/* packet-nasdaq-itch.c

 * Routines for NASDAQ TotalView-ITCH version 2.00/3.00 (with Chi-X extension) Protocol dissection

 * Copyright 2007,2008 Didier Gautheron <dgautheron@magic.fr>

 *

 * Wireshark - Network traffic analyzer

 * By Gerald Combs <gerald@wireshark.org>

 * Copyright 1998 Gerald Combs

 *

 * SPDX-License-Identifier: GPL-2.0-or-later

 *

 * Documentation:

 * http://www.nasdaqtrader.com/Trader.aspx?id=DPSpecs

 * ex:

 * http://www.nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/tv-itch2a.pdf

 * http://www.nasdaqtrader.com/content/technicalsupport/specifications/dataproducts/tvitch-v3.pdf

 *

 * Chi-X

 * http://www.chi-x.com/docs/Chi-X%20CHIXMD.pdf

 */

#include "config.h"

#include <stdlib.h>

#include <epan/packet.h>

#include <epan/prefs.h>

#include <wsutil/type_util.h>

void proto_register_nasdaq_itch(void);

void proto_reg_handoff_nasdaq_itch(void);

static dissector_handle_t nasdaq_itch_handle;

/* Chi-X version */

static bool nasdaq_itch_chi_x = true;

static const value_string message_types_val[] = {

 { 'A', "Add Order " },

 { 'X', "Order Cancel " },

 { 'M', "Milliseconds " },

 { 'E', "Order Executed " },

 { 'T', "Second " },

 { 'P', "Trade Message Identifier " },

 { 'C', "Order Executed With Price " },

 { 'D', "Order Delete " },

 { 'Q', "Cross Trade " },

 { 'S', "System Event " },

 { 'R' , "Stock Directory " },

 { 'H', "Stock Trading Action " },

 { 'F', "Add Order (MPID) " },

 { 'I', "Net Order Imbalance Indicator (NOII) " },

 { 'B', "Broken Trade " },

 /* Chi-X msg with big size,price */

 { 'a', "Add Order (big)" },

 { 'p', "Trade Message Identifier (big)" },

 { 'e', "Order Executed (big)" },

 { 'x', "Order Cancel (big)" },

 { 0, NULL }

};

static const char chix_msg[] = "apex";

static const value_string system_event_val[] = {

 { 'O', "Start of Messages" },

 { 'S', "Start of System hours" },

 { 'Q', "Start of Market hours" },

 { 'M', "End of Market hours" },

 { 'E', "End of System hours" },

 { 'C', "End of Messages" },

 { 0, NULL }

};

static const value_string market_category_val[] = {

 { 'T', "CQS (NYSE, Amex or regional exchange)" },

 { 'Q', "NASDAQ Global Select MarketSM" },

 { 'G', "NASDAQ Global MarketSM" },

 { 'S', "NASDAQ Capital Market" },

 { ' ', "Not available" },

 { 0, NULL }

};

static const value_string financial_status_val[] = {

 { 'D', "Deficient" },

 { 'E', "Delinquent" },

 { 'Q', "Bankrupt" },

 { 'S', "Suspended" },

 { 'G', "Deficient and Bankrupt" },

 { 'H', "Deficient and Delinquent" },

 { 'J', "Delinquent and Bankrupt" },

 { 'K', "Deficient, Delinquent and Bankrupt" },

 { ' ', "Company is in compliance" },

 { 0, NULL }

};

static const value_string round_lots_only_val[] = {

 { 'Y', "only round lots are accepted in this stock" },

 { 'N', "odd/mixed lots are allowed" },

 { 0, NULL }

};

/* Initialize the protocol and registered fields */

static int proto_nasdaq_itch;

/* Initialize the subtree pointers */

static int ett_nasdaq_itch;

static int hf_nasdaq_itch_version;

static int hf_nasdaq_itch_message_type;

static int hf_nasdaq_itch_market_category;

static int hf_nasdaq_itch_financial_status;

static int hf_nasdaq_itch_stock;

static int hf_nasdaq_itch_round_lot_size;

static int hf_nasdaq_itch_round_lots_only;

static int hf_nasdaq_itch_system_event;

static int hf_nasdaq_itch_second;

static int hf_nasdaq_itch_millisecond;

static int hf_nasdaq_itch_message;

static int hf_nasdaq_itch_trading_state;

static int hf_nasdaq_itch_reserved;

static int hf_nasdaq_itch_reason;

static int hf_nasdaq_itch_order_reference;

static int hf_nasdaq_itch_buy_sell;

static int hf_nasdaq_itch_shares;

static int hf_nasdaq_itch_price;

static int hf_nasdaq_itch_attribution;

static int hf_nasdaq_itch_executed;

static int hf_nasdaq_itch_match;

static int hf_nasdaq_itch_printable;

static int hf_nasdaq_itch_execution_price;

static int hf_nasdaq_itch_canceled;

static int hf_nasdaq_itch_cross;

