use std::ffi::c_char;
use crate::{
ErrorCode, Schema, StatusAction, StatusReason, SystemCode, TradingEvent, TriState,
UNDEF_ORDER_SIZE, UNDEF_PRICE, UNDEF_STAT_QUANTITY, UNDEF_TIMESTAMP,
};
use super::*;
impl RecordHeader {
pub const fn default<R: HasRType>(rtype: u8) -> Self {
Self::new::<R>(rtype, 0, 0, UNDEF_TIMESTAMP)
}
}
impl Default for MboMsg {
fn default() -> Self {
Self {
hd: RecordHeader::default::<Self>(rtype::MBO),
order_id: 0,
price: UNDEF_PRICE,
size: UNDEF_ORDER_SIZE,
flags: Default::default(),
channel_id: u8::MAX,
action: Action::default() as c_char,
side: Side::default() as c_char,
ts_recv: UNDEF_TIMESTAMP,
ts_in_delta: 0,
sequence: 0,
}
}
}
impl Default for BidAskPair {
fn default() -> Self {
Self {
bid_px: UNDEF_PRICE,
ask_px: UNDEF_PRICE,
bid_sz: 0,
ask_sz: 0,
bid_ct: 0,
ask_ct: 0,
}
}
}
impl Default for ConsolidatedBidAskPair {
fn default() -> Self {
Self {
bid_px: UNDEF_PRICE,
ask_px: UNDEF_PRICE,
bid_sz: 0,
ask_sz: 0,
bid_pb: 0,
_reserved1: Default::default(),
ask_pb: 0,
_reserved2: Default::default(),
}
}
}
impl Default for TradeMsg {
fn default() -> Self {
Self {
hd: RecordHeader::default::<Self>(rtype::MBP_0),
price: UNDEF_PRICE,
size: UNDEF_ORDER_SIZE,
action: Action::default() as c_char,
side: Side::default() as c_char,
flags: Default::default(),
depth: 0,
ts_recv: UNDEF_TIMESTAMP,
ts_in_delta: 0,
sequence: 0,
}
}
}
impl Default for Mbp1Msg {
fn default() -> Self {
Self {
hd: RecordHeader::default::<Self>(rtype::MBP_1),
price: UNDEF_PRICE,
size: UNDEF_ORDER_SIZE,
action: Action::default() as c_char,
side: Side::default() as c_char,
flags: Default::default(),
depth: 0,
ts_recv: UNDEF_TIMESTAMP,
ts_in_delta: 0,
sequence: 0,
levels: Default::default(),
}
}
}
impl Default for Mbp10Msg {
fn default() -> Self {
Self {
hd: RecordHeader::default::<Self>(rtype::MBP_10),
price: UNDEF_PRICE,
size: UNDEF_ORDER_SIZE,
action: Action::default() as c_char,
side: Side::default() as c_char,
flags: Default::default(),
depth: 0,
ts_recv: UNDEF_TIMESTAMP,
ts_in_delta: 0,
sequence: 0,
levels: Default::default(),
}
}
}
impl BboMsg {
pub fn default_for_schema(schema: Schema) -> Self {
Self {
hd: RecordHeader::default::<Self>(RType::from(schema) as u8),
price: UNDEF_PRICE,
size: UNDEF_ORDER_SIZE,
_reserved1: 0,
side: Side::default() as c_char,
flags: Default::default(),
_reserved2: 0,
ts_recv: UNDEF_TIMESTAMP,
_reserved3: Default::default(),
sequence: 0,
levels: Default::default(),
}
}
}
impl Cmbp1Msg {
pub fn default_for_schema(schema: Schema) -> Self {
Self {
hd: RecordHeader::default::<Self>(RType::from(schema) as u8),
price: UNDEF_PRICE,
size: UNDEF_ORDER_SIZE,
action: Action::default() as c_char,
side: Side::default() as c_char,
flags: Default::default(),
_reserved1: Default::default(),
ts_recv: UNDEF_TIMESTAMP,
ts_in_delta: 0,
_reserved2: Default::default(),
levels: Default::default(),
}
}
}
impl CbboMsg {
pub fn default_for_schema(schema: Schema) -> Self {
Self {
hd: RecordHeader::default::<Self>(RType::from(schema) as u8),
price: UNDEF_PRICE,
size: UNDEF_ORDER_SIZE,
_reserved1: 0,
side: Side::default() as c_char,
flags: Default::default(),
_reserved2: 0,
ts_recv: UNDEF_TIMESTAMP,
_reserved3: Default::default(),
levels: Default::default(),
}
}
}
impl OhlcvMsg {
pub fn default_for_schema(schema: Schema) -> Self {
Self {
hd: RecordHeader::default::<Self>(RType::from(schema) as u8),
open: UNDEF_PRICE,
high: UNDEF_PRICE,
low: UNDEF_PRICE,
close: UNDEF_PRICE,
volume: 0,
}
}
}
impl Default for StatusMsg {
fn default() -> Self {
Self {
hd: RecordHeader::default::<Self>(rtype::STATUS),
ts_recv: UNDEF_TIMESTAMP,
action: StatusAction::default() as u16,
reason: StatusReason::default() as u16,
trading_event: TradingEvent::default() as u16,
is_trading: TriState::default() as c_char,
is_quoting: TriState::default() as c_char,
is_short_sell_restricted: TriState::default() as c_char,
_reserved: Default::default(),
}
