Update Itch Precisions

Open-Markets-Initiative · Aug 4, 2023 · bdf0178 · bdf0178
1 parent a2b03fe
commit bdf0178
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Showing 24 changed files with 1,006 additions and 519 deletions.
diff --git a/Jnx/Jnx.Bonds.Pts.Itch.v1.2.Script.Dissector.lua b/Jnx/Jnx.Bonds.Pts.Itch.v1.2.Script.Dissector.lua
@@ -26,7 +26,7 @@ jnx_bonds_pts_itch_v1_2.fields.count = ProtoField.new("Count", "jnx.bonds.pts.it
 jnx_bonds_pts_itch_v1_2.fields.executed_quantity = ProtoField.new("Executed Quantity", "jnx.bonds.pts.itch.v1.2.executedquantity", ftypes.UINT32)
 jnx_bonds_pts_itch_v1_2.fields.group = ProtoField.new("Group", "jnx.bonds.pts.itch.v1.2.group", ftypes.STRING)
 jnx_bonds_pts_itch_v1_2.fields.length = ProtoField.new("Length", "jnx.bonds.pts.itch.v1.2.length", ftypes.UINT16)
-jnx_bonds_pts_itch_v1_2.fields.lower_price_limit = ProtoField.new("Lower Price Limit", "jnx.bonds.pts.itch.v1.2.lowerpricelimit", ftypes.INT32)
+jnx_bonds_pts_itch_v1_2.fields.lower_price_limit = ProtoField.new("Lower Price Limit", "jnx.bonds.pts.itch.v1.2.lowerpricelimit", ftypes.DOUBLE)
 jnx_bonds_pts_itch_v1_2.fields.match_number = ProtoField.new("Match Number", "jnx.bonds.pts.itch.v1.2.matchnumber", ftypes.UINT64)
 jnx_bonds_pts_itch_v1_2.fields.message = ProtoField.new("Message", "jnx.bonds.pts.itch.v1.2.message", ftypes.STRING)
 jnx_bonds_pts_itch_v1_2.fields.message_header = ProtoField.new("Message Header", "jnx.bonds.pts.itch.v1.2.messageheader", ftypes.STRING)
@@ -44,12 +44,12 @@ jnx_bonds_pts_itch_v1_2.fields.original_order_number = ProtoField.new("Original
 jnx_bonds_pts_itch_v1_2.fields.packet = ProtoField.new("Packet", "jnx.bonds.pts.itch.v1.2.packet", ftypes.STRING)
 jnx_bonds_pts_itch_v1_2.fields.packet_header = ProtoField.new("Packet Header", "jnx.bonds.pts.itch.v1.2.packetheader", ftypes.STRING)
 jnx_bonds_pts_itch_v1_2.fields.payload = ProtoField.new("Payload", "jnx.bonds.pts.itch.v1.2.payload", ftypes.STRING)
-jnx_bonds_pts_itch_v1_2.fields.price = ProtoField.new("Price", "jnx.bonds.pts.itch.v1.2.price", ftypes.INT32)
-jnx_bonds_pts_itch_v1_2.fields.price_decimals = ProtoField.new("Price Decimals", "jnx.bonds.pts.itch.v1.2.pricedecimals", ftypes.DOUBLE)
-jnx_bonds_pts_itch_v1_2.fields.price_start = ProtoField.new("Price Start", "jnx.bonds.pts.itch.v1.2.pricestart", ftypes.INT32)
