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A C++ library containing an eclectic mix of useful, advanced components.
isimud::exchanges::BATSBOE::common::exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails, SktT > Class Template Referencefinal

A BATSBOE-protocol-to-client message handler. More...

#include <processing_rules.hpp>

Inheritance diagram for isimud::exchanges::BATSBOE::common::exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails, SktT >:
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Collaboration diagram for isimud::exchanges::BATSBOE::common::exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails, SktT >:
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Classes

struct  state_machine_t
 

Public Types

using base_t = exchanges::common::message_responses< SrcMsgDetails, DestMsgDetails, exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails, SktT >, typename SrcMsgDetails::exchange_to_client_messages_t, SktT >
 
using src_msg_details_t = typename base_t::src_msg_details_t
 
using dest_msg_details_t = typename base_t::dest_msg_details_t
 
using socket_t = typename base_t::socket_t
 
- Public Types inherited from isimud::exchanges::common::message_responses< SrcMsgDetails, DestMsgDetails, exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails, SktT >, SrcMsgDetails::exchange_to_client_messages_t, SktT >
using src_msg_details_t = SrcMsgDetails
 A type containing the details of the messages that will be received from the client. More...
 
using dest_msg_details_t = DestMsgDetails
 A type containing the details of the messages that will be sent to the exchange. More...
 
using derived_t = exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails, SktT >
 
using flow_msg_types = SrcMsgDetails::exchange_to_client_messages_t
 
using socket_t = SktT
 

Public Member Functions

bool process_msg (typename src_msg_details_t::msg_buffer_t const &buff, socket_t &exchg_skt, socket_t &client_skt) override
 
std::string to_string () const noexcept(false)
 

Additional Inherited Members

- Protected Member Functions inherited from isimud::exchanges::common::message_responses< SrcMsgDetails, DestMsgDetails, exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails, SktT >, SrcMsgDetails::exchange_to_client_messages_t, SktT >
virtual bool process_msg (typename src_msg_details_t::msg_buffer_t const &buff, socket_t &exchg_skt, socket_t &client_skt)=0
 

Detailed Description

template<class SrcMsgDetails, class DestMsgDetails, class SktT>
class isimud::exchanges::BATSBOE::common::exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails, SktT >

A BATSBOE-protocol-to-client message handler.

The behaviour of this handler is derived from the specification in [1, 2]. [1] "BATS Chi-X Europe Binary Order Entry Specification Version 1.44" [2] "BZX Exchange US Equities BOE Specification Version 1.8.6"

Definition at line 136 of file processing_rules.hpp.

Member Typedef Documentation

◆ base_t

template<class SrcMsgDetails , class DestMsgDetails , class SktT >
using isimud::exchanges::BATSBOE::common::exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails, SktT >::base_t = exchanges::common::message_responses<SrcMsgDetails, DestMsgDetails, exchange_to_client_transformations<SrcMsgDetails, DestMsgDetails, SktT>, typename SrcMsgDetails::exchange_to_client_messages_t, SktT>

Definition at line 138 of file processing_rules.hpp.

◆ dest_msg_details_t

template<class SrcMsgDetails , class DestMsgDetails , class SktT >
using isimud::exchanges::BATSBOE::common::exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails, SktT >::dest_msg_details_t = typename base_t::dest_msg_details_t

Definition at line 140 of file processing_rules.hpp.

◆ socket_t

template<class SrcMsgDetails , class DestMsgDetails , class SktT >
using isimud::exchanges::BATSBOE::common::exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails, SktT >::socket_t = typename base_t::socket_t

Definition at line 141 of file processing_rules.hpp.

◆ src_msg_details_t

template<class SrcMsgDetails , class DestMsgDetails , class SktT >
using isimud::exchanges::BATSBOE::common::exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails, SktT >::src_msg_details_t = typename base_t::src_msg_details_t

Definition at line 139 of file processing_rules.hpp.

Member Function Documentation

◆ process_msg()

template<class SrcMsgDetails , class DestMsgDetails , class SktT >
bool isimud::exchanges::BATSBOE::common::exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails, SktT >::process_msg ( typename src_msg_details_t::msg_buffer_t const &  buff,
socket_t exchg_skt,
socket_t client_skt 
)
inlineoverride
Returns
False to continue processing messages, true otherwise.

Definition at line 213 of file processing_rules_impl.hpp.

References isimud::exchanges::BATSBOE::common::convert< Side >().

◆ to_string()

template<class SrcMsgDetails , class DestMsgDetails , class SktT >
std::string isimud::exchanges::BATSBOE::common::exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails, SktT >::to_string ( ) const
inlinenoexcept

The documentation for this class was generated from the following files: