MAKE,DOC,C: Make release recipe, added generated c files, update read…

…me with build instructions

.gitignore

@@ -1,5 +1,5 @@
 *.o
+*.a
 gen_flag
-gen/*.h
-gen/*.c
 test
+release

README.md

@@ -10,6 +10,31 @@ The python script and generated content can be found in the `gen` directory.
 `xml` format file can found in the `doc` directory.
 
 
+## Build library 
+
+To build the static library `libouch.a` : 
+
+```
+make lib
+```
+
+## Build release
+
+To build a release and have it packaged in the `release` directory :
+
+```
+make release
+```
+
+
+## Build test
+
+To test the build:
+
+```
+make test
+```
+
 ## Sources
 
 Reference OUCH 5.0 specification : http://nasdaqtrader.com/content/technicalsupport/specifications/TradingProducts/Ouch5.0.pdf

gen/ouch_enum.h

@@ -0,0 +1,218 @@
+typedef enum {
+	IMBALANCE_ONLY = 'I',
+	RETAIL_ORDER_TYPE_1 = 'O',
+	RETAIL_ORDER_TYPE_2 = 'T',
+	RETAIL_PRICE_IMPROVEMENT = 'Q',
+	EXTENDED_LIFE_CONTINUOUS = 'B',
+	DIRECT_LISTING_CAPITAL_RAISE = 'D',
+	RETAIL_PRICE_IMPROVEMENT_HIDDEN = 'R',
+	NO_INSTRUCTIONS = ' '
+} eHandleInst;
+
+typedef enum {
+	ZERO_ZERO_DOT_TWO = '0',
+	ZERO_DOT_TWO_ONE = '1',
+	ONE_TWO = '2',
+	GREATER_THAN_TWO = '3',
+	UNSPECIFIED = ' ',
+	SETS_QBBO = 'S',
+	IMPROVES_NBBO = 'N'
+} eBBOWeightIndicator;
+
+typedef enum {
+	YES = 'Y',
+	NO = 'N'
+} eYesNo;
+
+typedef enum {
+	POST_ONLY = 'P',
+	POST_NO = 'N'
+} ePostOnly;
+
+typedef enum {
+	CUSTOMER_RETAIL = 'R',
+	CUSTOMER_NOT_RETAIL = 'N'
+} eCustomerType;
+
+typedef enum {
+	DISCRETION_PRICE_TYPE_LIMIT = 'L',
+	DISCRETION_PRICE_TYPE_MARKET_PEG = 'P',
+	DISCRETION_PRICE_TYPE_MIDPOINT_PEG = 'M',
+	DISCRETION_PRICE_TYPE_PRIMARY_PEG = 'R'
+} eDiscretionPriceType;
+
+typedef enum {
+	PRICE_TYPE_LIMIT = 'L',
+	PRICE_TYPE_MARKET_PEG = 'P',
+	PRICE_TYPE_MIDPOINT_PEG = 'M',
+	PRICE_TYPE_PRIMARY_PEG = 'R',
+	PRICE_TYPE_MARKET_MAKER_PEG = 'Q',
+	PRICE_TYPE_MIDPOINT = 'm'
+} ePriceType;
+
+typedef enum {
+	BUY = 'B',
+	SELL = 'S',
+	SELL_SHORT = 'T',
+	SELL_SHORT_EXEMPT = 'E'
+} eSide;
+
+typedef enum {
+	DAY = '0',
+	IOC = '3',
+	GTX = '5',
+	GTT = '6',
+	AFTER_HOURS = 'E'
+} eTimeInForce;
+
+typedef enum {
+	VISIBLE = 'Y',
+	HIDDEN = 'N',
+	ATTRIBUTABLE = 'A'
