mdata_proto.h File Reference

#include <common/xroad_common_types.h>
#include <common/xroad_string.h>
#include <common/xroad_time.h>
#include <common/xroad_date.h>
#include <cache/xroad_objects_types.h>

Include dependency graph for mdata_proto.h:

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Classes
struct	mdata_heartbeat_s
struct	mdata_book_level_s
struct	mdata_subscribe_s
struct	mdata_subscribe_result_s
struct	mdata_book_20_s
struct	mdata_quote_s
struct	mdata_trade_s
struct	mdata_order_s
struct	mdata_best_prices_s
struct	mdata_feed_state_s
struct	mdata_common_info_s
struct	mdata_bar_s
struct	mdata_indicator_s
struct	mdata_speedway_t

Macros
#define	MDATA_INDICATOR_TYPE_SIZE   8
#define	MAX_PROTO_TYPE   12
#define	MDATA_BOOK_20_SIZE   20U

Typedefs
typedef struct mdata_heartbeat_s	mdata_heartbeat_t
typedef struct mdata_book_level_s	mdata_book_level_t
typedef uint32_t	mdata_subscription_mask_t
typedef struct mdata_subscribe_s	mdata_subscribe_t
typedef struct mdata_subscribe_result_s	mdata_subscribe_result_t
typedef struct mdata_book_20_s	mdata_book_20_t
typedef struct mdata_quote_s	mdata_quote_t
typedef struct mdata_trade_s	mdata_trade_t
typedef struct mdata_order_s	mdata_order_t
typedef struct mdata_best_prices_s	mdata_best_prices_t
typedef struct mdata_feed_state_s	mdata_feed_state_t
typedef struct mdata_common_info_s	mdata_common_info_t
typedef struct mdata_bar_s	mdata_bar_t
typedef struct mdata_indicator_s	mdata_indicator_t

Enumerations
enum	mdata_proto_type_t {   mdata_proto_type_heartbeat = 0 , mdata_proto_type_resolve = 1 , mdata_proto_type_subscribe = 2 , mdata_proto_type_symbol = 3 ,   mdata_proto_type_book = 4 , mdata_proto_type_trade = 5 , mdata_proto_type_subscribe_res = 6 , mdata_proto_type_feed_state = 7 ,   mdata_proto_type_quote = 8 , mdata_proto_type_common_info = 9 , mdata_proto_type_order = 10 , mdata_proto_type_bar = 11 ,   mdata_proto_type_indicator = 12 , mdata_proto_type_bestprice = 13 , mdata_proto_type_speedway = 14 }
enum	mdata_feed_state_type_t { mdata_feed_offline = 0 , mdata_feed_online = 1 , mdata_feed_unknown = 2 }
enum	mdata_side_t { mdata_ask_t = 1 , mdata_bid_t = 2 }
enum	mdata_status_t {   mdata_canceled_t = 0 , mdata_new_t = 1 , mdata_filled_t = 2 , mdata_replaced_t = 3 ,   mdata_clear_book_t = 4 }
enum	mdata_subscription_type_t {   mdata_subscription_book = 1 , mdata_subscription_trade = 2 , mdata_subscription_quote = 4 , mdata_subscription_common = 8 ,   mdata_subscription_orders = 16 , mdata_subscription_snapshot = 32 , mdata_subscription_updates = 64 , mdata_subscription_bar = 128 ,   mdata_subscription_indicator = 256 , mdata_subscription_bestprice = 512 , mdata_subscription_speedway = 1024 }
enum	mdata_stat_flag_t {   mdata_oi_t = 1 , mdata_min_t = 2 , mdata_max_t = 4 , mdata_open_t = 8 ,   mdata_high_t = 16 , mdata_low_t = 32 , mdata_last_t = 64 , mdata_volume_t = 128 ,   mdata_open_period_t = 256 , mdata_vwap_t = 512 , mdata_close_t = 1024 , mdata_oa_price_t = 2048 ,   mdata_ca_price_t = 4096 , mdata_trading_status_t = 8192 , mdata_lower_limit_t = 16384 , mdata_upper_limit_t = 32768 ,   mdata_wa_price_t = 0x10000 , mdata_settle_date_t = 0x20000 }

Detailed Description

Author

Danil Krivopustov krivo.nosp@m.pust.nosp@m.ovda@.nosp@m.gmai.nosp@m.l.com