The basic, underlying type used to implement FIX message reading. More...

#include <messages.hpp>

Inheritance diagram for jmmcg::exchanges::FIX::common::Message< MsgVer >:

Collaboration diagram for jmmcg::exchanges::FIX::common::Message< MsgVer >:

Public Types
enum	: MsgTypes_t { type_const =static_cast<MsgTypes_t>(msg_version_t::msg_type::tag) }

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

Public Types inherited from jmmcg::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

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)

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...

checksum_t	generate_checksum (size_type body_len) const noexcept(true)
	Generate the checksum for the referenced FIX message. More...

constexpr bool	is_valid () const noexcept(true)
	Verify that the referenced FIX message is valid. 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...

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<>
	Message (MIT::BIT::MsgTypes::ExecutionReport const &msg, MIT::BIT::ref_data_t rd)

template<>
	Message (MIT::JSE::MsgTypes::ExecutionReport const &msg, MIT::JSE::ref_data_t rd)

template<>
	Message (MIT::LSE::MsgTypes::ExecutionReport const &msg, MIT::LSE::ref_data_t rd)

template<>
	Message (MIT::OSLO::MsgTypes::ExecutionReport const &msg, MIT::OSLO::ref_data_t rd)

template<>
	Message (MIT::TRQ::MsgTypes::ExecutionReport const &msg, MIT::TRQ::ref_data_t rd)

template<>
	Message (MIT::BIT::MsgTypes::ExecutionReport const &msg)

template<>
	Message (MIT::JSE::MsgTypes::ExecutionReport const &msg)

template<>
	Message (MIT::LSE::MsgTypes::ExecutionReport const &msg)

template<>
	Message (MIT::OSLO::MsgTypes::ExecutionReport const &msg)

template<>
	Message (MIT::TRQ::MsgTypes::ExecutionReport const &msg)

template<>
	Message (MIT::BIT::MsgTypes::OrderCancelReject const &msg)

template<>
	Message (MIT::JSE::MsgTypes::OrderCancelReject const &msg)

template<>
	Message (MIT::LSE::MsgTypes::OrderCancelReject const &msg)

template<>
	Message (MIT::OSLO::MsgTypes::OrderCancelReject const &msg)

template<>
	Message (MIT::TRQ::MsgTypes::OrderCancelReject const &msg)

template<>
	Message (MIT::BIT::MsgTypes::Reject const &msg)

template<>
	Message (MIT::JSE::MsgTypes::Reject const &msg)

template<>
	Message (MIT::LSE::MsgTypes::Reject const &msg)

template<>
	Message (MIT::OSLO::MsgTypes::Reject const &msg)

template<>
	Message (MIT::TRQ::MsgTypes::Reject const &msg)

template<>
	Message (MIT::BIT::MsgTypes::BusinessReject const &msg)

template<>
	Message (MIT::JSE::MsgTypes::BusinessReject const &msg)

template<>
	Message (MIT::LSE::MsgTypes::BusinessReject const &msg)

template<>
	Message (MIT::OSLO::MsgTypes::BusinessReject const &msg)

template<>
	Message (MIT::TRQ::MsgTypes::BusinessReject const &msg)

Public Member Functions inherited from jmmcg::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 field_str_range_t const __fastcall	find () const noexcept(true)
	Determine if the specified tag is in the referenced message. More...

MsgTypes	type () const noexcept(true) __attribute__((pure))

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)

Protected Member Functions
constexpr void	finalise_msg (underlying_fix_data_buffer::iterator) noexcept(true)

Protected Member Functions inherited from jmmcg::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 jmmcg::exchanges::FIX::common::Header< MsgVer >
enum jmmcg::exchanges::FIX::common::Header:: { ... }	__attribute__

Protected Attributes inherited from jmmcg::exchanges::FIX::common::Header< MsgVer >
__attribute__((aligned(16))) char begin_string[sizeof(msg_version_t 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]

enum_tags::mpl::to_array < FieldsFast, FieldsFast::MsgType > ::element_type	msg_type_tag

underlying_fix_data_buffer	data_

Detailed Description

template<class MsgVer>
class jmmcg::exchanges::FIX::common::Message< MsgVer >

The basic, underlying type used to implement FIX message reading.

Definition at line 113 of file messages.hpp.

