Types.h File Reference

Common types and definitions for NASDAQ protocols. More...

Detailed Description

Common types and definitions for NASDAQ protocols.

This file provides shared type definitions, enumerations, and base classes used across multiple NASDAQ protocols including ITCH 5.0, MoldUDP64, and SoupBinTCP. It defines message headers, price types, and protocol adapters.

#include <core/src/Constants.h>
#include <nasdaq/moldudp64/Messages.h>
#include <nasdaq/soupbintcp/Messages.h>

Classes
class	b2bits::nasdaq::MessageHeader
	Base class for all NASDAQ protocol messages. More...
struct	b2bits::nasdaq::MsgT< Protocol, M >
	Message adapter template. More...
class	b2bits::nasdaq::MessageBlock
	Compile-time validation of RequestPacket wire format size. More...
class	b2bits::nasdaq::SequencedData
	Sequenced data packet ('S'). More...
class	b2bits::nasdaq::UnsequencedData
	Unsequenced data packet ('U'). More...

Namespaces
namespace	b2bits
namespace	b2bits::nasdaq
	Namespace alias for SoupBinTCP protocol.

Typedefs
using	b2bits::nasdaq::Price = Int64
	< String reference type
using	b2bits::nasdaq::OrderbookID = UInt32
	NASDAQ orderbook identifier.
template<class M>
using	b2bits::nasdaq::UDPMessage = MsgT<MessageBlock, M>
	< SoupBinTCP unsequenced data header
template<class M>
using	b2bits::nasdaq::SequencedMessage = MsgT<SequencedData, M>
	TCP sequenced message adapter.
template<class M>
using	b2bits::nasdaq::UnsequencedMessage = MsgT<UnsequencedData, M>
	TCP unsequenced message adapter.

Enumerations
enum struct	b2bits::nasdaq::Side : char { b2bits::nasdaq::Buy = 'B' , b2bits::nasdaq::Sell = 'S' , b2bits::nasdaq::Both = 'A' }
	Order side enumeration. More...

Functions
std::string_view	b2bits::nasdaq::to_string (Side v)
	Convert Side enum to string representation.
template<typename Message>
std::enable_if< std::is_base_of< MessageHeader, Message >::value, std::ostream & >::type	b2bits::nasdaq::operator<< (std::ostream &os, const Message &m)
	Stream output operator for messages.
constexpr std::uint64_t	b2bits::nasdaq::calculate_ratio (std::uint16_t num_decimals)
	Calculate decimal ratio for price conversion.

Variables
static constexpr Price	b2bits::nasdaq::ZERO_PRICE = -1
	Special value indicating no valid price (used for cleared/unknown prices).