#ifndef __WireFormats_h_
#define __WireFormats_h_

// This has to correspond with DataFormats.pas so we can talk with each other.

#include <string>
#include <stdint.h>

typedef char ExchangeCode[8];

struct WireL1
{
  int64_t currentTime;  // time_t.  0 for unknown.
  double bidPrice;
  int64_t bidSize;
  ExchangeCode bidExchange;
  double askPrice;
  int64_t askSize;
  ExchangeCode askExchange;
} __attribute__((__packed__));

struct WireTos
{
  int64_t currentTime;  // time_t.  0 for unknown.
  double price;
  int64_t time;  // On 64 bits systems time_t seems to be 64 bit, but why not be explicit here.
  int64_t size;
  ExchangeCode exchange;
  double todaysClose;
  int64_t volume;
  double open, high, low;
  bool formT, updatesLast, newPrint;
} __attribute__((__packed__));

struct WireHalt
{
  int64_t time;
  int64_t type;
  int64_t reason;
  double price;
} __attribute__((__packed__));

// Note:  Current time is typically the wall clock time.  This is used mostly
// for building candles.  We read this from the data feed, rather than from
// time(), in case the data feed is a little behind.

const extern std::string WireL1Invalid;
const extern std::string WireTosInvalid;
const extern std::string WireL1Data;
const extern std::string WireTosData;
const extern std::string WireImbalanceData;
const extern std::string WirePutVolumeData;
const extern std::string WireCallVolumeData;
const extern std::string WireLimitUpData;
const extern std::string WireLimitDownData;
const extern std::string WireNyseBidData;
const extern std::string WireNyseAskData;
const extern std::string WireHaltData;
const extern std::string WireCommand;
const extern std::string WireBody;
const extern std::string WireSymbol;

#endif