}
}
impl Default for InstrumentDefMsg {
fn default() -> Self {
Self {
hd: RecordHeader::default::<Self>(rtype::INSTRUMENT_DEF),
ts_recv: UNDEF_TIMESTAMP,
min_price_increment: UNDEF_PRICE,
display_factor: UNDEF_PRICE,
expiration: UNDEF_TIMESTAMP,
activation: UNDEF_TIMESTAMP,
high_limit_price: UNDEF_PRICE,
low_limit_price: UNDEF_PRICE,
max_price_variation: UNDEF_PRICE,
unit_of_measure_qty: UNDEF_PRICE,
min_price_increment_amount: UNDEF_PRICE,
price_ratio: UNDEF_PRICE,
strike_price: UNDEF_PRICE,
raw_instrument_id: 0,
leg_price: UNDEF_PRICE,
leg_delta: UNDEF_PRICE,
inst_attrib_value: i32::MAX,
underlying_id: 0,
market_depth_implied: i32::MAX,
market_depth: i32::MAX,
market_segment_id: u32::MAX,
max_trade_vol: u32::MAX,
min_lot_size: i32::MAX,
min_lot_size_block: i32::MAX,
min_lot_size_round_lot: i32::MAX,
min_trade_vol: u32::MAX,
contract_multiplier: i32::MAX,
decay_quantity: i32::MAX,
original_contract_size: i32::MAX,
leg_instrument_id: 0,
leg_ratio_price_numerator: 0,
leg_ratio_price_denominator: 0,
leg_ratio_qty_numerator: 0,
leg_ratio_qty_denominator: 0,
leg_underlying_id: 0,
appl_id: i16::MAX,
maturity_year: u16::MAX,
decay_start_date: u16::MAX,
channel_id: u16::MAX,
leg_count: 0,
leg_index: 0,
currency: [0; 4],
settl_currency: [0; 4],
secsubtype: [0; 6],
raw_symbol: [0; SYMBOL_CSTR_LEN],
group: [0; 21],
exchange: [0; 5],
asset: [0; ASSET_CSTR_LEN],
cfi: [0; 7],
security_type: [0; 7],
unit_of_measure: [0; 31],
underlying: [0; 21],
strike_price_currency: [0; 4],
leg_raw_symbol: [0; SYMBOL_CSTR_LEN],
instrument_class: 0,
match_algorithm: MatchAlgorithm::default() as c_char,
main_fraction: u8::MAX,
price_display_format: u8::MAX,
sub_fraction: u8::MAX,
underlying_product: u8::MAX,
security_update_action: SecurityUpdateAction::default() as c_char,
maturity_month: u8::MAX,
maturity_day: u8::MAX,
maturity_week: u8::MAX,
user_defined_instrument: UserDefinedInstrument::default() as c_char,
contract_multiplier_unit: i8::MAX,
flow_schedule_type: i8::MAX,
tick_rule: u8::MAX,
leg_instrument_class: 0,
leg_side: Side::default() as c_char,
_reserved: Default::default(),
}
}
}
impl Default for ImbalanceMsg {
fn default() -> Self {
Self {
hd: RecordHeader::default::<Self>(rtype::IMBALANCE),
ts_recv: UNDEF_TIMESTAMP,
ref_price: UNDEF_PRICE,
auction_time: UNDEF_TIMESTAMP,
cont_book_clr_price: UNDEF_PRICE,
auct_interest_clr_price: UNDEF_PRICE,
ssr_filling_price: UNDEF_PRICE,
ind_match_price: UNDEF_PRICE,
upper_collar: UNDEF_PRICE,
lower_collar: UNDEF_PRICE,
paired_qty: UNDEF_ORDER_SIZE,
total_imbalance_qty: UNDEF_ORDER_SIZE,
market_imbalance_qty: UNDEF_ORDER_SIZE,
unpaired_qty: UNDEF_ORDER_SIZE,
auction_type: b'~' as c_char,
side: Side::default() as c_char,
auction_status: 0,
freeze_status: 0,
num_extensions: 0,
unpaired_side: Side::default() as c_char,
significant_imbalance: b'~' as c_char,
_reserved: Default::default(),
}
}
}
impl Default for StatMsg {
fn default() -> Self {
Self {
hd: RecordHeader::default::<Self>(rtype::STATISTICS),
ts_recv: UNDEF_TIMESTAMP,
ts_ref: UNDEF_TIMESTAMP,
price: UNDEF_PRICE,
quantity: UNDEF_STAT_QUANTITY,
sequence: 0,
ts_in_delta: 0,
stat_type: 0,
channel_id: u16::MAX,
update_action: StatUpdateAction::default() as u8,
stat_flags: 0,
_reserved: Default::default(),
}
}
}
impl Default for ErrorMsg {
fn default() -> Self {
Self {
hd: RecordHeader::default::<Self>(rtype::ERROR),
err: [0; 302],
code: ErrorCode::default() as u8,
is_last: u8::MAX,
}
}
}
impl Default for SymbolMappingMsg {
fn default() -> Self {
Self {
hd: RecordHeader::default::<Self>(rtype::SYMBOL_MAPPING),
stype_in: u8::MAX,
stype_in_symbol: [0; SYMBOL_CSTR_LEN],
stype_out: u8::MAX,
stype_out_symbol: [0; SYMBOL_CSTR_LEN],
start_ts: UNDEF_TIMESTAMP,
end_ts: UNDEF_TIMESTAMP,
}
}
}
impl Default for SystemMsg {
fn default() -> Self {
Self {
hd: RecordHeader::default::<Self>(rtype::SYSTEM),
msg: [0; 303],
code: SystemCode::default() as u8,
}
}
}