efh_quote_decoder.h

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#pragma once
 
#include <cstdint>
 
#include "sse_hpf_define.h"
#include "sze_hpf_define.h"
#include "xlt_quote_define.h"
 
namespace x1::efh {
 
    typedef union efh_quote_data_union_t {
        const sse_hpf_lev2* sse_lev2_snap;                  
        const sse_hpf_tick_merge* sse_lev2_tick_merge;      
        const sse_hpf_idx* sse_lev2_idx;                    
        const sse_hpf_bond_snap* sse_lev2_bond_snap;        
        const sse_hpf_bond_tick* sse_lev2_bond_tick;        
        const sze_hpf_lev2* sze_lev2_snap;                  
        const sze_hpf_order* sze_lev2_order;                
        const sze_hpf_exe* sze_lev2_exe;                    
        const sze_hpf_idx* sze_lev2_idx;                    
        const sze_hpf_bond_snap* sze_lev2_bond_snap;        
        const sze_hpf_bond_order* sze_lev2_bond_order;      
        const sze_hpf_bond_exe* sze_lev2_bond_exe;          
    }efh_quote_data_union_t;
 
    struct EFHQuoteItem {
        uint8_t data_type;                                  
        efh_quote_data_union_t data;                        
    };
 
    class EFHQuoteDecoder {
    public:
        using StepFunc = const EFHQuoteItem* (*)(uint8_t*& data, uint32_t& remain, EFHQuoteItem& item);
 
        EFHQuoteDecoder(QuoteMCType mc_type, const void* msg_data, uint32_t msg_len);
        ~EFHQuoteDecoder() = default;
        EFHQuoteDecoder(const EFHQuoteDecoder&) = delete;
        EFHQuoteDecoder& operator=(const EFHQuoteDecoder&) = delete;
 
        const EFHQuoteItem* get_next();
    protected:
        StepFunc step_fn_;
        uint8_t* data_;
        uint32_t remain_;
        EFHQuoteItem item_;
    };
 
}