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

#include <processing_rules.hpp>

Inheritance diagram for isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >:

Collaboration diagram for isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >:

Public Types
using	base_t = message_responses< MsgDetails, MsgDetails, Derived, typename MsgDetails::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< MsgDetails, MsgDetails, Derived, MsgDetails::client_to_exchange_messages_t, SktT >
using	src_msg_details_t = MsgDetails
	A type containing the details of the messages that will be received from the client. More...

using	dest_msg_details_t = MsgDetails
	A type containing the details of the messages that will be sent to the exchange. More...

using	derived_t = Derived

using	flow_msg_types = MsgDetails::client_to_exchange_messages_t

using	socket_t = SktT

Public Member Functions
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 msg_details_t::UserName_t	username {"usr"}
	The only valid username. More...

static constexpr msg_details_t::Password_t	password {"fubar"}
	The only valid password. More...

static constexpr msg_details_t::Password_t	new_password {"snafu"}
	The only valid new password. More...

static constexpr std::int32_t	quantity_limit =100
	The magic quantity value. More...

static constexpr Price_t	price =42
	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 =42*msg_details_t::implied_decimal_places
	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...

Protected Types
using	order_book_t = std::map< typename msg_details_t::ClientOrderID_t, typename msg_details_t::NewOrder >

Protected Member Functions
	simulator_responses ()=default

	simulator_responses (simulator_responses const &)=default

Protected Member Functions inherited from isimud::exchanges::common::message_responses< MsgDetails, MsgDetails, Derived, MsgDetails::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

Protected Attributes
order_book_t	order_book

std::int32_t	sequenceNumber {}

Detailed Description

template<class MsgDetails, class Derived, class SktT>
class isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >

A simple, MIT-protocol exchange simulator.

This server is single-threaded, and permits only one client connection at a time. The behaviour of this simulator is a simplification derived from the specification in [1]. [1] "MIT203 - MILLENNIUM EXCHANGE Native Trading Gateway"

Definition at line 240 of file processing_rules.hpp.

Member Typedef Documentation

◆ base_t

template<class MsgDetails, class Derived, class SktT>

using isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >::base_t = message_responses<MsgDetails, MsgDetails, Derived, typename MsgDetails::client_to_exchange_messages_t, SktT>

Definition at line 242 of file processing_rules.hpp.

◆ derived_t

template<class MsgDetails, class Derived, class SktT>

using isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >::derived_t = typename base_t::derived_t

Definition at line 246 of file processing_rules.hpp.

◆ msg_details_t

template<class MsgDetails, class Derived, class SktT>

using isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >::msg_details_t = typename base_t::src_msg_details_t

Definition at line 243 of file processing_rules.hpp.

◆ order_book_t

template<class MsgDetails, class Derived, class SktT>

using isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >::order_book_t = std::map<typename msg_details_t::ClientOrderID_t, typename msg_details_t::NewOrder>

protected

Definition at line 276 of file processing_rules.hpp.

◆ Price_t

template<class MsgDetails, class Derived, class SktT>

using isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >::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

Definition at line 250 of file processing_rules.hpp.

◆ socket_t

template<class MsgDetails, class Derived, class SktT>

using isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >::socket_t = typename base_t::socket_t

Definition at line 245 of file processing_rules.hpp.

◆ src_msg_details_t

template<class MsgDetails, class Derived, class SktT>

using isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >::src_msg_details_t = msg_details_t

Definition at line 244 of file processing_rules.hpp.

Constructor & Destructor Documentation

◆ simulator_responses() [1/2]

template<class MsgDetails, class Derived, class SktT>

isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >::simulator_responses ( )

protecteddefault

◆ simulator_responses() [2/2]

template<class MsgDetails, class Derived, class SktT>

isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >::simulator_responses ( simulator_responses< MsgDetails, Derived, SktT > const & )

protecteddefault

Member Function Documentation

◆ process_msg()

template<class MsgDetails, class Derived, class SktT>

virtual bool isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >::process_msg	(	typename src_msg_details_t::msg_buffer_t const &	buff,
		socket_t &	exchg_skt,
		socket_t &	client_skt
	)

overridepure virtual

Returns: False to continue processing messages, true otherwise.

◆ to_string()

template<class MsgDetails , class Derived , class SktT >

std::string isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >::to_string ( ) const

inlinenoexcept

Definition at line 74 of file processing_rules_impl.hpp.

Member Data Documentation

◆ new_password

template<class MsgDetails, class Derived, class SktT>

constexpr msg_details_t::Password_t isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >::new_password {"snafu"}

inlinestaticconstexpr

The only valid new password.

Definition at line 257 of file processing_rules.hpp.

◆ order_book

template<class MsgDetails, class Derived, class SktT>

order_book_t isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >::order_book

protected

Definition at line 277 of file processing_rules.hpp.

◆ password

template<class MsgDetails, class Derived, class SktT>

constexpr msg_details_t::Password_t isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >::password {"fubar"}

inlinestaticconstexpr

The only valid password.

Definition at line 255 of file processing_rules.hpp.

◆ price

template<class MsgDetails, class Derived, class SktT>

constexpr Price_t isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >::price =42

inlinestaticconstexpr

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

Definition at line 264 of file processing_rules.hpp.

◆ quantity_limit

template<class MsgDetails, class Derived, class SktT>

constexpr std::int32_t isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >::quantity_limit =100

inlinestaticconstexpr

The magic quantity value.

A value less than this will result in a full-filled ExecutionReport, otherwise a partial fill ExecutionReport will be returned, and the remaining quantity left "on the market".

Definition at line 262 of file processing_rules.hpp.

◆ scaled_price

template<class MsgDetails, class Derived, class SktT>

constexpr Price_t isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >::scaled_price =42*msg_details_t::implied_decimal_places

inlinestaticconstexpr

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.

Definition at line 266 of file processing_rules.hpp.

◆ sequenceNumber

template<class MsgDetails, class Derived, class SktT>

std::int32_t isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >::sequenceNumber {}

protected

Definition at line 278 of file processing_rules.hpp.

◆ username

template<class MsgDetails, class Derived, class SktT>

constexpr msg_details_t::UserName_t isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >::username {"usr"}

inlinestaticconstexpr

The only valid username.

Definition at line 253 of file processing_rules.hpp.

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

isimud/exchanges/common/processing_rules.hpp
isimud/exchanges/common/processing_rules_impl.hpp

Public Types

Public Member Functions

Static Public Attributes

Protected Types

Protected Member Functions

Protected Attributes

Detailed Description

template<class MsgDetails, class Derived, class SktT> class isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >

Member Typedef Documentation

◆ base_t

◆ derived_t

◆ msg_details_t

◆ order_book_t

◆ Price_t

◆ socket_t

◆ src_msg_details_t

Constructor & Destructor Documentation

◆ simulator_responses() [1/2]

◆ simulator_responses() [2/2]

Member Function Documentation

◆ process_msg()

◆ to_string()

Member Data Documentation

◆ new_password

◆ order_book

◆ password

◆ price

◆ quantity_limit

◆ scaled_price

◆ sequenceNumber

◆ username

template<class MsgDetails, class Derived, class SktT>
class isimud::exchanges::common::simulator_responses< MsgDetails, Derived, SktT >