/* ---------------------- */

static int

order_ref_number(tvbuff_t *tvb, packet_info *pinfo, proto_tree *nasdaq_itch_tree, int offset)

{

  const char *str_value = (char*)tvb_get_string_enc(pinfo->pool, tvb, offset, 9, ENC_ASCII);

  uint32_t    value     = (uint32_t)strtoul(str_value, NULL, 10);

  proto_tree_add_uint(nasdaq_itch_tree, hf_nasdaq_itch_order_reference, tvb, offset, 9, value);

  col_append_fstr(pinfo->cinfo, COL_INFO, "%u ", value);

  return offset + 9;

}

/* -------------------------- */

static int

time_stamp(tvbuff_t *tvb, packet_info *pinfo, proto_tree *nasdaq_itch_tree, int id, int offset, int size)

{

  if (nasdaq_itch_tree) {

      uint32_t    ms, val;

      const char *display   = "";

      const char *str_value = (char*)tvb_get_string_enc(pinfo->pool, tvb, offset, size, ENC_ASCII);

      ms = val = (uint32_t)strtoul(str_value, NULL, 10);

      switch (size) {

      case 3:

          display = wmem_strdup_printf(pinfo->pool, " %03u" , val);

          break;

      case 5:

          ms = val *1000;

          /* Fall Through */

      case 8: /* 0 86 400 000 */

          display = wmem_strdup_printf(pinfo->pool, " %u (%02u:%02u:%02u.%03u)", val,

              ms/3600000, (ms % 3600000)/60000, (ms % 60000)/1000, ms %1000);

          break;

      }

      proto_tree_add_uint_format_value(nasdaq_itch_tree, id, tvb, offset, size, val, "%s", display);

  }

  return offset + size;

}

/* -------------------------- */

static int

number_of_shares(tvbuff_t *tvb, packet_info *pinfo, proto_tree *nasdaq_itch_tree, int id, int offset, int big)

{

  int size = (big) ? 10 : 6;

  const char *str_value = (char*)tvb_get_string_enc(pinfo->pool, tvb, offset, size, ENC_ASCII);

  uint32_t value = (uint32_t)strtoul(str_value, NULL, 10);

  proto_tree_add_uint(nasdaq_itch_tree, id, tvb, offset, size, value);

  col_append_fstr(pinfo->cinfo, COL_INFO, "qty %u ", value);

  return offset + size;

}

/* -------------------------- */

static int

price(tvbuff_t *tvb, packet_info *pinfo, proto_tree *nasdaq_itch_tree, int id, int offset, int big)

{

  int size = (big) ? 19 : 10;

  const char *str_value = (char*)tvb_get_string_enc(pinfo->pool, tvb, offset, size, ENC_ASCII);

  double      value     = uint64_to_double(g_ascii_strtoull(str_value, NULL, 10))/((big)?1000000.0:10000.0);

  proto_tree_add_double(nasdaq_itch_tree, id, tvb, offset, size, value);

  col_append_fstr(pinfo->cinfo, COL_INFO, "price %g ", value);

  return offset + size;

}

/* -------------------------- */

static int

stock(tvbuff_t *tvb, packet_info *pinfo, proto_tree *nasdaq_itch_tree, int offset)

{

  char *stock_p = (char*)tvb_get_string_enc(pinfo->pool, tvb, offset, 6, ENC_ASCII);

  proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_stock, tvb, offset, 6, ENC_ASCII);

  col_append_fstr(pinfo->cinfo, COL_INFO, "<%s> ", stock_p);

  return offset + 6;

}

/* -------------------------- */

static int

order(tvbuff_t *tvb, packet_info *pinfo, proto_tree *nasdaq_itch_tree, int offset, int big)

{

  uint8_t value;

  offset = order_ref_number(tvb, pinfo, nasdaq_itch_tree, offset);

  value = tvb_get_uint8(tvb, offset);

  col_append_fstr(pinfo->cinfo, COL_INFO, "%c ", value);

  proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_buy_sell, tvb, offset, 1, ENC_ASCII);

  offset += 1;

  offset = number_of_shares(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_shares, offset, big);

  offset = stock(tvb, pinfo, nasdaq_itch_tree, offset);

  offset = price(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_price, offset, big);

  return offset;

}

/* -------------------------- */

static int

executed(tvbuff_t *tvb, packet_info *pinfo, proto_tree *nasdaq_itch_tree, int offset, int big)

