forked from osmocom/wireshark
1590 lines
52 KiB
C
1590 lines
52 KiB
C
/* packet-ouch.c
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* Routines for OUCH 4.x protocol dissection
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* Copyright (C) 2013, 2015, 2016 David Arnold <d@0x1.org>
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*
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* Wireshark - Network traffic analyzer
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* By Gerald Combs <gerald@wireshark.org>
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* Copyright 1998 Gerald Combs
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*
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* SPDX-License-Identifier: GPL-2.0-or-later
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*/
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/* OUCH is a stock exchange order entry protocol published and used by
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* NASDAQ. This dissector supports versions 4.x, which differ from
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* earlier versions by adopting binary encoding for numeric values.
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*
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* OUCH is usually encapsulated within NASDAQ's SoupBinTCP protocol,
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* running over a TCP connection from the trading application to the
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* exchange. SOUP provides framing, heartbeats and authentication;
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* consequently none of these is present in OUCH.
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*
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* Other exchanges have created order entry protocols very similar to
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* OUCH, but typically they differ in subtle ways (and continue to
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* diverge as time progresses) so I have not attempted to dissect
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* anything other than proper NASDAQ OUCH in this code.
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*
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* Specifications are available from NASDAQ's website, although the
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* links to find them tend to move around over time. At the time of
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* writing, the correct URL is:
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*
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* http://www.nasdaqtrader.com/content/technicalsupport/specifications/TradingProducts/OUCH4.2.pdf
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*/
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#include "config.h"
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#include <epan/packet.h>
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void proto_register_ouch(void);
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void proto_reg_handoff_ouch(void);
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static const value_string pkt_type_val[] = {
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{ 'O', "Enter Order" },
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{ 'U', "Replace Order" },
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{ 'X', "Cancel Order" },
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{ 'M', "Modify Order" },
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{ 'S', "System Event" },
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{ 'A', "Accepted" },
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{ 'R', "Replaced" }, /* 'U' on the wire, but use 'R' to disambiguate */
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{ 'C', "Canceled" },
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{ 'D', "AIQ Canceled" },
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{ 'E', "Executed" },
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{ 'F', "Trade Correction" },
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{ 'G', "Executed with Reference Price" },
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{ 'B', "Broken Trade" },
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{ 'K', "Price Correction" },
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{ 'J', "Rejected" },
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{ 'P', "Cancel Pending" },
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{ 'I', "Cancel Reject" },
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{ 'T', "Order Priority Update" },
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{ 'm', "Order Modified" }, /* 'M' on the wire; 'm' to disambiguate */
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{ 0, NULL }
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};
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static const value_string ouch_bbo_weight_indicator_val[] = {
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{ '0', "0 - 0.2%" },
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{ '1', "0.2 - 1%" },
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{ '2', "1 - 2%" },
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{ '3', "Greater than 2%" },
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{ ' ', "Unspecified" },
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{ 'S', "Sets the QBBO while joining the NBBO" },
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{ 'N', "Improves the NBBO upon entry" },
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{ 0, NULL }
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};
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static const value_string ouch_broken_trade_reason_val[] = {
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{ 'E', "Erroneous" },
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{ 'C', "Consent" },
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{ 'S', "Supervisory" },
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{ 'X', "External" },
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{ 0, NULL }
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};
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static const value_string ouch_buy_sell_indicator_val[] = {
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{ 'B', "Buy Order" },
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{ 'S', "Sell Order" },
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{ 'T', "Sell Short" },
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{ 'E', "Sell Short Exempt" },
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{ 0, NULL }
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};
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static const value_string ouch_cancel_reason_val[] = {
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{ 'C', "Cross cancel" },
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{ 'D', "Regulatory restriction" },
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{ 'E', "Closed" },
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{ 'H', "Halted" },
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{ 'I', "Immediate or Cancel order" },
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{ 'K', "Market Collars" },
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{ 'Q', "Self-match prevention" },
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{ 'S', "Supervisory" },
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{ 'T', "Timeout" },
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{ 'U', "User requested cancel" },
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{ 'X', "Open Protection" },
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{ 'Z', "System cancel" },
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{ 0, NULL }
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};
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static const value_string ouch_capacity_val[] = {
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{ 'A', "Agency" },
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{ 'O', "Other" },
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{ 'P', "Principal" },
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{ 'R', "Riskless" },
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{ 0, NULL }
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};
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static const value_string ouch_cross_type_val[] = {
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{ 'N', "No Cross" },
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{ 'O', "Opening Cross" },
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{ 'C', "Closing Cross" },
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{ 'I', "Intra-day Cross" }, /* Seems to have been removed */
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{ 'H', "Halt/IPO Cross" },
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{ 'R', "Retail" }, /* Not in 4.0 */
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{ 'S', "Supplemental Order" },
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{ 0, NULL }
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};
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/* Not in 4.0 */
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static const value_string ouch_customer_type_val[] = {
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{ 'R', "Retail designated order" },
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{ 'N', "Not a retail designated order" },