Member Typedef Documentation

template<class MsgVer>

using jmmcg::exchanges::FIX::common::Message< MsgVer >::const_pointer = typename Header_t::const_pointer

Definition at line 119 of file messages.hpp.

template<class MsgVer>

using jmmcg::exchanges::FIX::common::Message< MsgVer >::element_type = typename Header_t::element_type

Definition at line 117 of file messages.hpp.

template<class MsgVer>

using jmmcg::exchanges::FIX::common::Message< MsgVer >::Header_t = Header<MsgVer>

Definition at line 115 of file messages.hpp.

template<class MsgVer>

using jmmcg::exchanges::FIX::common::Message< MsgVer >::msg_version_t = typename Header_t::msg_version_t

Definition at line 116 of file messages.hpp.

template<class MsgVer>

using jmmcg::exchanges::FIX::common::Message< MsgVer >::pointer = typename Header_t::pointer

Definition at line 118 of file messages.hpp.

template<class MsgVer>

using jmmcg::exchanges::FIX::common::Message< MsgVer >::size_type = typename Header_t::size_type

Definition at line 120 of file messages.hpp.

Member Enumeration Documentation

template<class MsgVer>

anonymous enum : MsgTypes_t

Enumerator
type_const

Definition at line 122 of file messages.hpp.

Constructor & Destructor Documentation

template<class MsgVer >

constexpr __stdcall jmmcg::exchanges::FIX::common::Message< MsgVer >::Message ( )

inlineexplicitnoexcept

Wrap a FIX message contained in an array of chars that has been written into from a socket or elsewhere.

Parameters

b	The array of chars that must comprise a valid FIX message which is not automatically checked.

Definition at line 128 of file messages_impl.hpp.

template<class MsgVer >

constexpr __stdcall jmmcg::exchanges::FIX::common::Message< MsgVer >::Message ( logon_args_t const & )

inlineexplicitnoexcept

Definition at line 133 of file messages_impl.hpp.

template<class MsgVer >

constexpr __stdcall jmmcg::exchanges::FIX::common::Message< MsgVer >::Message ( logoff_args_t const & )

inlineexplicitnoexcept

Definition at line 138 of file messages_impl.hpp.

template<class MsgVer>

template<class SrcMsg >

__stdcall jmmcg::exchanges::FIX::common::Message< MsgVer >::Message ( SrcMsg const & msg )

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.

Parameters

msg	The source message from which the target message should be created.

template<class MsgVer>

template<class SrcMsg , class RefData >

__stdcall jmmcg::exchanges::FIX::common::Message< MsgVer >::Message	(	SrcMsg const &	msg,
		RefData const &	ref_data
	)

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.

Parameters

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.

template<class MsgVer>

template<class RefData , class... Fields>

jmmcg::exchanges::FIX::common::Message< MsgVer >::Message	(	RefData const &	ref_data,
		Fields...	fields
	)

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::ExecutionReportSpecific >::Message< exchanges::BATSBOE::common::OrderExecution > ( exchanges::BATSBOE::common::OrderExecution const & msg )

inline

Definition at line 57 of file batsboe_common_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::OrderRejectedSpecific >::Message< exchanges::BATSBOE::common::OrderRejected > ( exchanges::BATSBOE::common::OrderRejected const & msg )

inline

Definition at line 90 of file batsboe_common_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::CancelRejectedSpecific >::Message< exchanges::BATSBOE::common::CancelRejected > ( exchanges::BATSBOE::common::CancelRejected const & msg )

inline

Definition at line 105 of file batsboe_common_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::BusinessMessageRejectSpecific >::Message< exchanges::BATSBOE::common::UserModifyRejected > ( exchanges::BATSBOE::common::UserModifyRejected const & msg )

inline

Definition at line 118 of file batsboe_common_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::ExecutionReportSpecific >::Message< exchanges::BATSBOE::common::OrderCancelled > ( exchanges::BATSBOE::common::OrderCancelled const & msg )

inline

Definition at line 134 of file batsboe_common_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::ExecutionReportSpecific >::Message< MIT::BIT::MsgTypes::ExecutionReport >	(	MIT::BIT::MsgTypes::ExecutionReport const &	msg,
		MIT::BIT::ref_data_t	rd
	)

inline

Definition at line 146 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::ExecutionReportSpecific >::Message< MIT::JSE::MsgTypes::ExecutionReport >	(	MIT::JSE::MsgTypes::ExecutionReport const &	msg,
		MIT::JSE::ref_data_t	rd
	)

