Linked Securities");
  valid_subtypes.emplace("FL", "ETN-Futures-Linked Securities");
  valid_subtypes.emplace("G", "Global Shares");
  valid_subtypes.emplace("I", "ETF-Index Fund Shares");
  valid_subtypes.emplace("IR", "Interest Rate");
  valid_subtypes.emplace("IW", "Index Warrant");
  valid_subtypes.emplace("IX", "Index-Linked Exchangeable Notes");
  valid_subtypes.emplace("J", "Corporate Backed Trust Security");
  valid_subtypes.emplace("L", "Contingent Litigation Right");
  valid_subtypes.emplace(
      "LL", "Identifies securities of companies that are set up "
            "as a Limited Liability Company (LLC)");
  valid_subtypes.emplace("M", "Equity-Based Derivative");
  valid_subtypes.emplace("MF", "Managed Fund Shares");
  valid_subtypes.emplace("ML", "ETN-Multi-Factor Index-Linked Securities");
  valid_subtypes.emplace("MT", "Managed Trust Securities");
  valid_subtypes.emplace("N", "NY Registry Shares");
  valid_subtypes.emplace("O", "Open Ended Mutual Fund");
  valid_subtypes.emplace("P", "Privately Held Security");
  valid_subtypes.emplace("PP", "Poison Pill");
  valid_subtypes.emplace("PU", "Partnership Units");
  valid_subtypes.emplace("Q", "Closed-End Funds");
  valid_subtypes.emplace("R", "Reg-S");
  valid_subtypes.emplace(
      "RC", "Commodity-Redeemable Commodity-Linked Securities");
  valid_subtypes.emplace("RF", "ETN-Redeemable Futures-Linked Securities");
  valid_subtypes.emplace("RT", "REIT");
  valid_subtypes.emplace(
      "RU", "Commodity-Redeemable Currency-Linked Securities");
  valid_subtypes.emplace("S", "SEED");
  valid_subtypes.emplace("SC", "Spot Rate Closing");
  valid_subtypes.emplace("SI", "Spot Rate Intraday");
  valid_subtypes.emplace("T", "Tracking Stock");
  valid_subtypes.emplace("TC", "Trust Certificates");
  valid_subtypes.emplace("TU", "Trust Units");
  valid_subtypes.emplace("U", "Portal");
  valid_subtypes.emplace("V", "Contingent Value Right");
  valid_subtypes.emplace("W", "Trust Issued Receipts");
  valid_subtypes.emplace("WC", "World Currency Option");
  valid_subtypes.emplace("X", "Trust");
  valid_subtypes.emplace("Y", "Other");
  valid_subtypes.emplace("Z", "Not Applicable");
}

} // anonymous namespace