trade_message.hpp

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#ifndef jb_itch5_trade_message_hpp
#define jb_itch5_trade_message_hpp

#include <jb/itch5/buy_sell_indicator.hpp>
#include <jb/itch5/message_header.hpp>
#include <jb/itch5/price_field.hpp>
#include <jb/itch5/stock_field.hpp>

namespace jb {
namespace itch5 {

/**
 * Represent an 'Trade (non-Cross)' message in the ITCH-5.0 protocol.
 */
struct trade_message {
  constexpr static int message_type = u'P';

  message_header header;
  std::uint64_t order_reference_number;
  buy_sell_indicator_t buy_sell_indicator;
  int shares;
  stock_t stock;
  price4_t price;
  std::uint64_t match_number;
};

/// Specialize decoder for a jb::itch5::trade_message
template <bool V>
struct decoder<V, trade_message> {
  /// Please see the generic documentation for jb::itch5::decoder<>::r()
  static trade_message r(std::size_t size, void const* buf, std::size_t off) {
    trade_message x;
    x.header = decoder<V, message_header>::r(size, buf, off + 0);
    x.order_reference_number =
        decoder<V, std::uint64_t>::r(size, buf, off + 11);
    x.buy_sell_indicator =
        decoder<V, buy_sell_indicator_t>::r(size, buf, off + 19);
    x.shares = decoder<V, std::uint32_t>::r(size, buf, off + 20);
    x.stock = decoder<V, stock_t>::r(size, buf, off + 24);
    x.price = decoder<V, price4_t>::r(size, buf, off + 32);
    x.match_number = decoder<V, std::uint64_t>::r(size, buf, off + 36);
    return x;
  }
};

/// Streaming operator for jb::itch5::trade_message.
std::ostream& operator<<(std::ostream& os, trade_message const& x);

} // namespace itch5
} // namespace jb

#endif // jb_itch5_trade_message_hpp