libjmmcg
build_2783
A C++ library containing an eclectic mix of useful, advanced components.
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The basic, underlying type used to implement FIX message reading. More...
#include <messages.hpp>
Public Types | |
using | Header_t = Header< MsgVer > |
using | msg_version_t = typename Header_t::msg_version_t |
using | element_type = typename Header_t::element_type |
using | pointer = typename Header_t::pointer |
using | const_pointer = typename Header_t::const_pointer |
using | size_type = typename Header_t::size_type |
using | RejectCode_t = int |
Public Types inherited from isimud::exchanges::FIX::common::Header< MsgVer > | |
enum | : bool { has_static_size =false } |
enum | : std::size_t { header_t_size =msg_version_t::fix_template_body_length_offset+sizeof(JMMCG_FIX_MSG_BODY_LENGTH_NULL)+1 } |
using | msg_version_t = MsgVer |
using | element_type = char |
using | pointer = element_type * |
using | const_pointer = element_type const * |
using | size_type = std::size_t |
using | MsgTypes_t = common::MsgTypes_t |
Public Member Functions | |
constexpr __stdcall | Message () noexcept(true) |
Wrap a FIX message contained in an array of chars that has been written into from a socket or elsewhere. More... | |
constexpr __stdcall | Message (logon_args_t const &) noexcept(true) |
constexpr __stdcall | Message (logoff_args_t const &) noexcept(true) |
constexpr __stdcall | Message (RejectCode_t const &) noexcept(true) |
template<class SrcMsg > | |
__stdcall | Message (SrcMsg const &msg)=delete |
Create a message from the source message, into the underlying buffer. More... | |
template<class SrcMsg , class RefData > | |
__stdcall | Message (SrcMsg const &msg, RefData const &ref_data)=delete |
Create a message from the source message, into the underlying buffer. More... | |
template<class RefData , class ... Fields> | |
Message (RefData const &ref_data, Fields ... fields) | |
constexpr size_type __fastcall | size () const noexcept(true) |
Determine the size of the referenced message. More... | |
template<FieldsFast field> | |
constexpr bool __fastcall | search () const noexcept(true) |
Determine if the specified tag is in the referenced message. More... | |
constexpr bool | is_valid () const noexcept(true) |
Verify that the referenced FIX message is valid. More... | |
std::string | to_string () const noexcept(false) |
template<> | |
Message (exchanges::BATSBOE::common::OrderExecution const &msg) | |
template<> | |
Message (exchanges::BATSBOE::common::OrderRejected const &msg) | |
template<> | |
Message (exchanges::BATSBOE::common::CancelRejected const &msg) | |
template<> | |
Message (exchanges::BATSBOE::common::UserModifyRejected const &msg) | |
template<> | |
Message (exchanges::BATSBOE::common::OrderCancelled const &msg) | |
template<> | |
__stdcall | Message (MIT::BIT::MsgTypes::ExecutionReport const &msg, MIT::BIT::MsgTypes::ref_data_t rd) |
template<> | |
__stdcall | Message (MIT::JSE::MsgTypes::ExecutionReport const &msg, MIT::JSE::MsgTypes::ref_data_t rd) |
template<> | |
__stdcall | Message (MIT::LSE::MsgTypes::ExecutionReport const &msg, MIT::LSE::MsgTypes::ref_data_t rd) |
template<> | |
__stdcall | Message (MIT::OSLO::MsgTypes::ExecutionReport const &msg, MIT::OSLO::MsgTypes::ref_data_t rd) |
template<> | |
__stdcall | Message (MIT::TRQ::MsgTypes::ExecutionReport const &msg, MIT::TRQ::MsgTypes::ref_data_t rd) |
template<> | |
__stdcall | Message (MIT::BIT::MsgTypes::ExecutionReport const &msg) |
template<> | |
__stdcall | Message (MIT::JSE::MsgTypes::ExecutionReport const &msg) |
template<> | |
__stdcall | Message (MIT::LSE::MsgTypes::ExecutionReport const &msg) |
template<> | |
__stdcall | Message (MIT::OSLO::MsgTypes::ExecutionReport const &msg) |
template<> | |
__stdcall | Message (MIT::TRQ::MsgTypes::ExecutionReport const &msg) |
template<> | |
__stdcall | Message (MIT::BIT::MsgTypes::OrderCancelReject const &msg) |
template<> | |