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{ ' ', "Default configured for port" },
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{ 0, NULL }
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};
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static const value_string ouch_display_val[] = {
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{ 'A', "Attributable-Price to Display" },
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{ 'I', "Imbalance-Only" },
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{ 'L', "Post-Only and Attributable - Price to Display" },
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{ 'M', "Mid-Point Peg" },
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{ 'N', "Non-Display" },
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{ 'O', "Retail Order Type 1" }, /* Not in 4.0 */
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{ 'P', "Post-Only" },
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{ 'Q', "Retail Price Improvement Order" }, /* Not in 4.0 */
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{ 'R', "Round-Lot Only" }, /* Seems to have been removed? */
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{ 'T', "Retail Order Type 2" }, /* Not in 4.0 */
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{ 'W', "Mid-point Peg Post Only" },
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{ 'Y', "Anonymous-Price to Comply" },
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{ 'Z', "Entered as displayed bu changed to non-displayed "
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"(Priced to comply)" }, /* New in 4.2 */
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{ 0, NULL}
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};
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static const value_string ouch_event_code_val[] = {
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{ 'S', "Start of Day" },
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{ 'E', "End of Day" },
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{ 0, NULL}
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};
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static const value_string ouch_iso_eligibility_val[] = {
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{ 'Y', "Eligible" },
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{ 'N', "Not eligible" },
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{ 0, NULL }
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};
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static const value_string ouch_liquidity_flag_val[] = {
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{ '0', "Supplemental Order Execution" },
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{ '4', "Added displayed liquidity in a Group A Symbol" },
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{ '5', "Added non-displayed liquidity in a Group A Symbol" },
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{ '6', "Removed liquidity in a Group A Symbol" },
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{ '7', "Displayed, liquidity-adding order improves the NBBO" },
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{ '8', "Displayed, liquidity-adding order sets the QBBO while joining the NBBO" },
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{ 'A', "Added" },
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{ 'C', "Closing Cross" },
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{ 'H', "Halt/IPO Cross" },
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{ 'I', "Intraday/Post-Market Cross" }, /* Seems to have been removed */
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{ 'J', "Non-displayed adding liquidity" },
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{ 'K', "Halt Cross" },
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{ 'L', "Closing Cross (imbalance-only)" },
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{ 'M', "Opening Cross (imbalance-only)" },
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{ 'N', "Halt Cross, orders entered in pilot symbols during the LULD Trading Pause" },
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{ 'O', "Opening Cross" },
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{ 'R', "Removed" },
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{ 'W', "Added post-only" }, /* Removed 4.2 2013/02/05 */
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{ 'a', "Added displayed liquidity in a SCIP Symbol" },
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{ 'b', "Displayed, liquidity-adding order improves the NBBO in pilot symbol during specified LULD Pricing Pilot timeframe" },
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{ 'c', "Added displayed liquidity in a pilot symbol during specified LULD Pricing Pilot timeframe" },
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{ 'd', "Retail designated execution that removed liquidity" },
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{ 'e', "Retail designated execution that added displayed liquidity" },
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{ 'f', "Retail designated execution that added non-displayed liquidity" },
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{ 'g', "Added non-displayed mid-point liquidity in a Group A Symbol" },
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{ 'h', "Removed liquidity in a pilot symbol during specified LULD Pricing Pilot timeframe" },
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{ 'j', "RPI (Retail Price Improving) order provides liquidity" },
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{ 'k', "Added liquidity via a midpoint order" },
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{ 'm', "Removed liquidity at a midpoint" },
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{ 'r', "Retail Order removes RPI liquidity" },
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{ 't', "Retail Order removes price improving non-displayed liquidity other than RPI liquidity" },
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{ 'x', "Displayed, liquidity-adding order improves the NBBO in a SCIP Symbol" },
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{ 'y', "Displayed, liquidity-adding order set the QBBO while joining the NBBO in a SCIP Symbol" },
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{ 0, NULL }
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};
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static const value_string ouch_order_state_val[] = {
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{ 'L', "Order Live" },
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{ 'D', "Order Dead" },
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{ 0, NULL }
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};
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static const value_string ouch_price_correction_reason_val[] = {
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{ 'E', "Erroneous" },
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{ 'C', "Consent" },
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{ 'S', "Supervisory" },
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{ 'X', "External" },
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{ 0, NULL }
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};
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static const value_string ouch_reference_price_type_val[] = {
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{ 'I', "Intraday Indicative Value" },
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{ 0, NULL }
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};
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static const value_string ouch_reject_reason_val[] = {
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{ 'T', "Test Mode" },
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{ 'H', "Halted" },
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{ 'Z', "Shares exceeds configured safety threshold" },
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{ 'S', "Invalid Stock" },
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{ 'D', "Invalid Display Type" },
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{ 'C', "NASDAQ is Closed" },
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{ 'L', "Requested firm not authorized for requested clearing "
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"type on this account" },
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{ 'M', "Outside of permitted times for requested clearing type" },
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{ 'R', "This order is not allowed in this type of cross" },
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{ 'X', "Invalid Price" },
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{ 'N', "Invalid Minimum Quantity" },
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{ 'O', "Other" },
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{ 'W', "Invalid Mid-point Post Only Price" },
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{ 'a', "Reject All enabled" },
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{ 'b', "Easy to Borrow (ETB) reject" },
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{ 'c', "Restricted symbol list reject" },
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{ 'd', "ISO order restriction" },
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{ 'e', "Odd lot order restriction" },
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{ 'f', "Mid-Point order restriction" },
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{ 'g', "Pre-market order restriction" },
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{ 'h', "Post-market order restriction" },
