A simple, FIX-protocol exchange simulator. More...

#include <processing_rules.hpp>

Inheritance diagram for isimud::exchanges::FIX::common::simulator_responses< SrcMsgDetails, SktT >:

Collaboration diagram for isimud::exchanges::FIX::common::simulator_responses< SrcMsgDetails, SktT >:

Classes
struct	state_machine_t

Public Types
using	base_t = exchanges::common::simulator_responses< SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SktT >

using	msg_details_t = typename base_t::msg_details_t

using	src_msg_details_t = msg_details_t

using	socket_t = typename base_t::socket_t

Public Types inherited from isimud::exchanges::common::simulator_responses< SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SktT >
using	base_t = message_responses< SrcMsgDetails, SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, typename SrcMsgDetails ::client_to_exchange_messages_t, SktT >

using	msg_details_t = typename base_t::src_msg_details_t

using	src_msg_details_t = msg_details_t

using	socket_t = typename base_t::socket_t

using	derived_t = typename base_t::derived_t

using	Price_t = typename std::conditional< std::is_integral< typename msg_details_t::Price_t >::value, typename msg_details_t::Price_t, std::uint64_t >::type

Public Types inherited from isimud::exchanges::common::message_responses< SrcMsgDetails, SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SrcMsgDetails ::client_to_exchange_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 = SrcMsgDetails
	A type containing the details of the messages that will be sent to the exchange. More...

using	derived_t = simulator_responses< SrcMsgDetails, SktT >

using	flow_msg_types = SrcMsgDetails ::client_to_exchange_messages_t

using	socket_t = SktT

Public Member Functions
	simulator_responses ()=default

	simulator_responses (simulator_responses const &sr) noexcept(true)

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)

Public Member Functions inherited from isimud::exchanges::common::simulator_responses< SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SktT >
virtual bool	process_msg (typename src_msg_details_t::msg_buffer_t const &buff, socket_t &exchg_skt, socket_t &client_skt) override=0

std::string	to_string () const noexcept(false)

Static Public Attributes
static constexpr Reason_t	logout_reason {'U', 's', 'e', 'r', ' ', 'l', 'o', 'g', 'o', 'u', 't', ' ', 'r', 'e', 'c', 'e', 'i', 'v', 'e', 'd'}

static constexpr msg_details_t::SecurityID_t	instrumentID {'1'}
	The only valid instrument, all others will be rejected. More...

static constexpr msg_details_t::SecurityID_t	invalidInstrumentID {'2'}
	An invalid instrument, that will be rejected. More...

Static Public Attributes inherited from isimud::exchanges::common::simulator_responses< SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SktT >
static constexpr msg_details_t::UserName_t	username
	The only valid username. More...

static constexpr msg_details_t::Password_t	password
	The only valid password. More...

static constexpr msg_details_t::Password_t	new_password
	The only valid new password. More...

static constexpr std::int32_t	quantity_limit
	The magic quantity value. More...

static constexpr Price_t	price
	For limit orders, this is the price at which the order will be traded, otherwise it will be left "on the market". More...

static constexpr Price_t	scaled_price
	For limit orders, this is the native, scaled price at which the order will be traded, otherwise it will be left "on the market", which is used within the simulator. More...

Additional Inherited Members
Protected Types inherited from isimud::exchanges::common::simulator_responses< SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SktT >
using	order_book_t = std::map< typename msg_details_t::ClientOrderID_t, typename msg_details_t::NewOrder >

Protected Member Functions inherited from isimud::exchanges::common::simulator_responses< SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SktT >
	simulator_responses ()=default

	simulator_responses (simulator_responses const &)=default

Protected Attributes inherited from isimud::exchanges::common::simulator_responses< SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SktT >
order_book_t	order_book

std::int32_t	sequenceNumber

Detailed Description

template<class SrcMsgDetails, class SktT>
class isimud::exchanges::FIX::common::simulator_responses< SrcMsgDetails, SktT >

A simple, FIX-protocol exchange simulator.

The behaviour of this simulator is a simplification derived from the specification in [1].

Definition at line 158 of file processing_rules.hpp.