ah_md_common.h

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#ifndef __AH_MD_COMMON_H__
#define __AH_MD_COMMON_H__

#include <arpa/inet.h>
#include <endian.h>
#include <stdint.h>
#include <stdio.h>
#include <string.h>

#include <atomic>

namespace annhoo {
#pragma pack(push)
#pragma pack(1)

struct AHDataHeader {
    uint16_t MsgType;       
    char     ExchangeID[2]; 
};

struct AHIndex {
    AHDataHeader header;        
    char         MDStreamID[4]; 
    union {
        int64_t OrigTime;  
        int64_t TradeTime; 
    };

    uint16_t ChannelNo;           
    char     TradingPhaseCode[2]; 
    char    SecurityID[8];    
    int64_t LastIndex;        
    int64_t PreCloseIndex;    
    int64_t OpenIndex;        
    int64_t HighIndex;        
    int64_t LowIndex;         
    int64_t CloseIndex;       
    int64_t TotalVolumeTrade; 
    int64_t TotalValueTrade;  
    int64_t NumTrades;        
};

struct AHSnapshot {
    AHDataHeader header;        
    char         MDStreamID[4]; 
    union {
        int64_t OrigTime;  
        int64_t TradeTime; 
    };

    uint16_t ChannelNo;           
    char     InstrumentStatus[2]; 
    char     TradingPhaseCode[4]; 
    char     SecurityID[8];       
    int64_t BidPrice[10];     
    int64_t AskPrice[10];     
    int64_t BidVolume[10];    
    int64_t AskVolume[10];    
    int64_t PrevClosePx;      
    int64_t OpenPx;           
    int64_t HighPx;           
    int64_t LowPx;            
    int64_t LastPx;           
    int64_t ClosePx;          
    int64_t NumTrades;        
    int64_t TotalVolumeTrade; 
    int64_t TotalValueTrade;  
    int64_t TotalBidQty;        
    int64_t WeightedAvgBidPx;   
    int64_t TotalOfferQty;      
    int64_t WeightedAvgOfferPx; 
    int64_t IOPV; 
    int64_t LPV;                   
    int64_t UpperLimitPrice;       
    int64_t LowerLimitPrice;       
    int64_t OpenInterest;          
    int64_t LastSubPrevClosePrice; 
    int64_t LastSubPrevLastPrice;  
};

namespace AHType {
const uint16_t ENTRUST = 192;
const uint16_t TRADE = 191;
}; // namespace AHType

struct AHTick {
    AHDataHeader header; 
    union {
        char     MDStreamID[4]; 
        uint16_t OrderIndex;    
        uint16_t TradeIndex;    
    };

    union {
        uint16_t ChannelNo;    
        uint16_t Channel;      
        uint16_t TradeChannel; 
    };

    union {
        char Side;        
        char OrderBSFlag; 
        char TradeBSFlag; 
    };

    union {
        char OrdType;   
        char OrderType; 
        char ExecType;  
    };

    union {
        int64_t ApplSeqNum; 
        int64_t BizIndex;   
    };

    char SecurityID[8]; 
    union {
        int64_t Price;      
        int64_t OrderPrice; 
        int64_t LastPx;     
        int64_t TradePrice; 
    };

    union {
        int64_t OrderQty; 
        int64_t Balance;  
        int64_t LastQty;  
        int64_t TradeQty; 
    };

    union {
        int64_t TransactTime; 
        int64_t OrderTime;    
        int64_t TradeTime;    
    };

    union {
        int64_t OrderNO;       
        int64_t BidApplSeqNum; 
        int64_t TradeBuyNo;    
    };

    union {
        int64_t OfferApplSeqNum; 
        int64_t TradeSellNo;     
    };

    int64_t TradeMony; 
};

#pragma pack(pop)
} // namespace annhoo
#endif