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{ 'i', "Short sale order restriction" },
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{ 'j', "On Open order restriction" },
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{ 'k', "On Close order restriction" },
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{ 'l', "Two sided quote reject" },
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{ 'm', "Exceeded shares limit" },
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{ 'n', "Exceeded dollar value limit" },
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{ 0, NULL}
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};
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static const value_string ouch_trade_correction_reason_val[] = {
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{ 'N', "Adjusted to NAV" },
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{ 0, NULL }
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};
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/* Initialize the protocol and registered fields */
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static int proto_ouch = -1;
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static dissector_handle_t ouch_handle;
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/* Initialize the subtree pointers */
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static gint ett_ouch = -1;
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static int hf_ouch_bbo_weight_indicator = -1;
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static int hf_ouch_broken_trade_reason = -1;
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static int hf_ouch_buy_sell_indicator = -1;
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static int hf_ouch_cancel_reason = -1;
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static int hf_ouch_capacity = -1;
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static int hf_ouch_cross_type = -1;
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static int hf_ouch_customer_type = -1;
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static int hf_ouch_decrement_shares = -1;
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static int hf_ouch_display = -1;
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static int hf_ouch_event_code = -1;
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static int hf_ouch_executed_shares = -1;
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static int hf_ouch_execution_price = -1;
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static int hf_ouch_existing_order_token = -1;
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static int hf_ouch_firm = -1;
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static int hf_ouch_iso_eligible = -1;
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static int hf_ouch_liquidity_flag = -1;
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static int hf_ouch_match_number = -1;
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static int hf_ouch_message = -1;
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static int hf_ouch_min_quantity = -1;
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static int hf_ouch_new_execution_price = -1;
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static int hf_ouch_order_reference_number = -1;
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static int hf_ouch_order_state = -1;
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static int hf_ouch_order_token = -1;
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static int hf_ouch_packet_type = -1;
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static int hf_ouch_previous_order_token = -1;
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static int hf_ouch_price = -1;
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static int hf_ouch_price_correction_reason = -1;
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static int hf_ouch_quantity_prevented_from_trading = -1;
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static int hf_ouch_reference_price = -1;
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static int hf_ouch_reference_price_type = -1;
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static int hf_ouch_reject_reason = -1;
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static int hf_ouch_replacement_order_token = -1;
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static int hf_ouch_shares = -1;
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static int hf_ouch_stock = -1;
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static int hf_ouch_tif = -1;
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static int hf_ouch_timestamp = -1;
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static int hf_ouch_trade_correction_reason = -1;
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/** Format an OUCH timestamp into a useful string
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*
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* We use this function rather than a BASE_CUSTOM formatter because
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* BASE_CUSTOM doesn't support passing a 64-bit value to the
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* formatting function. */
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static void
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ouch_tree_add_timestamp(
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proto_tree *tree,
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const int hf,
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tvbuff_t *tvb,
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gint offset)
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{
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guint64 ts = tvb_get_ntoh64(tvb, offset);
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char *buf = (char *)wmem_alloc(wmem_packet_scope(), ITEM_LABEL_LENGTH);
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guint32 tmp, hours, mins, secs, nsecs;
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nsecs = (guint32)(ts % G_GUINT64_CONSTANT(1000000000));
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tmp = (guint32)(ts / G_GUINT64_CONSTANT(1000000000));
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hours = tmp / 3600;
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mins = (tmp % 3600) / 60;
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secs = tmp % 60;
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g_snprintf(buf, ITEM_LABEL_LENGTH,
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"%u:%02u:%02u.%09u",
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hours, mins, secs, nsecs);
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proto_tree_add_string(tree, hf, tvb, offset, 8, buf);
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}
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/** BASE_CUSTOM formatter for prices
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*
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* OUCH prices are integers, with four implicit decimal places. So we
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* insert the decimal point, and add a leading dollar sign as well. */
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static void
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format_price(
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char *buf,
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guint32 value)
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{
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if (value == 0x7fffffff) {
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g_snprintf(buf, ITEM_LABEL_LENGTH, "%s", "Market");
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} else {
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g_snprintf(buf, ITEM_LABEL_LENGTH,
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"$%u.%04u",
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value / 10000, value % 10000);
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}
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}
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/** BASE_CUSTOM formatter for reference price type code
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*
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* Displays the code value as a character, not its ASCII value, as
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* would be done by BASE_DEC and friends. */
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static void
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format_reference_price_type(
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char *buf,
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guint32 value)
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{
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g_snprintf(buf, ITEM_LABEL_LENGTH,
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"%s (%c)",
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val_to_str_const(value,
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ouch_reference_price_type_val,
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"Unknown"),
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value);
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}
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/** BASE_CUSTOM formatter for the Time In Force (TIF) code
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*
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* There are three reserved values for the TIF: 0, 99998 and 99999.