-jnx_bonds_pts_itch_v1_2.fields.price_tick_size = ProtoField.new("Price Tick Size", "jnx.bonds.pts.itch.v1.2.priceticksize", ftypes.DOUBLE)
+jnx_bonds_pts_itch_v1_2.fields.price = ProtoField.new("Price", "jnx.bonds.pts.itch.v1.2.price", ftypes.DOUBLE)
+jnx_bonds_pts_itch_v1_2.fields.price_decimals = ProtoField.new("Price Decimals", "jnx.bonds.pts.itch.v1.2.pricedecimals", ftypes.UINT32)
+jnx_bonds_pts_itch_v1_2.fields.price_start = ProtoField.new("Price Start", "jnx.bonds.pts.itch.v1.2.pricestart", ftypes.DOUBLE)
+jnx_bonds_pts_itch_v1_2.fields.price_tick_size = ProtoField.new("Price Tick Size", "jnx.bonds.pts.itch.v1.2.priceticksize", ftypes.UINT32)
 jnx_bonds_pts_itch_v1_2.fields.price_tick_size_message = ProtoField.new("Price Tick Size Message", "jnx.bonds.pts.itch.v1.2.priceticksizemessage", ftypes.STRING)
-jnx_bonds_pts_itch_v1_2.fields.price_tick_size_table_id = ProtoField.new("Price Tick Size Table Id", "jnx.bonds.pts.itch.v1.2.priceticksizetableid", ftypes.DOUBLE)
+jnx_bonds_pts_itch_v1_2.fields.price_tick_size_table_id = ProtoField.new("Price Tick Size Table Id", "jnx.bonds.pts.itch.v1.2.priceticksizetableid", ftypes.UINT32)
 jnx_bonds_pts_itch_v1_2.fields.quantity = ProtoField.new("Quantity", "jnx.bonds.pts.itch.v1.2.quantity", ftypes.UINT32)
 jnx_bonds_pts_itch_v1_2.fields.round_lot_size = ProtoField.new("Round Lot Size", "jnx.bonds.pts.itch.v1.2.roundlotsize", ftypes.UINT32)
 jnx_bonds_pts_itch_v1_2.fields.sequence = ProtoField.new("Sequence", "jnx.bonds.pts.itch.v1.2.sequence", ftypes.UINT64)
@@ -61,7 +61,7 @@ jnx_bonds_pts_itch_v1_2.fields.timestamp_seconds = ProtoField.new("Timestamp Sec
 jnx_bonds_pts_itch_v1_2.fields.timestamp_seconds_message = ProtoField.new("Timestamp Seconds Message", "jnx.bonds.pts.itch.v1.2.timestampsecondsmessage", ftypes.STRING)
 jnx_bonds_pts_itch_v1_2.fields.trading_state = ProtoField.new("Trading State", "jnx.bonds.pts.itch.v1.2.tradingstate", ftypes.STRING)
 jnx_bonds_pts_itch_v1_2.fields.trading_state_message = ProtoField.new("Trading State Message", "jnx.bonds.pts.itch.v1.2.tradingstatemessage", ftypes.STRING)
-jnx_bonds_pts_itch_v1_2.fields.upper_price_limit = ProtoField.new("Upper Price Limit", "jnx.bonds.pts.itch.v1.2.upperpricelimit", ftypes.INT32)
+jnx_bonds_pts_itch_v1_2.fields.upper_price_limit = ProtoField.new("Upper Price Limit", "jnx.bonds.pts.itch.v1.2.upperpricelimit", ftypes.DOUBLE)
 
