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Updates to nyse stream protocol
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@Open-Markets-Initiative
Open-Markets-Initiative committed Jun 22, 2023
1 parent 4115ff4 commit 1ad2ab7
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Showing 3 changed files with 1,064 additions and 326 deletions.
116 changes: 49 additions & 67 deletions Nyse/Nyse.Options.BinaryGateway.Pillar.v3.15.Script.Dissector.lua
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Original file line number Diff line number Diff line change
Expand Up @@ -2695,7 +2695,17 @@ nyse_options_binarygateway_pillar_v3_15_size_of.open_close = 1

-- Display: Open Close
nyse_options_binarygateway_pillar_v3_15_display.open_close = function(value)
return "Open Close: "..value
if value == 1 then
return "Open Close: Open (1)"
end
if value == 2 then
return "Open Close: Close (2)"
end
if value == 0 then
return "Open Close: No Value"
end

return "Open Close: Unknown("..value..")"
end

-- Dissect: Open Close
Expand Down Expand Up @@ -2999,7 +3009,14 @@ nyse_options_binarygateway_pillar_v3_15_size_of.locate_reqd = 1

-- Display: Locate Reqd
nyse_options_binarygateway_pillar_v3_15_display.locate_reqd = function(value)
return "Locate Reqd: "..value
if value == 0 then
return "Locate Reqd: No Locate Reqd (0)"
end
if value == 1 then
return "Locate Reqd: Locate Req For Ssh Orders (1)"
end

return "Locate Reqd: Unknown("..value..")"
end

-- Dissect: Locate Reqd
Expand Down Expand Up @@ -3218,10 +3235,7 @@ nyse_options_binarygateway_pillar_v3_15_size_of.execution_report = function(buff

index = index + nyse_options_binarygateway_pillar_v3_15_size_of.open_close

if seq_msg_length != 100 then
index = index + nyse_options_binarygateway_pillar_v3_15_size_of.optional_order_add_on(buffer, offset + index)

end
index = index + nyse_options_binarygateway_pillar_v3_15_size_of.optional_order_add_on(buffer, offset + index)

return index
end
Expand Down Expand Up @@ -3280,7 +3294,7 @@ nyse_options_binarygateway_pillar_v3_15_dissect.execution_report_fields = functi
-- Reserved 2: 2 Byte
index, reserved_2 = nyse_options_binarygateway_pillar_v3_15_dissect.reserved_2(buffer, index, packet, parent)

-- Locate Reqd: 1 Byte Unsigned Fixed Width Integer
-- Locate Reqd: 1 Byte Unsigned Fixed Width Integer Enum with 2 values
index, locate_reqd = nyse_options_binarygateway_pillar_v3_15_dissect.locate_reqd(buffer, index, packet, parent)

-- Participant Type: 1 Byte Unsigned Fixed Width Integer
Expand Down Expand Up @@ -3328,26 +3342,18 @@ nyse_options_binarygateway_pillar_v3_15_dissect.execution_report_fields = functi
-- Cross Id: 8 Byte Unsigned Fixed Width Integer
index, cross_id = nyse_options_binarygateway_pillar_v3_15_dissect.cross_id(buffer, index, packet, parent)

-- Open Close: 1 Byte Unsigned Fixed Width Integer
-- Open Close: 1 Byte Unsigned Fixed Width Integer Enum with 3 values
index, open_close = nyse_options_binarygateway_pillar_v3_15_dissect.open_close(buffer, index, packet, parent)

-- Dependency element: Seq Msg Length
local seq_msg_length = buffer(index - 134, 2):le_uint()

-- Runtime optional field exists: Optional Order Add On
local optional_order_add_on_exists = seq_msg_length != 100

-- Runtime optional field: Optional Order Add On
if optional_order_add_on_exists then
index = nyse_options_binarygateway_pillar_v3_15_dissect.optional_order_add_on(buffer, index, packet, parent)
end
-- Optional Order Add On: Struct of 7 fields
index, optional_order_add_on = nyse_options_binarygateway_pillar_v3_15_dissect.optional_order_add_on(buffer, index, packet, parent)

return index
end

-- Dissect: Execution Report
nyse_options_binarygateway_pillar_v3_15_dissect.execution_report = function(buffer, offset, packet, parent)
-- Optionally add dynamic struct element to protocol tree
-- Optionally add struct element to protocol tree
if show.execution_report then
local length = nyse_options_binarygateway_pillar_v3_15_size_of.execution_report(buffer, offset)
local range = buffer(offset, length)
Expand Down Expand Up @@ -3847,7 +3853,7 @@ nyse_options_binarygateway_pillar_v3_15_dissect.order_request_acknowledgment_fie
-- Side: 1 Byte Unsigned Fixed Width Integer
index, side = nyse_options_binarygateway_pillar_v3_15_dissect.side(buffer, index, packet, parent)

-- Locate Reqd: 1 Byte Unsigned Fixed Width Integer
-- Locate Reqd: 1 Byte Unsigned Fixed Width Integer Enum with 2 values
index, locate_reqd = nyse_options_binarygateway_pillar_v3_15_dissect.locate_reqd(buffer, index, packet, parent)