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* These are trapped and displayed as an appropriate string. All
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* other values are printed as a duration in hours, minutes and
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* seconds. */
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static void
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format_tif(
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gchar *buf,
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guint32 value)
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{
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guint32 hours;
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guint32 mins;
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guint32 secs;
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switch (value) {
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case 0:
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g_snprintf(buf, ITEM_LABEL_LENGTH, "Immediate Or Cancel (%u)", value);
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break;
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case 99998:
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g_snprintf(buf, ITEM_LABEL_LENGTH, "Market Hours (%u)", value);
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break;
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case 99999:
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g_snprintf(buf, ITEM_LABEL_LENGTH, "System Hours (%u)", value);
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break;
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default:
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hours = value / 3600;
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mins = (value % 3600) / 60;
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secs = value % 60;
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g_snprintf(buf, ITEM_LABEL_LENGTH,
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"%uh %02um %02us (%u seconds)",
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hours, mins, secs,
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value);
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break;
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}
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}
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static int
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dissect_ouch(
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tvbuff_t *tvb,
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packet_info *pinfo,
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proto_tree *tree,
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void *data _U_)
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{
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proto_item *ti;
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proto_tree *ouch_tree = NULL;
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const char *pkt_name;
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guint16 reported_len;
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guint8 pkt_type;
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int offset = 0;
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/* Get the OUCH message type value */
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pkt_type = tvb_get_guint8(tvb, offset);
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reported_len = tvb_reported_length(tvb);
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/* OUCH has two messages with the same code: Replace Order and
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* Replaced. It's possible to tell which is which because clients
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* send the Replace Order, and NASDAQ sends Replaced replies.
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* Nonetheless, this complicates the switch, so instead we
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* distinguish between them by length, and use 'R' for Replaced
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* (like XPRS does). */
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if (pkt_type == 'U' && (reported_len == 79 || reported_len == 80)) {
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pkt_type = 'R';
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}
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/* OUCH has two messages with the same code: Modify Order and
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* Modified. Again, one is sent by clients, the other sent by
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* NASDAQ. We change Modified to 'm' for simplicity in the
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* switch. */
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if (pkt_type == 'M' && reported_len == 28) {
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pkt_type = 'm';
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}
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/* Since we use the packet name a few times, get and save that value */
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pkt_name = val_to_str(pkt_type, pkt_type_val, "Unknown (%u)");
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/* Set the protocol name in the summary display */
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col_set_str(pinfo->cinfo, COL_PROTOCOL, "OUCH");