 -----------------------------------------------------------------------
 -- Declare Dissection Options
@@ -198,11 +198,17 @@ jnx_bonds_pts_itch_v1_2_display.price = function(value)
   return "Price: "..value
 end
 
+-- Translate: Price
+translate.price = function(raw)
+  return raw/1000
+end
+
 -- Dissect: Price
 jnx_bonds_pts_itch_v1_2_dissect.price = function(buffer, offset, packet, parent)
   local length = jnx_bonds_pts_itch_v1_2_size_of.price
   local range = buffer(offset, length)
-  local value = range:int()
+  local raw = range:int()
+  local value = translate.price(raw)
   local display = jnx_bonds_pts_itch_v1_2_display.price(value, buffer, offset, packet, parent)
 
   parent:add(jnx_bonds_pts_itch_v1_2.fields.price, range, value, display)
@@ -726,11 +732,17 @@ jnx_bonds_pts_itch_v1_2_display.lower_price_limit = function(value)
   return "Lower Price Limit: "..value
 end
 
+-- Translate: Lower Price Limit
+translate.lower_price_limit = function(raw)
+  return raw/1000
+end
+
 -- Dissect: Lower Price Limit
 jnx_bonds_pts_itch_v1_2_dissect.lower_price_limit = function(buffer, offset, packet, parent)
   local length = jnx_bonds_pts_itch_v1_2_size_of.lower_price_limit
   local range = buffer(offset, length)
-  local value = range:int()
+  local raw = range:int()
+  local value = translate.lower_price_limit(raw)
   local display = jnx_bonds_pts_itch_v1_2_display.lower_price_limit(value, buffer, offset, packet, parent)
 
   parent:add(jnx_bonds_pts_itch_v1_2.fields.lower_price_limit, range, value, display)
@@ -746,11 +758,17 @@ jnx_bonds_pts_itch_v1_2_display.upper_price_limit = function(value)
   return "Upper Price Limit: "..value
 end
 
+-- Translate: Upper Price Limit
+translate.upper_price_limit = function(raw)
+  return raw/1000
+end
+
 -- Dissect: Upper Price Limit
 jnx_bonds_pts_itch_v1_2_dissect.upper_price_limit = function(buffer, offset, packet, parent)
   local length = jnx_bonds_pts_itch_v1_2_size_of.upper_price_limit
   local range = buffer(offset, length)
-  local value = range:int()
+  local raw = range:int()
+  local value = translate.upper_price_limit(raw)
   local display = jnx_bonds_pts_itch_v1_2_display.upper_price_limit(value, buffer, offset, packet, parent)
 
   parent:add(jnx_bonds_pts_itch_v1_2.fields.upper_price_limit, range, value, display)
@@ -766,17 +784,11 @@ jnx_bonds_pts_itch_v1_2_display.price_decimals = function(value)
   return "Price Decimals: "..value
 end
 
--- Translate: Price Decimals
-translate.price_decimals = function(raw)
-  return raw/1000
-end
-
 -- Dissect: Price Decimals
 jnx_bonds_pts_itch_v1_2_dissect.price_decimals = function(buffer, offset, packet, parent)
   local length = jnx_bonds_pts_itch_v1_2_size_of.price_decimals
   local range = buffer(offset, length)
-  local raw = range:uint()
-  local value = translate.price_decimals(raw)
+  local value = range:uint()
   local display = jnx_bonds_pts_itch_v1_2_display.price_decimals(value, buffer, offset, packet, parent)
 
   parent:add(jnx_bonds_pts_itch_v1_2.fields.price_decimals, range, value, display)
@@ -792,17 +804,11 @@ jnx_bonds_pts_itch_v1_2_display.price_tick_size_table_id = function(value)
   return "Price Tick Size Table Id: "..value
 end
 
--- Translate: Price Tick Size Table Id
-translate.price_tick_size_table_id = function(raw)
-  return raw/1000
-end
-
 -- Dissect: Price Tick Size Table Id
 jnx_bonds_pts_itch_v1_2_dissect.price_tick_size_table_id = function(buffer, offset, packet, parent)
   local length = jnx_bonds_pts_itch_v1_2_size_of.price_tick_size_table_id
   local range = buffer(offset, length)
-  local raw = range:uint()
-  local value = translate.price_tick_size_table_id(raw)
+  local value = range:uint()
   local display = jnx_bonds_pts_itch_v1_2_display.price_tick_size_table_id(value, buffer, offset, packet, parent)
 
   parent:add(jnx_bonds_pts_itch_v1_2.fields.price_tick_size_table_id, range, value, display)
@@ -935,11 +941,17 @@ jnx_bonds_pts_itch_v1_2_display.price_start = function(value)
   return "Price Start: "..value
 end
 