{

  offset = order_ref_number(tvb, pinfo, nasdaq_itch_tree, offset);

  offset = number_of_shares(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_executed, offset, big);

  proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_match, tvb, offset, 9, ENC_ASCII);

  offset += 9;

  return offset;

}

/* ---------------------------- */

static int

dissect_nasdaq_itch(tvbuff_t *tvb, packet_info *pinfo, proto_tree *tree, void* data _U_)

{

  proto_item  *ti;

  proto_tree  *nasdaq_itch_tree = NULL;

  uint8_t      nasdaq_itch_type;

  int          offset           = 0;

  int          version          = 3;

  int          big              = 0;

  const char *rep;

  col_set_str(pinfo->cinfo, COL_PROTOCOL, "Nasdaq-ITCH");

  nasdaq_itch_type = tvb_get_uint8(tvb, offset);

  if (nasdaq_itch_type >= '0' && nasdaq_itch_type <= '9') {

    version = 2;

    nasdaq_itch_type = tvb_get_uint8(tvb, offset +8);

  }

  if ((!nasdaq_itch_chi_x || version == 3) && strchr(chix_msg, nasdaq_itch_type)) {

    nasdaq_itch_type = 0; /* unknown */

  }

  rep = val_to_str(pinfo->pool, nasdaq_itch_type, message_types_val, "Unknown packet type (0x%02x) ");

  col_add_str(pinfo->cinfo, COL_INFO, rep);

  if (tree) {

    proto_item *item;

    ti = proto_tree_add_protocol_format(tree, proto_nasdaq_itch, tvb, offset, -1, "Nasdaq TotalView-ITCH %s, %s",

                                        version == 2?"2.0":"3.0", rep);

    nasdaq_itch_tree = proto_item_add_subtree(ti, ett_nasdaq_itch);

    item = proto_tree_add_uint(nasdaq_itch_tree, hf_nasdaq_itch_version, tvb, 0, 0, version);

    proto_item_set_generated(item);

  }

  if (version == 2) {

    offset = time_stamp (tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_millisecond, offset, 8);

  }

  proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_message_type, tvb, offset, 1, ENC_ASCII);

  offset += 1;

  if (version == 3) {

    switch (nasdaq_itch_type) {

    case 'T': /* seconds */

      /*offset =*/ time_stamp (tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_second, offset, 5);

      return tvb_captured_length(tvb);

    case 'M': /* milliseconds */

      /*offset =*/ time_stamp (tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_millisecond, offset, 3);

      return tvb_captured_length(tvb);

    }

  }

  switch (nasdaq_itch_type) {

  case 'S': /* system event */

    proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_system_event, tvb, offset, 1, ENC_ASCII);

    /*offset += 1;*/

    break;

  case 'R': /* Stock Directory */

    offset = stock(tvb, pinfo, nasdaq_itch_tree, offset);

    proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_market_category, tvb, offset, 1, ENC_ASCII);

    offset += 1;

    proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_financial_status, tvb, offset, 1, ENC_ASCII);

    offset += 1;

    proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_round_lot_size, tvb, offset, 6, ENC_ASCII);

    offset += 6;

    proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_round_lots_only, tvb, offset, 1, ENC_ASCII);

    /*offset += 1;*/

    break;

  case 'H': /* Stock trading action */

    offset = stock(tvb, pinfo, nasdaq_itch_tree, offset);

    proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_trading_state, tvb, offset, 1, ENC_ASCII);

    offset += 1;

    proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_reserved, tvb, offset, 1, ENC_ASCII);

    offset += 1;

    proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_reason, tvb, offset, 4, ENC_ASCII);

    /*offset += 4;*/

    break;

  case 'a' :

    big = 1;

    /* FALL THROUGH */

  case 'A': /* Add order, no MPID */

    offset = order(tvb, pinfo, nasdaq_itch_tree, offset, big);

    if (version == 2) {

      proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_printable, tvb, offset, 1, ENC_ASCII);

      /*offset += 1;*/

    }

    break;

  case 'F': /* Add order, MPID */

    offset = order(tvb, pinfo, nasdaq_itch_tree, offset, big);

    proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_attribution, tvb, offset, 4, ENC_ASCII);

    /*offset += 4;*/

    break;

  case 'e' :

    big = 1;

    /* FALL THROUGH */

  case 'E' : /* Order executed */

    /*offset =*/ executed(tvb, pinfo, nasdaq_itch_tree, offset, big);

    break;

  case 'C' : /* Order executed with price */

    offset = executed(tvb, pinfo, nasdaq_itch_tree, offset, big);

    proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_printable, tvb, offset, 1, ENC_ASCII);

    offset += 1;