-- Reason Code: 2 Byte Unsigned Fixed Width Integer
Expand Down Expand Up @@ -4263,10 +4269,7 @@ nyse_options_binarygateway_pillar_v3_15_size_of.order_acknowledgement = function

index = index + nyse_options_binarygateway_pillar_v3_15_size_of.auction_id

if seq_msg_length != 100 then
index = index + nyse_options_binarygateway_pillar_v3_15_size_of.optional_order_add_on(buffer, offset + index)

end
index = index + nyse_options_binarygateway_pillar_v3_15_size_of.optional_order_add_on(buffer, offset + index)

return index
end
Expand Down Expand Up @@ -4349,23 +4352,15 @@ nyse_options_binarygateway_pillar_v3_15_dissect.order_acknowledgement_fields = f
-- Auction Id: 8 Byte Unsigned Fixed Width Integer
index, auction_id = nyse_options_binarygateway_pillar_v3_15_dissect.auction_id(buffer, index, packet, parent)

-- Dependency element: Seq Msg Length
local seq_msg_length = buffer(index - 134, 2):le_uint()

-- Runtime optional field exists: Optional Order Add On
local optional_order_add_on_exists = seq_msg_length != 100

-- Runtime optional field: Optional Order Add On
if optional_order_add_on_exists then
index = nyse_options_binarygateway_pillar_v3_15_dissect.optional_order_add_on(buffer, index, packet, parent)
end
-- Optional Order Add On: Struct of 7 fields
index, optional_order_add_on = nyse_options_binarygateway_pillar_v3_15_dissect.optional_order_add_on(buffer, index, packet, parent)

return index
end

-- Dissect: Order Acknowledgement
nyse_options_binarygateway_pillar_v3_15_dissect.order_acknowledgement = function(buffer, offset, packet, parent)
-- Optionally add dynamic struct element to protocol tree
-- Optionally add struct element to protocol tree
if show.order_acknowledgement then
local length = nyse_options_binarygateway_pillar_v3_15_size_of.order_acknowledgement(buffer, offset)
local range = buffer(offset, length)
Expand Down Expand Up @@ -6207,10 +6202,7 @@ nyse_options_binarygateway_pillar_v3_15_size_of.covered = function(buffer, offse

index = index + nyse_options_binarygateway_pillar_v3_15_size_of.auction_id

if seq_msg_length != 100 then
index = index + nyse_options_binarygateway_pillar_v3_15_size_of.optional_order_add_on(buffer, offset + index)

end
index = index + nyse_options_binarygateway_pillar_v3_15_size_of.optional_order_add_on(buffer, offset + index)

return index
end
Expand Down Expand Up @@ -6266,23 +6258,15 @@ nyse_options_binarygateway_pillar_v3_15_dissect.covered_fields = function(buffer
-- Auction Id: 8 Byte Unsigned Fixed Width Integer
index, auction_id = nyse_options_binarygateway_pillar_v3_15_dissect.auction_id(buffer, index, packet, parent)

-- Dependency element: Seq Msg Length
local seq_msg_length = buffer(index - 98, 2):le_uint()

-- Runtime optional field exists: Optional Order Add On
local optional_order_add_on_exists = seq_msg_length != 100

-- Runtime optional field: Optional Order Add On
if optional_order_add_on_exists then
index = nyse_options_binarygateway_pillar_v3_15_dissect.optional_order_add_on(buffer, index, packet, parent)
end
-- Optional Order Add On: Struct of 7 fields
index, optional_order_add_on = nyse_options_binarygateway_pillar_v3_15_dissect.optional_order_add_on(buffer, index, packet, parent)

return index
end

-- Dissect: Covered
nyse_options_binarygateway_pillar_v3_15_dissect.covered = function(buffer, offset, packet, parent)
-- Optionally add dynamic struct element to protocol tree
-- Optionally add struct element to protocol tree
if show.covered then
local length = nyse_options_binarygateway_pillar_v3_15_size_of.covered(buffer, offset)
local range = buffer(offset, length)
Expand Down Expand Up @@ -6650,7 +6634,7 @@ end

-- Dissect: New Order Cross
nyse_options_binarygateway_pillar_v3_15_dissect.new_order_cross = function(buffer, offset, packet, parent)
-- Optionally add dynamic struct element to protocol tree
-- Optionally add struct element to protocol tree
if show.new_order_cross then
local length = nyse_options_binarygateway_pillar_v3_15_size_of.new_order_cross(buffer, offset)
local range = buffer(offset, length)
Expand Down Expand Up @@ -6853,7 +6837,7 @@ nyse_options_binarygateway_pillar_v3_15_dissect.order_modify_request_fields = fu
-- Side: 1 Byte Unsigned Fixed Width Integer
index, side = nyse_options_binarygateway_pillar_v3_15_dissect.side(buffer, index, packet, parent)

