enums.h

#pragma once
#include <cstdint>

// Type-safe representations of the single character alphanumeric codes used in the spec.
// See the specification for documentation.
namespace asx24itch
{
    enum class ContractType : uint8_t
    {
        FutureOrForward = 'F',
        RegularOption = 'O',
        EquityOption = 'E',
        SingleSessionOption = 'N',
        CalendarOrIntraSpread = 'S',
        ArbitrageOrInterSpread = 'A',
        EquityCFDOrShareFuture = 'D'
    };

    enum class EventCode : uint8_t
    {
        Open = 'O',
        Start = 'S',
        Close = 'C',
        Pause = 'P',
        Resume = 'R'
    };

    enum class FinancialType : uint8_t
    {
        Commodity = 'C',
        CFD = 'D',
        Equity = 'E',
        GovernmentBond = 'X',
        BankBill = 'B'
    };

    enum class MessageType : uint8_t
    {
        TimeMessage = 'T',
        SystemEvent = 'S',
        FutureSymbolDirectory = 'f',
        SpreadSymbolDirectory = 'g',
        OptionSymbolDirectory = 'h',
        OrderBookState = 'O',
        OrderAdded = 'A',
        OrderReplaced = 'U',
        OrderVolumeCancelled = 'X',
        OrderDeleted = 'D',
        ImpliedOrderAdded = 'j',
        ImpliedOrderReplaced = 'l',
        ImpliedOrderDeleted = 'k',
        CustomMarketOrderAdded = 'm',
        CustomMarketOrderReplaced = 'n',
        CustomMarketOrderDeleted = 'r',
        OrderExecuted = 'E',
        OrderExecutedWithPrice = 'C',
        SpreadExecuted = 'e',
        TradeSpreadExecutionChain = 'P',
        CustomMarketExecuted = 'u',
        CustomMarketTrade = 'p',
        TradeCancellation = 'B',
        EquilibriumPrice = 'Z',
        OpenHighLowLastTradeAdjustment = 't',
        MarketSettlement = 'Y',
        TextMessage = 'x',
        RequestForQuote = 'q',
        SnapshotComplete = 'G',
        AnomalousOrderThresholdPublish = 'W',
        VolumeAndOpenInterest = 'V'
    };

    enum class OptionActivated : uint8_t
    {
        Activated = 'Y',
        Deactivated = 'N'
    };

    enum OptionType : uint8_t
    {
        Put = 'P',
        Call = 'C'
    };

    enum class Printable : uint8_t
    {
        IsPrintable = 'Y',
        NonPrintable = 'N'
    };

    enum class SettlementType : uint8_t
    {
        Interim = 'I',
        Final = 'F',
        Adjustment = 'A'
    };

    enum class Side : uint8_t
    {
        Buy = 'B',
        Sell = 'S',
        Undefined = ' ',
    };

    enum class TradeType : uint8_t
    {
        Normal = 'T',
        Sweeping = 'W',
        Levelling = 'L',
        SpreadToUnderlying = 'S',
        IntraSpread = 'R',
        InterSpread = 'Q',
        Custom = 'U',
        CrossNormal = 't',
        CrossSweeping = 'w',
        CrossLevelling = 'l',
        CrossSpreadToUnderlying = 's',
        CrossIntraSpread = 'r',
        CrossInterSpread = 'q',
        CrossCustom = 'u'
    };

    enum class TradingStatus : uint8_t
    {
        Pending = 'p',
        Halted = 'H',
        PreOpen = 'P',
        Closed = 'C',
        Levelling = 'l',
        Locked = 'L',
        Opened = 'O',
        EndLockOrUnavailable = 'U',
        PrePriceDiscovery = 'd',
        Inactive = 'I',
        PriceDiscovery = 'D',
        Activated = 'A',
        RegulatoryHalt = 'R'
    };

    enum class MarketUpdates : uint8_t
    {
        OpeningTradePrice = 0x01,
        HighestTradedPrice = 0x02,
        LowestTradedPrice = 0x04,
        TotalTradedVolumeAndTotalTrades = 0x08,
        LastTradedPrice = 0x10,
        LastTradedVolume = 0x20
    };
}