    /*offset = */price(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_execution_price, offset, big);

    break;

  case 'x' :

    big = 1;

    /* FALL THROUGH */

  case 'X' : /* Order cancel */

    offset = order_ref_number(tvb, pinfo, nasdaq_itch_tree, offset);

    /*offset = */number_of_shares(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_canceled, offset, big);

    break;

  case 'D' : /* Order delete */

    /*offset = */order_ref_number(tvb, pinfo, nasdaq_itch_tree, offset);

    /*offset += 9;*/

    break;

  case 'p' :

    big = 1;

    /* FALL THROUGH */

  case 'P' : /* Trade identifier */

    offset = order(tvb, pinfo, nasdaq_itch_tree, offset, big);

    proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_match, tvb, offset, 9, ENC_ASCII);

    /*offset += 9;*/

    break;

  case 'Q' : /* Cross Trade */

    offset = number_of_shares(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_shares, offset, big);

    offset = stock(tvb, pinfo, nasdaq_itch_tree, offset);

    offset = price(tvb, pinfo, nasdaq_itch_tree, hf_nasdaq_itch_price, offset, big);

    proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_match, tvb, offset, 9, ENC_ASCII);

    offset += 9;

    proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_cross, tvb, offset, 1, ENC_ASCII);

    /*offset += 1;*/

    break;

  case 'B' : /* Broken Trade */

    proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_match, tvb, offset, 9, ENC_ASCII);

    /*offset += 9;*/

    break;

  case 'I': /* NOII, FIXME */

    offset = stock(tvb, pinfo, nasdaq_itch_tree, offset);

    proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_cross, tvb, offset, 1, ENC_ASCII);

    /*offset += 1;*/

    break;

  default:

    /* unknown */

    proto_tree_add_item(nasdaq_itch_tree, hf_nasdaq_itch_message, tvb, offset, -1, ENC_ASCII);

    /*offset += 5-1;*/

    break;

  }

  return tvb_captured_length(tvb);

}

/* Register the protocol with Wireshark */

void

proto_register_nasdaq_itch(void)