__stdcall | Message (MIT::JSE::MsgTypes::OrderCancelReject const &msg) |
template<> | |
__stdcall | Message (MIT::LSE::MsgTypes::OrderCancelReject const &msg) |
template<> | |
__stdcall | Message (MIT::OSLO::MsgTypes::OrderCancelReject const &msg) |
template<> | |
__stdcall | Message (MIT::TRQ::MsgTypes::OrderCancelReject const &msg) |
template<> | |
__stdcall | Message (MIT::BIT::MsgTypes::Reject const &msg) |
template<> | |
__stdcall | Message (MIT::JSE::MsgTypes::Reject const &msg) |
template<> | |
__stdcall | Message (MIT::LSE::MsgTypes::Reject const &msg) |
template<> | |
__stdcall | Message (MIT::OSLO::MsgTypes::Reject const &msg) |
template<> | |
__stdcall | Message (MIT::TRQ::MsgTypes::Reject const &msg) |
template<> | |
__stdcall | Message (MIT::BIT::MsgTypes::BusinessReject const &msg) |
template<> | |
__stdcall | Message (MIT::JSE::MsgTypes::BusinessReject const &msg) |
template<> | |
__stdcall | Message (MIT::LSE::MsgTypes::BusinessReject const &msg) |
template<> | |
__stdcall | Message (MIT::OSLO::MsgTypes::BusinessReject const &msg) |
template<> | |
__stdcall | Message (MIT::TRQ::MsgTypes::BusinessReject const &msg) |
Public Member Functions inherited from isimud::exchanges::FIX::common::Header< MsgVer > | |
constexpr __stdcall | Header () noexcept(true) |
Create a FIX message from an array of chars read from a socket or elsewhere. More... | |
constexpr size_type | length () const noexcept(true) |
Determine the total size of the referenced message. More... | |
template<FieldsFast field> | |
constexpr field_str_range_t __fastcall | find () noexcept(true) |
Determine if the specified tag is in the referenced message. More... | |
template<FieldsFast field> | |
constexpr const field_str_range_t __fastcall | find () const noexcept(true) |
Determine if the specified tag is in the referenced message. More... | |
MsgTypes | type () const noexcept(true) __attribute__((pure)) |
constexpr bool | is_valid () const noexcept(true) |
Verify that the referenced FIX message is valid. More... | |
checksum_t | generate_checksum (size_type body_len) const noexcept(true) |
Generate the checksum for the referenced FIX message. More... | |
constexpr bool | is_checksum_valid (size_type body_len, const_pointer start_of_checksum_value) const noexcept(true) |
Verify that the checksum of the referenced FIX message is valid. More... | |
Static Public Member Functions | |
template<FieldsFast field> | |
static constexpr underlying_fix_data_buffer::iterator | add_field_tag (underlying_fix_data_buffer::iterator data) noexcept(true) |
Static Public Attributes | |
static constexpr MsgTypes | static_type =msg_version_t::msg_type::tag |
static constexpr const RejectCode_t | unknown_msg =1 |
Protected Member Functions | |
constexpr void | finalise_msg (underlying_fix_data_buffer::iterator) noexcept(true) |
Protected Member Functions inherited from isimud::exchanges::FIX::common::Header< MsgVer > | |
template<MsgTypes MsgType> | |
constexpr underlying_fix_data_buffer::iterator | set_header () noexcept(true) |
template<MsgTypes MsgType, class SrcMsg > | |
constexpr underlying_fix_data_buffer::iterator | set_sequence_num (SrcMsg const &msg) noexcept(true) |
Additional Inherited Members | |
Public Attributes inherited from isimud::exchanges::FIX::common::Header< MsgVer > | |
enum isimud::exchanges::FIX::common::Header:: { ... } | __attribute__ |
Protected Attributes inherited from isimud::exchanges::FIX::common::Header< MsgVer > | |
ALIGN_TO_L1_CACHE char | begin_string [sizeof(msg_version_t::MsgVer) -1] |
jmmcg::enum_tags::mpl::to_array< FieldsFast, FieldsFast::BodyLength >::element_type | body_length_tag |
char | body_length_value [sizeof(JMMCG_FIX_MSG_BODY_LENGTH_NULL) -1] |
jmmcg::enum_tags::mpl::to_array< FieldsFast, FieldsFast::MsgType >::element_type | msg_type_tag |
underlying_fix_data_buffer | data_ |
The basic, underlying type used to implement FIX message reading.
