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ADD: Add none action
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threecgreen committed Oct 18, 2024
1 parent 22af4a0 commit 6abd012
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6 changes: 6 additions & 0 deletions CHANGELOG.md
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@@ -1,5 +1,11 @@
# Changelog

## 0.24.0 - TBD

### Enhancements
- Added new `None` `Action` variant that will be gradually rolled out
to historical and live `GLBX.MDP3` data

## 0.23.0 - 2024-09-25

### Enhancements
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8 changes: 6 additions & 2 deletions include/databento/enums.hpp
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Expand Up @@ -149,9 +149,11 @@ enum RType : std::uint8_t {
} // namespace rtype
using rtype::RType;

// A tick action.
// An order event or order book operation.
//
// Additional actions may be added in the future.
// For example usage see:
// - https://databento.com/docs/examples/order-book/order-actions
// - https://databento.com/docs/examples/order-book/order-tracking
namespace action {
// enum because future variants may be added in the future.
enum Action : char {
Expand All @@ -167,6 +169,8 @@ enum Action : char {
Add = 'A',
// Reset the book; clear all orders for an instrument.
Clear = 'R',
// Has no effect on the book, but may carry `flags` or other information.
None = 'N',
};
} // namespace action
using action::Action;
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3 changes: 3 additions & 0 deletions src/enums.cpp
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Expand Up @@ -354,6 +354,9 @@ const char* ToString(Action action) {
case Action::Clear: {
return "Clear";
}
case Action::None: {
return "None";
}
default: {
return "Unknown";
}
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