Protocol.h

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#pragma once
 
#include <string_view>
 
namespace fix {
    constexpr char SOH = '\x01';
    constexpr std::string_view FIX_BEGIN_STRING = "FIX.4.4";
 
    constexpr char MSG_TYPE_NEW_ORDER_SINGLE = 'D';
    constexpr char MSG_TYPE_EXECUTION_REPORT = '8';
    constexpr char MSG_TYPE_ORDER_CANCEL_REQUEST = 'F';
    constexpr char MSG_TYPE_ORDER_CANCEL_REPLACE_REQUEST = 'G';
    constexpr char MSG_TYPE_MARKET_DATA_REQUEST = 'V';
    constexpr char MSG_TYPE_MARKET_DATA_SNAPSHOT_FULL_REFRESH = 'W';
    constexpr char MSG_TYPE_MARKET_DATA_INCREMENTAL_REFRESH = 'X';
    constexpr char MSG_TYPE_REJECT = '3';
    constexpr char MSG_TYPE_BUSINESS_MESSAGE_REJECT = 'j';
 
    constexpr char ORDER_SIDE_BUY = '1';
    constexpr char ORDER_SIDE_SELL = '2';
 
    constexpr char ORDER_TYPE_MARKET = '1';
    constexpr char ORDER_TYPE_LIMIT = '2';
 
    constexpr char ORDER_STATUS_NEW = '0';
    constexpr char ORDER_STATUS_PARTIALLY_FILLED = '1';
    constexpr char ORDER_STATUS_FILLED = '2';
    constexpr char ORDER_STATUS_CANCELED = '4';
    constexpr char ORDER_STATUS_REJECTED = '8';
 
    constexpr char TIME_IN_FORCE_DAY = '0';
    constexpr char TIME_IN_FORCE_GTC = '1';
    constexpr char TIME_IN_FORCE_IOC = '2';
    constexpr char TIME_IN_FORCE_FOK = '3';
 
    constexpr char SUBSCRIPTION_REQUEST_TYPE_SNAPSHOT = '0';
    constexpr char SUBSCRIPTION_REQUEST_TYPE_SNAPSHOT_AND_UPDATES = '1';
    constexpr char SUBSCRIPTION_REQUEST_TYPE_UNSUBSCRIBE = '2';
 
    constexpr int MARKET_DEPTH_FULL_BOOK = 0;
    constexpr int MARKET_DEPTH_TOP_OF_BOOK = 1;
 
    enum class MDEntryType : char { Bid = '0', Offer = '1', Trade = '2' };
 
    enum class MDUpdateAction : char { New = '0', Change = '1', Delete = '2' };
 
} // namespace fix