+} eDisplay;
+
+typedef enum {
+	AGENCY = 'A',
+	PRINCIPAL = 'P',
+	RISKLESS = 'R',
+	OTHER = 'O'
+} eCapacity;
+
+typedef enum {
+	CONTINUOUS_MARKET = 'N',
+	OPENING_CROSS = 'O',
+	CLOSING_CROSS = 'C',
+	HALT_IPO = 'H',
+	SUPPLEMENTAL = 'S',
+	RETAIL = 'R',
+	EXTENDED_LIFE = 'E',
+	AFTER_HOURS_CLOSE = 'A'
+} eCrossType;
+
+typedef enum {
+	ELIGIBLE = 'Y',
+	NOT_ELIGIBLE = 'N'
+} eEligibility;
+
+typedef enum {
+	ORDER_LIVE = 'L',
+	ORDER_DEAD = 'D'
+} eOrderState;
+
+typedef enum {
+	CANCEL_REGULATORY_RESTRICTION = 'D',
+	CANCEL_CLOSING_CROSS = 'E',
+	CANCEL_POST_ONLY_PRICE_SLID = 'F',
+	CANCEL_POST_ONLY_CONTRA_SIDE = 'G',
+	CANCEL_HALTED = 'H',
+	CANCEL_IMMEDIATE_OR_CANCEL = 'I',
+	CANCEL_MARKET_COLLARS = 'K',
+	CANCEL_SELF_MATCH_PREVENTION = 'Q',
+	CANCEL_SUPERVISORY = 'S',
+	CANCEL_TIMEOUT = 'T',
+	CANCEL_USER_REQUESTED_CANCEL = 'U',
+	CANCEL_OPEN_PROTECTION = 'X',
+	CANCEL_SYSTEM_CANCEL = 'Z',
+	CANCEL_COMPANY_DIRECT_LISTING = 'e'
+} eOrderCancelReason;
+
+typedef enum {
+	START_OF_DAY = 'S',
+	END_OF_DAY = 'E'
+} eEventCode;
+
+typedef enum {
+	LIQUIDITY_ADDED = 'A',
+	LIQUIDITY_CLOSING_CROSS = 'C',
+	LIQUIDITY_RETAIL_DESIGNATED_ADDING = 'e',
+	LIQUIDITY_HALT_IPO_CROSS = 'H',
+	LIQUIDITY_AFTER_HOURS_CLOSING_CROSS = 'i',
+	LIQUIDITY_NON_DISPLAYED_ADDING = 'J',
+	LIQUIDITY_RPI_ORDER_PROVIDES_LIQUIDITY = 'j',
+	LIQUIDITY_ADDED_LIQUIDITY_MIDPOINT = 'k',
+	LIQUIDITY_HALT_CROSS = 'K',
+	LIQUIDITY_CLOSING_CROSS_IMBALANCE = 'L',
+	LIQUIDITY_OPENING_CROSS_IMBALANCE = 'M',
+	LIQUIDITY_REMOVED_LIQUIDITY_MIDPOINT = 'm',
+	LIQUIDITY_PASSIVE_MIDPOINT_EXECUTION = 'N',
+	LIQUIDITY_MIDPOINT_EXTENDED_LIFE_ORDER_EXECUTION = 'n',
+	LIQUIDITY_OPENING_CROSS = 'O',
+	LIQUIDITY_REMOVED_PRICE_IMPROVING_NON_DISPLAYED = 'p',
+	LIQUIDITY_RMO_RETAIL_ORDER_REMOVES_NON_RPI_MIDPOINT = 'q',
+	LIQUIDITY_REMOVED = 'R',
+	LIQUIDITY_RETAIL_ORDER_REMOVES_RPI_LIQUIDITY = 'r',
+	LIQUIDITY_RETAIL_ORDER_REMOVES_NON_RPI_MIDPOINT_OTHER = 't',
+	LIQUIDITY_SUPPLEMENTAL_ORDER_EXECUTION = '0',
+	LIQUIDITY_DISPLAYED_ADDING_ORDER_IMPROVES_NBBO = '7',
+	LIQUIDITY_DISPLAYED_ADDING_ORDER_SETS_QBBO = '8',
+	LIQUIDITY_RPI_ORDER_PROVIDES_LIQUIDITY_NO_RPII = '1'
+} eLiquidityFlags;
+
+typedef enum {
+	MPID_CANCEL_OLDEST = 'O',