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/* Set the packet name in the info column */
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col_add_str(pinfo->cinfo, COL_INFO, pkt_name);
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if (tree) {
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/* Create a sub-tree for the OUCH packet details */
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ti = proto_tree_add_item(tree,
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proto_ouch,
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tvb, 0, -1, ENC_NA);
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ouch_tree = proto_item_add_subtree(ti, ett_ouch);
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/* Append the packet name to the sub-tree item */
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proto_item_append_text(ti, ", %s", pkt_name);
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|
|
/* Packet type (using the cooked value). */
|
|
proto_tree_add_item(ouch_tree, hf_ouch_packet_type,
|
|
tvb, offset, 1, ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
switch (pkt_type) {
|
|
case 'O': /* Enter Order */
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_buy_sell_indicator,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_shares,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_stock,
|
|
tvb, offset, 8,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_price,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_tif,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_firm,
|
|
tvb, offset, 4,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_display,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_capacity,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_iso_eligible,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_min_quantity,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_cross_type,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
if (reported_len >= 49) { /* Added in 4.1 */
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_customer_type,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
}
|
|
break;
|
|
|
|
case 'A': /* Accepted */
|
|
ouch_tree_add_timestamp(ouch_tree,
|
|
hf_ouch_timestamp,
|
|
tvb, offset);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_buy_sell_indicator,
|
|
tvb, offset, 1,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_shares,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_stock,
|
|
tvb, offset, 8,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_price,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_tif,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_firm,
|
|
tvb, offset, 4,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_display,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_reference_number,
|
|
tvb, offset, 8,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_capacity,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_iso_eligible,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_min_quantity,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_cross_type,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_state,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
if (reported_len >= 66) { /* Added in 4.2 */
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_bbo_weight_indicator,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
}
|
|
break;
|
|
|
|
case 'U': /* Replace Order */
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_existing_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_replacement_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_shares,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_price,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_tif,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_display,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_iso_eligible,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_min_quantity,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
break;
|
|
|
|
case 'X': /* Cancel Order */
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_shares,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
break;
|
|
|
|
case 'M': /* Modify Order (from 4.2 onwards) */
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_buy_sell_indicator,
|
|
tvb, offset, 1,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_shares,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
break;
|
|
|
|
case 'S': /* System Event */
|
|
ouch_tree_add_timestamp(ouch_tree,
|
|
hf_ouch_timestamp,
|
|
tvb, offset);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_event_code,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
break;
|
|
|
|
case 'R': /* Replaced */
|
|
ouch_tree_add_timestamp(ouch_tree,
|
|
hf_ouch_timestamp,
|
|
tvb, offset);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_replacement_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_buy_sell_indicator,
|
|
tvb, offset, 1,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_shares,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_stock,
|
|
tvb, offset, 8,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_price,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_tif,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_firm,
|
|
tvb, offset, 4,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_display,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_reference_number,
|
|