+-- Translate: Price Start
+translate.price_start = function(raw)
+  return raw/1000
+end
+
 -- Dissect: Price Start
 jnx_bonds_pts_itch_v1_2_dissect.price_start = function(buffer, offset, packet, parent)
   local length = jnx_bonds_pts_itch_v1_2_size_of.price_start
   local range = buffer(offset, length)
-  local value = range:int()
+  local raw = range:int()
+  local value = translate.price_start(raw)
   local display = jnx_bonds_pts_itch_v1_2_display.price_start(value, buffer, offset, packet, parent)
 
   parent:add(jnx_bonds_pts_itch_v1_2.fields.price_start, range, value, display)
@@ -955,17 +967,11 @@ jnx_bonds_pts_itch_v1_2_display.price_tick_size = function(value)
   return "Price Tick Size: "..value
 end
 
--- Translate: Price Tick Size
-translate.price_tick_size = function(raw)
-  return raw/1000
-end
-
 -- Dissect: Price Tick Size
 jnx_bonds_pts_itch_v1_2_dissect.price_tick_size = function(buffer, offset, packet, parent)
   local length = jnx_bonds_pts_itch_v1_2_size_of.price_tick_size
   local range = buffer(offset, length)
-  local raw = range:uint()
-  local value = translate.price_tick_size(raw)
+  local value = range:uint()
   local display = jnx_bonds_pts_itch_v1_2_display.price_tick_size(value, buffer, offset, packet, parent)
 
   parent:add(jnx_bonds_pts_itch_v1_2.fields.price_tick_size, range, value, display)

diff --git a/Jnx/ReadMe.md b/Jnx/ReadMe.md
@@ -5,7 +5,7 @@
 
 | Division | Data | Protocol | Version | Date | Size | [Status][Omi.Glossary.Status] | [Testing][Omi.Glossary.Testing] | Specification |
 | --- | --- | --- | --- | ---: | ---: | --- | --- | --- |
-| Bonds | [Pts][Jnx.Bonds.Pts.Itch.v1.2.Dissector] | Itch | [1.2][Jnx.Bonds.Pts.Itch.v1.2.Dissector] | 4/1/2020 | 1615 | [Active][Omi.Glossary.Status.Active] | [Untested][Omi.Glossary.Testing.Untested] | [url][Jnx.Bonds.Pts.Itch.v1.2.Url] - [pdf][Jnx.Bonds.Pts.Itch.v1.2.Pdf] |
+| Bonds | [Pts][Jnx.Bonds.Pts.Itch.v1.2.Dissector] | Itch | [1.2][Jnx.Bonds.Pts.Itch.v1.2.Dissector] | 4/1/2020 | 1621 | [Active][Omi.Glossary.Status.Active] | [Untested][Omi.Glossary.Testing.Untested] | [url][Jnx.Bonds.Pts.Itch.v1.2.Url] - [pdf][Jnx.Bonds.Pts.Itch.v1.2.Pdf] |
 | Bonds | [Pts][Jnx.Bonds.Pts.Ouch.v1.4.Dissector] | Ouch | [1.4][Jnx.Bonds.Pts.Ouch.v1.4.Dissector] | 4/1/2020 | 2721 | [Active][Omi.Glossary.Status.Active] | [Untested][Omi.Glossary.Testing.Untested] | [url][Jnx.Bonds.Pts.Ouch.v1.4.Url] - [pdf][Jnx.Bonds.Pts.Ouch.v1.4.Pdf] |
 | Equities | [Pts][Jnx.Equities.Pts.Itch.v1.7.Dissector] | Itch | [1.7][Jnx.Equities.Pts.Itch.v1.7.Dissector] | 11/1/2023 | 1887 | [Future][Omi.Glossary.Status.Future] | [Untested][Omi.Glossary.Testing.Untested] | [url][Jnx.Equities.Pts.Itch.v1.7.Url] - [pdf][Jnx.Equities.Pts.Itch.v1.7.Pdf] |
 | Equities | [Pts][Jnx.Equities.Pts.Itch.v1.6.Dissector] | Itch | [1.6][Jnx.Equities.Pts.Itch.v1.6.Dissector] | 3/9/2023 | 1887 | [Active][Omi.Glossary.Status.Active] | [Verified][Omi.Glossary.Testing.Verified] | [url][Jnx.Equities.Pts.Itch.v1.6.Url] - [pdf][Jnx.Equities.Pts.Itch.v1.6.Pdf] |