libjmmcg
build_2783
A C++ library containing an eclectic mix of useful, advanced components.
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A BATSBOE-protocol-to-client message handler. More...
#include <processing_rules.hpp>
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 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 |
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.
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.
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.
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.
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.
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inlineoverride |
Definition at line 213 of file processing_rules_impl.hpp.
References isimud::exchanges::BATSBOE::common::convert< Side >().
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inlinenoexcept |
Definition at line 221 of file processing_rules_impl.hpp.
References isimud::exchanges::BATSBOE::common::convert< Side >().