inline

Definition at line 184 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::ExecutionReportSpecific >::Message< MIT::LSE::MsgTypes::ExecutionReport >	(	MIT::LSE::MsgTypes::ExecutionReport const &	msg,
		MIT::LSE::ref_data_t	rd
	)

inline

Definition at line 224 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::ExecutionReportSpecific >::Message< MIT::OSLO::MsgTypes::ExecutionReport >	(	MIT::OSLO::MsgTypes::ExecutionReport const &	msg,
		MIT::OSLO::ref_data_t	rd
	)

inline

Definition at line 264 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::ExecutionReportSpecific >::Message< MIT::TRQ::MsgTypes::ExecutionReport >	(	MIT::TRQ::MsgTypes::ExecutionReport const &	msg,
		MIT::TRQ::ref_data_t	rd
	)

inline

Definition at line 304 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::OrderRejectedSpecific >::Message< MIT::BIT::MsgTypes::ExecutionReport > ( MIT::BIT::MsgTypes::ExecutionReport const & msg )

inline

Definition at line 344 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::OrderRejectedSpecific >::Message< MIT::JSE::MsgTypes::ExecutionReport > ( MIT::JSE::MsgTypes::ExecutionReport const & msg )

inline

Definition at line 356 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::OrderRejectedSpecific >::Message< MIT::LSE::MsgTypes::ExecutionReport > ( MIT::LSE::MsgTypes::ExecutionReport const & msg )

inline

Definition at line 368 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::OrderRejectedSpecific >::Message< MIT::OSLO::MsgTypes::ExecutionReport > ( MIT::OSLO::MsgTypes::ExecutionReport const & msg )

inline

Definition at line 380 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::OrderRejectedSpecific >::Message< MIT::TRQ::MsgTypes::ExecutionReport > ( MIT::TRQ::MsgTypes::ExecutionReport const & msg )

inline

Definition at line 392 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::CancelRejectedSpecific >::Message< MIT::BIT::MsgTypes::OrderCancelReject > ( MIT::BIT::MsgTypes::OrderCancelReject const & msg )

inline

Definition at line 404 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::CancelRejectedSpecific >::Message< MIT::JSE::MsgTypes::OrderCancelReject > ( MIT::JSE::MsgTypes::OrderCancelReject const & msg )

inline

Definition at line 420 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::CancelRejectedSpecific >::Message< MIT::LSE::MsgTypes::OrderCancelReject > ( MIT::LSE::MsgTypes::OrderCancelReject const & msg )

inline

Definition at line 436 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::CancelRejectedSpecific >::Message< MIT::OSLO::MsgTypes::OrderCancelReject > ( MIT::OSLO::MsgTypes::OrderCancelReject const & msg )

inline

Definition at line 452 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::CancelRejectedSpecific >::Message< MIT::TRQ::MsgTypes::OrderCancelReject > ( MIT::TRQ::MsgTypes::OrderCancelReject const & msg )

inline

Definition at line 468 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::OrderRejectedSpecific >::Message< MIT::BIT::MsgTypes::Reject > ( MIT::BIT::MsgTypes::Reject const & msg )

inline

Definition at line 484 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::OrderRejectedSpecific >::Message< MIT::JSE::MsgTypes::Reject > ( MIT::JSE::MsgTypes::Reject const & msg )

inline

Definition at line 496 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::OrderRejectedSpecific >::Message< MIT::LSE::MsgTypes::Reject > ( MIT::LSE::MsgTypes::Reject const & msg )

inline

Definition at line 508 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::OrderRejectedSpecific >::Message< MIT::OSLO::MsgTypes::Reject > ( MIT::OSLO::MsgTypes::Reject const & msg )

inline

Definition at line 520 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::OrderRejectedSpecific >::Message< MIT::TRQ::MsgTypes::Reject > ( MIT::TRQ::MsgTypes::Reject const & msg )

inline

Definition at line 532 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::BusinessMessageRejectSpecific >::Message< MIT::BIT::MsgTypes::BusinessReject > ( MIT::BIT::MsgTypes::BusinessReject const & msg )

inline

Definition at line 544 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::BusinessMessageRejectSpecific >::Message< MIT::JSE::MsgTypes::BusinessReject > ( MIT::JSE::MsgTypes::BusinessReject const & msg )

inline

Definition at line 560 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::BusinessMessageRejectSpecific >::Message< MIT::LSE::MsgTypes::BusinessReject > ( MIT::LSE::MsgTypes::BusinessReject const & msg )

inline

Definition at line 576 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::BusinessMessageRejectSpecific >::Message< MIT::OSLO::MsgTypes::BusinessReject > ( MIT::OSLO::MsgTypes::BusinessReject const & msg )

inline

Definition at line 592 of file mit_to_fix_conversions.hpp.