Definition at line 204 of file messages.hpp.
using isimud::exchanges::FIX::common::Message< MsgVer >::const_pointer = typename Header_t::const_pointer |
Definition at line 210 of file messages.hpp.
using isimud::exchanges::FIX::common::Message< MsgVer >::element_type = typename Header_t::element_type |
Definition at line 208 of file messages.hpp.
using isimud::exchanges::FIX::common::Message< MsgVer >::Header_t = Header<MsgVer> |
Definition at line 206 of file messages.hpp.
using isimud::exchanges::FIX::common::Message< MsgVer >::msg_version_t = typename Header_t::msg_version_t |
Definition at line 207 of file messages.hpp.
using isimud::exchanges::FIX::common::Message< MsgVer >::pointer = typename Header_t::pointer |
Definition at line 209 of file messages.hpp.
using isimud::exchanges::FIX::common::Message< MsgVer >::RejectCode_t = int |
Definition at line 212 of file messages.hpp.
using isimud::exchanges::FIX::common::Message< MsgVer >::size_type = typename Header_t::size_type |
Definition at line 211 of file messages.hpp.
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inlineexplicitconstexprnoexcept |
Wrap a FIX message contained in an array of chars that has been written into from a socket or elsewhere.
b | The array of chars that must comprise a valid FIX message which is not automatically checked. |
Definition at line 243 of file messages_impl.hpp.
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inlineexplicitconstexprnoexcept |
Definition at line 248 of file messages_impl.hpp.
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Definition at line 253 of file messages_impl.hpp.
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Definition at line 258 of file messages_impl.hpp.
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explicitdelete |
Create a message from the source message, into the underlying buffer.
In debug builds the validity of the FIX message is checked.
If an error is generated, then this function will need to be specialised for the particular SrcMsg.
msg | The source message from which the target message should be created. |
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delete |
Create a message from the source message, into the underlying buffer.
In debug builds the validity of the FIX message is checked.
If an error is generated, then this function will need to be specialised for the particular SrcMsg.
msg | The source message from which the target message should be created. |
ref_data | The reference data to map from exchange-based instrument identifiers to client-based symbology. |
isimud::exchanges::FIX::common::Message< MsgVer >::Message | ( | RefData const & | ref_data, |
Fields ... | fields | ||
) |
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Definition at line 124 of file batsboe_common_to_fix_conversions.hpp.
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Definition at line 157 of file batsboe_common_to_fix_conversions.hpp.
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Definition at line 172 of file batsboe_common_to_fix_conversions.hpp.
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Definition at line 185 of file batsboe_common_to_fix_conversions.hpp.
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Definition at line 201 of file batsboe_common_to_fix_conversions.hpp.
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Definition at line 218 of file mit_to_fix_conversions.hpp.
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Definition at line 256 of file mit_to_fix_conversions.hpp.
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Definition at line 296 of file mit_to_fix_conversions.hpp.
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Definition at line 336 of file mit_to_fix_conversions.hpp.
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Definition at line 376 of file mit_to_fix_conversions.hpp.
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Definition at line 416 of file mit_to_fix_conversions.hpp.
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Definition at line 428 of file mit_to_fix_conversions.hpp.
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Definition at line 440 of file mit_to_fix_conversions.hpp.
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Definition at line 452 of file mit_to_fix_conversions.hpp.
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Definition at line 464 of file mit_to_fix_conversions.hpp.
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Definition at line 476 of file mit_to_fix_conversions.hpp.
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Definition at line 492 of file mit_to_fix_conversions.hpp.
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Definition at line 508 of file mit_to_fix_conversions.hpp.
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Definition at line 524 of file mit_to_fix_conversions.hpp.
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Definition at line 556 of file mit_to_fix_conversions.hpp.
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Definition at line 568 of file mit_to_fix_conversions.hpp.
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Definition at line 580 of file mit_to_fix_conversions.hpp.
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Definition at line 592 of file mit_to_fix_conversions.hpp.
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Definition at line 604 of file mit_to_fix_conversions.hpp.
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Definition at line 616 of file mit_to_fix_conversions.hpp.
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Definition at line 632 of file mit_to_fix_conversions.hpp.
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Definition at line 648 of file mit_to_fix_conversions.hpp.
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Definition at line 664 of file mit_to_fix_conversions.hpp.
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Definition at line 679 of file mit_to_fix_conversions.hpp.
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inlinestaticconstexprnoexcept |
Definition at line 290 of file messages_impl.hpp.
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Definition at line 311 of file messages_impl.hpp.
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inlineconstexprnoexcept |
Verify that the referenced FIX message is valid.
Definition at line 283 of file messages_impl.hpp.
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inlineconstexprnoexcept |
Determine if the specified tag is in the referenced message.
field | The field to be found. Note that the range must contain the field otherwise the behaviour shall be undefined. |
Definition at line 273 of file messages_impl.hpp.
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inlineconstexprnoexcept |
Determine the size of the referenced message.
The referenced message must be valid.
Definition at line 264 of file messages_impl.hpp.
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Definition at line 299 of file messages_impl.hpp.
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Definition at line 214 of file messages.hpp.
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Definition at line 215 of file messages.hpp.