+	MPID_CANCEL_NEWEST = 'W',
+	MPID_DECREMENT_BOTH = 'D',
+	MPID_DECREMENT_BOTH_NO_DETAILS = 'Y',
+	ORG_ID_CANCEL_OLDEST = 'o',
+	ORG_ID_CANCEL_NEWEST = 'w',
+	ORG_ID_DECREMENT_BOTH = 'd',
+	ORG_ID_DECREMENT_BOTH_NO_DETAILS = 'y'
+} eAIQStrategy;
+
+typedef enum {
+	BROKEN_ERRONEOUS = 'E',
+	BROKEN_CONSENT = 'C',
+	BROKEN_SUPERVISOR = 'S',
+	BROKEN_EXTERNAL = 'X'
+} eBrokenTradeReason;
+
+typedef enum {
+	REJECT_QUOTE_UNAVAILABLE = 0x0001,
+	REJECT_DESTINATION_CLOSED = 0x0002,
+	REJECT_INVALID_DISPLAY = 0x0003,
+	REJECT_INVALID_MAX_FLOOR = 0x0004,
+	REJECT_INVALID_PEG_TYPE = 0x0005,
+	REJECT_FAT_FINGER = 0x0006,
+	REJECT_HALTED = 0x0007,
+	REJECT_ISO_NOT_ALLOWED = 0x0008,
+	REJECT_INVALID_SIDE = 0x0009,
+	REJECT_PROCESSING_ERROR = 0x000A,
+	REJECT_CANCEL_PENDING = 0x000B,
+	REJECT_FIRM_NOT_AUTHORIZED = 0x000C,
+	REJECT_INVALID_MIN_QUANTITY = 0x000D,
+	REJECT_NO_CLOSING_REFERENCE_PRICE = 0x000E,
+	REJECT_OTHER = 0x000F,
+	REJECT_CANCEL_NOT_ALLOWED = 0x0010,
+	REJECT_PEGGING_NOT_ALLOWED = 0x0011,
+	REJECT_CROSSED_MARKET = 0x0012,
+	REJECT_INVALID_QUANTITY = 0x0013,
+	REJECT_INVALID_CROSS_ORDER = 0x0014,
+	REJECT_REPLACE_NOT_ALLOWED = 0x0015,
+	REJECT_ROUTING_NOT_ALLOWED = 0x0016,
+	REJECT_INVALID_SYMBOL = 0x0017,
+	REJECT_TEST = 0x0018,
+	REJECT_LATE_LOC_TOO_AGGRESSIVE = 0x0019,
+	REJECT_RETAIL_NOT_ALLOWED = 0x001A,
+	REJECT_INVALID_MIDPOINT_POST_ONLY_PRICE = 0x001B,
+	REJECT_INVALID_DESTINATION = 0x001C,
+	REJECT_INVALID_PRICE = 0x001D,
+	REJECT_SHARES_EXCEED_THRESHOLD = 0x001E,
+	REJECT_EXCEEDS_MAXIMUM_ALLOWED_NOTIONAL_VALUE = 0x001F,
+	REJECT_RISK_AGGREGATE_EXPOSURE_EXCEEDED = 0x0020,
+	REJECT_RISK_MARKET_IMPACT = 0x0021,
+	REJECT_RISK_RESTRICTED_STOCK = 0x0022,
+	REJECT_RISK_SHORT_SELL_RESTRICTED = 0x0023,
+	REJECT_RISK_ORDER_TYPE_RESTRICTED = 0x0024,
+	REJECT_RISK_EXCEEDS_ADV_LIMIT = 0x0025,
+	REJECT_RISK_FAT_FINGER = 0x0026,
+	REJECT_RISK_LOCATE_REQUIRED = 0x0027,
+	REJECT_RISK_SYMBOL_MESSAGE_RATE_RESTRICTION = 0x0028,
+	REJECT_RISK_PORT_MESSAGE_RATE_RESTRICTION = 0x0029,
+	REJECT_RISK_DUPLICATE_MESSAGE_RATE_RESTRICTION = 0x002A
+} eOrderRejectReason;
+
+typedef enum {
+	REFRESH_OF_DISPLAY = 'R',
+	UPDATE_OF_DISPLAY = 'P'
+} eOrderRestartReason;
+