tvb, offset, 8,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_capacity,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_iso_eligible,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_min_quantity,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_cross_type,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_state,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_previous_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
|
|
if (reported_len >= 80) { /* Added in 4.2 */
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_bbo_weight_indicator,
|
|
tvb, offset, 1,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 1;
|
|
}
|
|
break;
|
|
|
|
case 'C': /* Canceled */
|
|
ouch_tree_add_timestamp(ouch_tree,
|
|
hf_ouch_timestamp,
|
|
tvb, offset);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_decrement_shares,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_cancel_reason,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
break;
|
|
|
|
case 'D': /* AIQ Canceled */
|
|
ouch_tree_add_timestamp(ouch_tree,
|
|
hf_ouch_timestamp,
|
|
tvb, offset);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_decrement_shares,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_cancel_reason,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_quantity_prevented_from_trading,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_execution_price,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_liquidity_flag,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
break;
|
|
|
|
case 'E': /* Executed */
|
|
ouch_tree_add_timestamp(ouch_tree,
|
|
hf_ouch_timestamp,
|
|
tvb, offset);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_executed_shares,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_execution_price,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_liquidity_flag,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_match_number,
|
|
tvb, offset, 8,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 8;
|
|
break;
|
|
|
|
case 'B': /* Broken Trade */
|
|
ouch_tree_add_timestamp(ouch_tree,
|
|
hf_ouch_timestamp,
|
|
tvb, offset);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_match_number,
|
|
tvb, offset, 8,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_broken_trade_reason,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
break;
|
|
|
|
case 'F': /* Trade Correction (4.2 onwards) */
|
|
ouch_tree_add_timestamp(ouch_tree,
|
|
hf_ouch_timestamp,
|
|
tvb, offset);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_executed_shares,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_execution_price,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_liquidity_flag,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_match_number,
|
|
tvb, offset, 8,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_trade_correction_reason,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
break;
|
|
|
|
case 'G': /* Executed with Reference Price (4.2 onwards) */
|
|
ouch_tree_add_timestamp(ouch_tree,
|
|
hf_ouch_timestamp,
|
|
tvb, offset);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_executed_shares,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_execution_price,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_liquidity_flag,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_match_number,
|
|
tvb, offset, 8,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_reference_price,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_reference_price_type,
|
|
tvb, offset, 1,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 1;
|
|
break;
|
|
|
|
case 'K': /* Price Correction */
|
|
ouch_tree_add_timestamp(ouch_tree,
|
|
hf_ouch_timestamp,
|
|
tvb, offset);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_match_number,
|
|
tvb, offset, 8,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_new_execution_price,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_price_correction_reason,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
break;
|
|
|
|
case 'J': /* Rejected Order */
|
|
ouch_tree_add_timestamp(ouch_tree,
|
|
hf_ouch_timestamp,
|
|
tvb, offset);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_reject_reason,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
break;
|
|
|
|
case 'P': /* Cancel Pending */
|
|
ouch_tree_add_timestamp(ouch_tree,
|
|
hf_ouch_timestamp,
|
|
tvb, offset);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
break;
|
|
|
|
case 'I': /* Cancel Reject */
|
|
ouch_tree_add_timestamp(ouch_tree,
|
|
hf_ouch_timestamp,
|
|
tvb, offset);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
break;
|
|
|
|
case 'T': /* Order Priority Update (4.2 onwards) */
|
|
ouch_tree_add_timestamp(ouch_tree,
|
|
hf_ouch_timestamp,
|
|
tvb, offset);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_price,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_display,
|
|
tvb, offset, 1,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_reference_number,
|
|
tvb, offset, 8,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 8;
|
|
break;
|
|
|
|
case 'm': /* Order Modified (4.2 onwards) */
|
|
ouch_tree_add_timestamp(ouch_tree,
|
|
hf_ouch_timestamp,
|
|
tvb, offset);
|
|
offset += 8;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_order_token,
|
|
tvb, offset, 14,
|
|
ENC_ASCII|ENC_NA);
|
|
offset += 14;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_buy_sell_indicator,
|
|
tvb, offset, 1,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 1;
|
|
|
|
proto_tree_add_item(ouch_tree,
|
|
hf_ouch_shares,
|
|
tvb, offset, 4,