{

/* Setup list of header fields  See Section 1.6.1 for details*/

  static hf_register_info hf[] = {

    { &hf_nasdaq_itch_version,

      { "Version",         "nasdaq-itch.version",

        FT_UINT8, BASE_DEC, NULL, 0x0,

        NULL, HFILL }},

    { &hf_nasdaq_itch_message_type,

      { "Message Type",         "nasdaq-itch.message_type",

        FT_CHAR, BASE_HEX, VALS(message_types_val), 0x0,

        NULL, HFILL }},

    { &hf_nasdaq_itch_second,

      { "Second",         "nasdaq-itch.second",

        FT_UINT32, BASE_DEC, NULL, 0x0,

        NULL, HFILL }},

    { &hf_nasdaq_itch_millisecond,

      { "Millisecond",         "nasdaq-itch.millisecond",

        FT_UINT32, BASE_DEC,  NULL, 0x0,

        NULL, HFILL }},

    { &hf_nasdaq_itch_system_event,

      { "System Event",         "nasdaq-itch.system_event",

        FT_CHAR, BASE_HEX, VALS(system_event_val), 0x0,

        NULL, HFILL }},

    { &hf_nasdaq_itch_market_category,

      { "Market Category",         "nasdaq-itch.market_category",

        FT_CHAR, BASE_HEX, VALS(market_category_val), 0x0,

        NULL, HFILL }},

    { &hf_nasdaq_itch_financial_status,

      { "Financial Status Indicator",         "nasdaq-itch.financial_status",

        FT_CHAR, BASE_HEX, VALS(financial_status_val), 0x0,

        NULL, HFILL }},

    { &hf_nasdaq_itch_stock,

      { "Stock",         "nasdaq-itch.stock",

        FT_STRING, BASE_NONE, NULL, 0x0,

        NULL, HFILL }},

    { &hf_nasdaq_itch_round_lot_size,

      { "Round Lot Size",         "nasdaq-itch.round_lot_size",

        FT_STRING, BASE_NONE, NULL, 0x0,

        NULL, HFILL }},

    { &hf_nasdaq_itch_round_lots_only,

      { "Round Lots Only",         "nasdaq-itch.round_lots_only",

        FT_CHAR, BASE_HEX, VALS(round_lots_only_val), 0x0,

        NULL, HFILL }},

    { &hf_nasdaq_itch_trading_state,

      { "Trading State",         "nasdaq-itch.trading_state",

        FT_STRING, BASE_NONE, NULL, 0x0,

        NULL, HFILL }},

    { &hf_nasdaq_itch_reserved,

      { "Reserved",         "nasdaq-itch.reserved",

        FT_STRING, BASE_NONE, NULL, 0x0,

        NULL, HFILL }},

    { &hf_nasdaq_itch_reason,

      { "Reason",         "nasdaq-itch.reason",

        FT_STRING, BASE_NONE, NULL, 0x0,

        NULL, HFILL }},

    { &hf_nasdaq_itch_order_reference,

      { "Order Reference",         "nasdaq-itch.order_reference",

        FT_UINT32, BASE_DEC, NULL, 0x0,

        "Order reference number", HFILL }},

    { &hf_nasdaq_itch_buy_sell,

      { "Buy/Sell",         "nasdaq-itch.buy_sell",

        FT_STRING, BASE_NONE, NULL, 0x0,

        "Buy/Sell indicator", HFILL }},

    { &hf_nasdaq_itch_shares,

      { "Shares",         "nasdaq-itch.shares",

        FT_UINT32, BASE_DEC,  NULL, 0x0,

        "Number of shares", HFILL }},

    { &hf_nasdaq_itch_price,

      { "Price",         "nasdaq-itch.price",

        FT_DOUBLE, BASE_NONE, NULL, 0x0,

        NULL, HFILL }},

    { &hf_nasdaq_itch_attribution,

      { "Attribution",         "nasdaq-itch.attribution",

        FT_STRING, BASE_NONE, NULL, 0x0,

        "Market participant identifier", HFILL }},

    { &hf_nasdaq_itch_executed,

      { "Executed Shares",         "nasdaq-itch.executed",

        FT_UINT32, BASE_DEC,  NULL, 0x0,

        "Number of shares executed", HFILL }},

    { &hf_nasdaq_itch_match,

      { "Matched",         "nasdaq-itch.match",

        FT_STRING, BASE_NONE, NULL, 0x0,

        "Match number", HFILL }},

    { &hf_nasdaq_itch_printable,

      { "Printable",         "nasdaq-itch.printable",

        FT_STRING, BASE_NONE, NULL, 0x0,

        NULL, HFILL }},

    { &hf_nasdaq_itch_execution_price,

      { "Execution Price",         "nasdaq-itch.execution_price",

        FT_DOUBLE, BASE_NONE, NULL, 0x0,

        NULL, HFILL }},

    { &hf_nasdaq_itch_canceled,

      { "Canceled Shares",         "nasdaq-itch.canceled",

        FT_UINT32, BASE_DEC,  NULL, 0x0,

        "Number of shares to be removed", HFILL }},

    { &hf_nasdaq_itch_cross,

      { "Cross Type",         "nasdaq-itch.cross",

        FT_STRING, BASE_NONE, NULL, 0x0,

        "Cross trade type", HFILL }},

    { &hf_nasdaq_itch_message,

      { "Message",         "nasdaq-itch.message",

        FT_STRING, BASE_NONE, NULL, 0x0,

        NULL, HFILL }}

  };

/* Setup protocol subtree array */

  static int *ett[] = {

    &ett_nasdaq_itch

  };

  module_t *nasdaq_itch_module;

  /* Register the protocol name and description */

  proto_nasdaq_itch = proto_register_protocol("Nasdaq TotalView-ITCH", "NASDAQ-ITCH", "nasdaq_itch");

  /* Required function calls to register the header fields and subtrees used */

  proto_register_field_array(proto_nasdaq_itch, hf, array_length(hf));

  proto_register_subtree_array(ett, array_length(ett));

  nasdaq_itch_module = prefs_register_protocol(proto_nasdaq_itch, NULL);

  prefs_register_bool_preference(nasdaq_itch_module, "chi_x", "Decode Chi X extensions",

                                 "Whether the Nasdaq ITCH dissector should decode Chi X extensions.",

                                 &nasdaq_itch_chi_x);

  nasdaq_itch_handle = register_dissector("nasdaq-itch", dissect_nasdaq_itch, proto_nasdaq_itch);

}

void

proto_reg_handoff_nasdaq_itch(void)

{

  dissector_add_for_decode_as("moldudp64.payload", nasdaq_itch_handle );

  dissector_add_for_decode_as("moldudp.payload", nasdaq_itch_handle );

}

/*

 * Editor modelines

 *

 * Local Variables:

 * c-basic-offset: 2

 * tab-width: 8

 * indent-tabs-mode: nil

 * End:

 *

 * ex: set shiftwidth=2 tabstop=8 expandtab:

 * :indentSize=2:tabSize=8:noTabs=true:

 */