-- Locate Reqd: 1 Byte Unsigned Fixed Width Integer
-- Locate Reqd: 1 Byte Unsigned Fixed Width Integer Enum with 2 values
index, locate_reqd = nyse_options_binarygateway_pillar_v3_15_dissect.locate_reqd(buffer, index, packet, parent)

return index
Expand Down Expand Up @@ -6961,10 +6945,7 @@ nyse_options_binarygateway_pillar_v3_15_size_of.order_request = function(buffer,

index = index + nyse_options_binarygateway_pillar_v3_15_size_of.auction_id

if seq_msg_length != 100 then
index = index + nyse_options_binarygateway_pillar_v3_15_size_of.optional_order_add_on(buffer, offset + index)

end
index = index + nyse_options_binarygateway_pillar_v3_15_size_of.optional_order_add_on(buffer, offset + index)

return index
end
Expand Down Expand Up @@ -7020,23 +7001,15 @@ nyse_options_binarygateway_pillar_v3_15_dissect.order_request_fields = function(
-- Auction Id: 8 Byte Unsigned Fixed Width Integer
index, auction_id = nyse_options_binarygateway_pillar_v3_15_dissect.auction_id(buffer, index, packet, parent)

-- Dependency element: Seq Msg Length
local seq_msg_length = buffer(index - 98, 2):le_uint()

-- Runtime optional field exists: Optional Order Add On
local optional_order_add_on_exists = seq_msg_length != 100

-- Runtime optional field: Optional Order Add On
if optional_order_add_on_exists then
index = nyse_options_binarygateway_pillar_v3_15_dissect.optional_order_add_on(buffer, index, packet, parent)
end
-- Optional Order Add On: Struct of 7 fields
index, optional_order_add_on = nyse_options_binarygateway_pillar_v3_15_dissect.optional_order_add_on(buffer, index, packet, parent)

return index
end

-- Dissect: Order Request
nyse_options_binarygateway_pillar_v3_15_dissect.order_request = function(buffer, offset, packet, parent)
-- Optionally add dynamic struct element to protocol tree
-- Optionally add struct element to protocol tree
if show.order_request then
local length = nyse_options_binarygateway_pillar_v3_15_size_of.order_request(buffer, offset)
local range = buffer(offset, length)
Expand Down Expand Up @@ -7584,6 +7557,7 @@ end

-- Dissect: Seq Msg
nyse_options_binarygateway_pillar_v3_15_dissect.seq_msg = function(buffer, offset, packet, parent)
local index = offset

-- Dependency element: Msg Length
local msg_length = buffer(index + 2, 2):le_uint()
Expand Down Expand Up @@ -7653,6 +7627,7 @@ end

-- Dissect: Close Response
nyse_options_binarygateway_pillar_v3_15_dissect.close_response = function(buffer, offset, packet, parent)
local index = offset

-- Dependency element: Msg Length
local msg_length = buffer(index + 2, 2):le_uint()
Expand Down Expand Up @@ -7692,6 +7667,7 @@ end

-- Dissect: Close
nyse_options_binarygateway_pillar_v3_15_dissect.close = function(buffer, offset, packet, parent)
local index = offset

-- Dependency element: Msg Length
local msg_length = buffer(index + 2, 2):le_uint()
Expand Down Expand Up @@ -7757,6 +7733,7 @@ end

-- Dissect: Open Response
nyse_options_binarygateway_pillar_v3_15_dissect.open_response = function(buffer, offset, packet, parent)
local index = offset

-- Dependency element: Msg Length
local msg_length = buffer(index + 2, 2):le_uint()
Expand Down Expand Up @@ -7868,6 +7845,7 @@ end

-- Dissect: Open
nyse_options_binarygateway_pillar_v3_15_dissect.open = function(buffer, offset, packet, parent)
local index = offset

-- Dependency element: Msg Length
local msg_length = buffer(index + 2, 2):le_uint()
Expand Down Expand Up @@ -7904,6 +7882,7 @@ end

-- Dissect: Heartbeat
nyse_options_binarygateway_pillar_v3_15_dissect.heartbeat = function(buffer, offset, packet, parent)
local index = offset

-- Dependency element: Msg Length
local msg_length = buffer(index + 2, 2):le_uint()
Expand Down Expand Up @@ -7969,6 +7948,7 @@ end

-- Dissect: Stream Avail
nyse_options_binarygateway_pillar_v3_15_dissect.stream_avail = function(buffer, offset, packet, parent)
local index = offset

-- Dependency element: Msg Length
local msg_length = buffer(index + 2, 2):le_uint()
Expand Down Expand Up @@ -8011,6 +7991,7 @@ end

-- Dissect: Login Response
nyse_options_binarygateway_pillar_v3_15_dissect.login_response = function(buffer, offset, packet, parent)
local index = offset

-- Dependency element: Msg Length
local msg_length = buffer(index + 2, 2):le_uint()
Expand Down Expand Up @@ -8099,6 +8080,7 @@ end

-- Dissect: Login Message
nyse_options_binarygateway_pillar_v3_15_dissect.login_message = function(buffer, offset, packet, parent)
local index = offset

-- Dependency element: Msg Length
local msg_length = buffer(index + 2, 2):le_uint()
Expand Down
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