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isimud::exchanges::MIT::common::client_to_exchange_transformations< SrcMsgDetails, DestMsgDetails, SktT > Class Template Referencefinal

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

#include <processing_rules.hpp>

Inheritance diagram for isimud::exchanges::MIT::common::client_to_exchange_transformations< SrcMsgDetails, DestMsgDetails, SktT >:
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Collaboration diagram for isimud::exchanges::MIT::common::client_to_exchange_transformations< SrcMsgDetails, DestMsgDetails, SktT >:
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Classes

struct  state_machine_t
 

Public Types

using base_t = exchanges::common::message_responses< SrcMsgDetails, DestMsgDetails, client_to_exchange_transformations< SrcMsgDetails, DestMsgDetails, SktT >, typename SrcMsgDetails::client_to_exchange_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
 
using ref_data_t = typename dest_msg_details_t::ref_data_t
 The object containing the reference data that is used to convert the input symbol information to exchange-specific instrument identifiers. More...
 
using ref_data = typename dest_msg_details_t::ref_data
 
- Public Types inherited from isimud::exchanges::common::message_responses< SrcMsgDetails, DestMsgDetails, client_to_exchange_transformations< SrcMsgDetails, DestMsgDetails, 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 = DestMsgDetails
 A type containing the details of the messages that will be sent to the exchange. More...
 
using derived_t = client_to_exchange_transformations< SrcMsgDetails, DestMsgDetails, SktT >
 
using flow_msg_types = SrcMsgDetails::client_to_exchange_messages_t
 
using socket_t = SktT
 

Public Member Functions

constexpr client_to_exchange_transformations (ref_data_t rd) noexcept(true)
 
constexpr client_to_exchange_transformations (client_to_exchange_transformations const &v) noexcept(true)
 
bool process_msg (typename src_msg_details_t::msg_buffer_t const &buff, socket_t &exchg_skt, socket_t &dest_skt) override
 
std::string to_string () const noexcept(false)
 

Additional Inherited Members

- Protected Member Functions inherited from isimud::exchanges::common::message_responses< SrcMsgDetails, DestMsgDetails, client_to_exchange_transformations< SrcMsgDetails, DestMsgDetails, SktT >, SrcMsgDetails::client_to_exchange_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::MIT::common::client_to_exchange_transformations< SrcMsgDetails, DestMsgDetails, SktT >

A client-to-MIT-protocol message handler.

The behaviour of this handler is derived from the specification in [1]. [1] "MIT203 - MILLENNIUM EXCHANGE Native Trading Gateway"

Definition at line 107 of file processing_rules.hpp.

Member Typedef Documentation

◆ base_t

template<class SrcMsgDetails , class DestMsgDetails , class SktT >
using isimud::exchanges::MIT::common::client_to_exchange_transformations< SrcMsgDetails, DestMsgDetails, SktT >::base_t = exchanges::common::message_responses<SrcMsgDetails, DestMsgDetails, client_to_exchange_transformations<SrcMsgDetails, DestMsgDetails, SktT>, typename SrcMsgDetails::client_to_exchange_messages_t, SktT>

Definition at line 126 of file processing_rules.hpp.

◆ dest_msg_details_t

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

Definition at line 128 of file processing_rules.hpp.

◆ ref_data

template<class SrcMsgDetails , class DestMsgDetails , class SktT >
using isimud::exchanges::MIT::common::client_to_exchange_transformations< SrcMsgDetails, DestMsgDetails, SktT >::ref_data = typename dest_msg_details_t::ref_data

Definition at line 131 of file processing_rules.hpp.

◆ ref_data_t

template<class SrcMsgDetails , class DestMsgDetails , class SktT >
using isimud::exchanges::MIT::common::client_to_exchange_transformations< SrcMsgDetails, DestMsgDetails, SktT >::ref_data_t = typename dest_msg_details_t::ref_data_t

The object containing the reference data that is used to convert the input symbol information to exchange-specific instrument identifiers.

Definition at line 130 of file processing_rules.hpp.

◆ socket_t

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

Definition at line 129 of file processing_rules.hpp.

◆ src_msg_details_t

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

Definition at line 127 of file processing_rules.hpp.

Constructor & Destructor Documentation

◆ client_to_exchange_transformations() [1/2]

template<class SrcMsgDetails , class DestMsgDetails , class SktT >
constexpr isimud::exchanges::MIT::common::client_to_exchange_transformations< SrcMsgDetails, DestMsgDetails, SktT >::client_to_exchange_transformations ( ref_data_t  rd)
inlineexplicitconstexprnoexcept

Definition at line 133 of file processing_rules.hpp.

◆ client_to_exchange_transformations() [2/2]

template<class SrcMsgDetails , class DestMsgDetails , class SktT >
constexpr isimud::exchanges::MIT::common::client_to_exchange_transformations< SrcMsgDetails, DestMsgDetails, SktT >::client_to_exchange_transformations ( client_to_exchange_transformations< SrcMsgDetails, DestMsgDetails, SktT > const &  v)
inlineconstexprnoexcept

Definition at line 136 of file processing_rules.hpp.

Member Function Documentation

◆ process_msg()

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

Definition at line 121 of file processing_rules_impl.hpp.

◆ to_string()

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

Definition at line 128 of file processing_rules_impl.hpp.

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