|
|
ENC_BIG_ENDIAN);
|
|
offset += 4;
|
|
break;
|
|
|
|
default:
|
|
/* Unknown */
|
|
proto_tree_add_item(tree,
|
|
hf_ouch_message,
|
|
tvb, offset, -1, ENC_NA);
|
|
offset += reported_len - 1;
|
|
break;
|
|
}
|
|
}
|
|
|
|
return offset;
|
|
}
|
|
|
|
/** Returns a guess if a packet is OUCH or not
|
|
*
|
|
* Since SOUP doesn't have a sub-protocol type flag, we have to use a
|
|
* heuristic decision to determine if the contained protocol is OUCH
|
|
* or ITCH (or something else entirely). We look at the message type
|
|
* code, and since we know that we're being called from SOUP, we can
|
|
* check the passed-in length too: if the type code and the length
|
|
* match, we guess at OUCH. */
|
|
static gboolean
|
|
dissect_ouch_heur(
|
|
tvbuff_t *tvb,
|
|
packet_info *pinfo,
|
|
proto_tree *tree,
|
|
void *data _U_)
|
|
{
|
|
guint8 msg_type = tvb_get_guint8(tvb, 0);
|
|
guint msg_len = tvb_reported_length(tvb);
|
|
|
|
switch (msg_type) {
|
|
case 'O': /* Enter order (with or without optional customer type) */
|
|
if (msg_len != 48 && msg_len != 49) {
|
|
return FALSE;
|
|
}
|
|
break;
|
|
|
|
case 'U': /* Replace order or Replaced (4.0, 4.1) or Replaced (4.2) */
|
|
if (msg_len != 47 && msg_len != 79 && msg_len != 80) {
|
|
return FALSE;
|
|
}
|
|
break;
|
|
|
|
case 'X': /* Cancel order */
|
|
if (msg_len != 19) {
|
|
return FALSE;
|
|
}
|
|
break;
|
|
|
|
case 'M': /* Modify Order or Order Modified (added 4.2) */
|
|
if (msg_len != 20 && msg_len != 28) {
|
|
return FALSE;
|
|
}
|
|
break;
|
|
|
|
case 'S': /* System event */
|
|
if (msg_len != 10) {
|
|
return FALSE;
|
|
}
|
|
break;
|
|
|
|
case 'A': /* Accepted */
|
|
if (msg_len != 65 && msg_len != 66) {
|
|
return FALSE;
|
|
}
|
|
break;
|
|
|
|
case 'C': /* Canceled */
|
|
if (msg_len != 28) {
|
|
return FALSE;
|
|
}
|
|
break;
|
|
|
|
case 'D': /* AIQ Canceled */
|
|
if (msg_len != 37) {
|
|
return FALSE;
|
|
}
|
|
break;
|
|
case 'E': /* Executed */
|
|
if (msg_len != 40) {
|
|
return FALSE;
|
|
}
|
|
break;
|
|
|
|
case 'F': /* Trade Correction */
|
|
if (msg_len != 41) {
|
|
return FALSE;
|
|
}
|
|
break;
|
|
|
|
case 'G': /* Executed with Reference Price */
|
|
if (msg_len != 45) {
|
|
return FALSE;
|
|
}
|
|
break;
|
|
|
|
case 'B': /* Broken Trade */
|
|
if (msg_len != 32) {
|
|
return FALSE;
|
|
}
|
|
break;
|
|
|
|
case 'K': /* Correction */
|
|
if (msg_len != 36) {
|
|
return FALSE;
|
|
}
|
|
break;
|
|
|
|
case 'J': /* Rejected */
|
|
if (msg_len != 24) {
|
|
return FALSE;
|
|
}
|
|
break;
|
|
|
|
case 'P': /* Cancel Pending */
|
|
if (msg_len != 23) {
|
|
return FALSE;
|
|
}
|
|
break;
|
|
|
|
case 'I': /* Cancel Reject */
|
|
if (msg_len != 23) {
|
|
return FALSE;
|
|
}
|
|
break;
|
|
|
|
case 'T': /* Order Priority Update */
|
|
if (msg_len != 36) {
|
|
return FALSE;
|
|
}
|
|
break;
|
|
|
|
default:
|
|
/* Not a known OUCH message code */
|
|
return FALSE;
|
|
}
|
|
|
|
/* Perform dissection of this (initial) packet */
|
|
dissect_ouch(tvb, pinfo, tree, NULL);
|
|
|
|
return TRUE;
|
|
}
|
|
|
|
|
|
void
|
|
proto_register_ouch(void)
|
|
{
|
|
/* Setup list of header fields See Section 1.6.1 for details*/
|
|
static hf_register_info hf[] = {
|
|
|
|
{ &hf_ouch_bbo_weight_indicator,
|
|
{ "BBO Weight Indicator", "ouch.bbo_weight_indicator",
|
|
FT_CHAR, BASE_HEX, VALS(ouch_bbo_weight_indicator_val), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_broken_trade_reason,
|
|
{ "Broken Trade Reason", "ouch.broken_trade_reason",
|
|
FT_CHAR, BASE_HEX, VALS(ouch_broken_trade_reason_val), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_buy_sell_indicator,
|
|
{ "Buy/Sell Indicator", "ouch.buy_sell_indicator",
|
|
FT_CHAR, BASE_HEX, VALS(ouch_buy_sell_indicator_val), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_cancel_reason,
|
|
{ "Cancel Reason", "ouch.cancel_reason",
|
|
FT_CHAR, BASE_HEX, VALS(ouch_cancel_reason_val), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_capacity,
|
|
{ "Capacity", "ouch.capacity",
|
|
FT_CHAR, BASE_HEX, VALS(ouch_capacity_val), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_cross_type,
|
|
{ "Cross Type", "ouch.cross_type",
|
|
FT_CHAR, BASE_HEX, VALS(ouch_cross_type_val), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_customer_type,
|
|
{ "Customer Type", "ouch.customer_type",
|
|
FT_CHAR, BASE_HEX, VALS(ouch_customer_type_val), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_decrement_shares,
|
|
{ "Decrement Shares", "ouch.decrement_shares",
|
|
FT_UINT32, BASE_DEC, NULL, 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_display,
|
|
{ "Display", "ouch.display",
|
|
FT_CHAR, BASE_HEX, VALS(ouch_display_val), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_event_code,
|
|
{ "Event Code", "ouch.event_code",
|
|
FT_CHAR, BASE_HEX, VALS(ouch_event_code_val), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_executed_shares,
|
|
{ "Executed Shares", "ouch.executed_shares",
|
|
FT_UINT32, BASE_DEC, NULL, 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_execution_price,
|
|
{ "Execution Price", "ouch.execution_price",
|
|
FT_UINT32, BASE_CUSTOM, CF_FUNC(format_price), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_existing_order_token,
|
|
{ "Existing Order Token", "ouch.existing_order_token",
|
|
FT_STRING, BASE_NONE, NULL, 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_firm,
|
|
{ "Firm", "ouch.firm",
|
|
FT_STRING, BASE_NONE, NULL, 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_iso_eligible,
|
|
{ "Intermarket Sweep Eligibility", "ouch.iso_eligible",