template<>

jmmcg::exchanges::FIX::common::Message< v5_0sp2::BusinessMessageRejectSpecific >::Message< MIT::TRQ::MsgTypes::BusinessReject > ( MIT::TRQ::MsgTypes::BusinessReject const & msg )

inline

Definition at line 607 of file mit_to_fix_conversions.hpp.

Member Function Documentation

template<class MsgVer >

template<FieldsFast field>

constexpr underlying_fix_data_buffer::iterator jmmcg::exchanges::FIX::common::Message< MsgVer >::add_field_tag ( underlying_fix_data_buffer::iterator data )

inlinestaticnoexcept

Definition at line 212 of file messages_impl.hpp.

template<class MsgVer >

constexpr void jmmcg::exchanges::FIX::common::Message< MsgVer >::finalise_msg ( underlying_fix_data_buffer::iterator data )

inlineprotectednoexcept

Definition at line 233 of file messages_impl.hpp.

template<class MsgVer >

checksum_t jmmcg::exchanges::FIX::common::Message< MsgVer >::generate_checksum ( size_type body_len ) const

inlinenoexcept

Generate the checksum for the referenced FIX message.

Parameters

body_len The length of the body of the referenced FIX message.

Returns: The computed check sum.

Definition at line 162 of file messages_impl.hpp.

template<class MsgVer >

constexpr bool jmmcg::exchanges::FIX::common::Message< MsgVer >::is_checksum_valid	(	size_type	body_len,
		const_pointer	start_of_checksum_value
	)		const

inlinenoexcept

Verify that the checksum of the referenced FIX message is valid.

Parameters

body_len	The length of the body of the referenced FIX message.
start_of_checksum_value	A pointer to that start of the checksum value embedded in the referenced FIX message.

Returns: True is the checksum of the referenced FIX message is valid, false otherwise.

Definition at line 173 of file messages_impl.hpp.

template<class MsgVer >

constexpr bool jmmcg::exchanges::FIX::common::Message< MsgVer >::is_valid ( ) const

inlinenoexcept

Verify that the referenced FIX message is valid.

Returns: True is the referenced FIX message is valid, false otherwise.

Definition at line 179 of file messages_impl.hpp.

template<class MsgVer >

template<FieldsFast field>

constexpr bool __fastcall jmmcg::exchanges::FIX::common::Message< MsgVer >::search ( ) const

inlinenoexcept

Determine if the specified tag is in the referenced message.

Parameters

field The field to be found. Note that the range must contain the field otherwise the behaviour shall be undefined.

Returns: True if the specified tag was found in the referenced message.

Definition at line 152 of file messages_impl.hpp.

template<class MsgVer >

constexpr Message< MsgVer >::size_type __fastcall jmmcg::exchanges::FIX::common::Message< MsgVer >::size ( void ) const

inlinenoexcept

Determine the size of the referenced message.

The referenced message must be valid.

Returns: The size of the body of the message, excluding the version, size (itself) and checksum fields.

See Also: length()

Definition at line 143 of file messages_impl.hpp.

template<class MsgVer >

std::string jmmcg::exchanges::FIX::common::Message< MsgVer >::to_string ( ) const

inlinenoexcept

Definition at line 221 of file messages_impl.hpp.

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

core/exchanges/FIX/common/messages.hpp
core/exchanges/FIX/common/messages_impl.hpp

Public Types

Public Member Functions

Static Public Member Functions

Protected Member Functions

Additional Inherited Members

Detailed Description

template<class MsgVer> class jmmcg::exchanges::FIX::common::Message< MsgVer >

Member Typedef Documentation

Member Enumeration Documentation

Constructor & Destructor Documentation

Member Function Documentation

template<class MsgVer>
class jmmcg::exchanges::FIX::common::Message< MsgVer >