|
|
FT_CHAR, BASE_HEX, VALS(ouch_iso_eligibility_val), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_liquidity_flag,
|
|
{ "Liquidity Flag", "ouch.liquidity_flag",
|
|
FT_CHAR, BASE_HEX, VALS(ouch_liquidity_flag_val), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_match_number,
|
|
{ "Match Number", "ouch.match_number",
|
|
FT_UINT64, BASE_DEC, NULL, 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_message,
|
|
{ "Unknown Message", "ouch.unknown_message",
|
|
FT_BYTES, BASE_NONE, NULL, 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_min_quantity,
|
|
{ "Minimum Quantity", "ouch.min_quantity",
|
|
FT_UINT32, BASE_DEC, NULL, 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_new_execution_price,
|
|
{ "New Execution Price", "ouch.new_execution_price",
|
|
FT_UINT32, BASE_CUSTOM, CF_FUNC(format_price), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_order_reference_number,
|
|
{ "Order Reference Number", "ouch.order_reference_number",
|
|
FT_UINT64, BASE_DEC, NULL, 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_order_state,
|
|
{ "Order State", "ouch.order_state",
|
|
FT_CHAR, BASE_HEX, VALS(ouch_order_state_val), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_order_token,
|
|
{ "Order Token", "ouch.order_token",
|
|
FT_STRING, BASE_NONE, NULL, 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_packet_type,
|
|
{ "Packet Type", "ouch.packet_type",
|
|
FT_CHAR, BASE_HEX, VALS(pkt_type_val), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_previous_order_token,
|
|
{ "Previous Order Token", "ouch.previous_order_token",
|
|
FT_STRING, BASE_NONE, NULL, 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_price,
|
|
{ "Price", "ouch.price",
|
|
FT_UINT32, BASE_CUSTOM, CF_FUNC(format_price), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_price_correction_reason,
|
|
{ "Price Correction Reason", "ouch.price_correction_reason",
|
|
FT_CHAR, BASE_HEX, VALS(ouch_price_correction_reason_val), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_quantity_prevented_from_trading,
|
|
{ "Quantity Prevented from Trading",
|
|
"ouch.quantity_prevented_from_trading",
|
|
FT_UINT32, BASE_DEC, NULL, 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_reference_price,
|
|
{ "Reference Price", "ouch.reference_price",
|
|
FT_UINT32, BASE_CUSTOM, CF_FUNC(format_price), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_reference_price_type,
|
|
{ "Reference Price Type", "ouch.reference_price_type",
|
|
FT_UINT32, BASE_CUSTOM, CF_FUNC(format_reference_price_type), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_reject_reason,
|
|
{ "Reject Reason", "ouch.reject_reason",
|
|
FT_CHAR, BASE_HEX, VALS(ouch_reject_reason_val), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_replacement_order_token,
|
|
{ "Replacement Order Token", "ouch.replacement_order_token",
|
|
FT_STRING, BASE_NONE, NULL, 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_shares,
|
|
{ "Shares", "ouch.shares",
|
|
FT_UINT32, BASE_DEC, NULL, 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_stock,
|
|
{ "Stock", "ouch.stock",
|
|
FT_STRING, BASE_NONE, NULL, 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_tif,
|
|
{ "Time In Force", "ouch.tif",
|
|
FT_UINT32, BASE_CUSTOM, CF_FUNC(format_tif), 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_timestamp,
|
|
{ "Timestamp", "ouch.timestamp",
|
|
FT_STRING, BASE_NONE, NULL, 0x0,
|
|
NULL, HFILL }},
|
|
|
|
{ &hf_ouch_trade_correction_reason,
|
|
{ "Trade Correction Reason", "ouch.trade_correction_reason",
|
|
FT_CHAR, BASE_HEX, VALS(ouch_trade_correction_reason_val), 0x0,
|
|
NULL, HFILL }}
|
|
};
|
|
|
|
/* Setup protocol subtree array */
|
|
static gint *ett[] = {
|
|
&ett_ouch
|
|
};
|
|
|
|
/* Register the protocol name and description */
|
|
proto_ouch = proto_register_protocol("OUCH", "OUCH", "ouch");
|
|
|
|
/* Required function calls to register the header fields and
|
|
* subtrees used */
|
|
proto_register_field_array(proto_ouch, hf, array_length(hf));
|
|
proto_register_subtree_array(ett, array_length(ett));
|
|
}
|
|
|
|
|
|
/* If this dissector uses sub-dissector registration add a
|
|
* registration routine. This format is required because a script is
|
|
* used to find these routines and create the code that calls these
|
|
* routines. */
|
|
void
|
|
proto_reg_handoff_ouch(void)
|
|
{
|
|
ouch_handle = create_dissector_handle(dissect_ouch, proto_ouch);
|
|
heur_dissector_add("soupbintcp", dissect_ouch_heur, "OUCH over SoupBinTCP", "ouch_soupbintcp", proto_ouch, HEURISTIC_ENABLE);
|
|
dissector_add_uint_range_with_preference("tcp.port", "", ouch_handle);
|
|
}
|
|
|
|
|
|
|
|
/*
|
|
* Editor modelines - https://www.wireshark.org/tools/modelines.html
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*
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* Local variables:
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* c-basic-offset: 4
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* tab-width: 8
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* indent-tabs-mode: nil
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* End:
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*
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* vi: set shiftwidth=4 tabstop=8 expandtab:
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* :indentSize=4:tabSize=8:noTabs=true:
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*/
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