jmmcg::exchanges::FIX::common::simulator_responses< SrcMsgDetails, SktT > Class Template Reference

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

#include <processing_rules.hpp>

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

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

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	socket_t = typename base_t::socket_t
Public Types inherited from jmmcg::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	socket_t = typename base_t::socket_t
using	derived_t = typename base_t::derived_t
Public Types inherited from jmmcg::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
template<class MsgT >
bool	process (MsgT const &, socket_t &, socket_t &)
	Reject any message that has not been recognised. More...
bool	process (typename msg_details_t::ClientHeartbeat const &msg, socket_t &, socket_t &client_skt)
Public Member Functions inherited from jmmcg::exchanges::common::simulator_responses< SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SktT >
bool	process_msg (Buff const &buff, socket_t &exchg_skt, socket_t &client_skt) FORCE_INLINE

Static Public Member Functions
static std::string	to_string () noexcept(false)
Static Public Member Functions inherited from jmmcg::exchanges::common::simulator_responses< SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SktT >
static std::string	to_string () 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 jmmcg::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 msg_details_t::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 msg_details_t::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 jmmcg::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 jmmcg::exchanges::common::message_responses< SrcMsgDetails, SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SrcMsgDetails::client_to_exchange_messages_t, SktT >
bool	create_response (Buff const &buff, socket_t &exchg_skt, socket_t &client_skt) FORCE_INLINE
Protected Attributes inherited from jmmcg::exchanges::common::simulator_responses< SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SktT >
order_book_t	order_book
int32_t	sequenceNumber

Detailed Description

template<class SrcMsgDetails, class SktT>
class jmmcg::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 99 of file processing_rules.hpp.

Member Typedef Documentation

template<class SrcMsgDetails , class SktT >

using jmmcg::exchanges::FIX::common::simulator_responses< SrcMsgDetails, SktT >::base_t = exchanges::common::simulator_responses<SrcMsgDetails, simulator_responses<SrcMsgDetails, SktT>, SktT>

Definition at line 101 of file processing_rules.hpp.

template<class SrcMsgDetails , class SktT >

using jmmcg::exchanges::FIX::common::simulator_responses< SrcMsgDetails, SktT >::msg_details_t = typename base_t::msg_details_t

Definition at line 102 of file processing_rules.hpp.

template<class SrcMsgDetails , class SktT >

using jmmcg::exchanges::FIX::common::simulator_responses< SrcMsgDetails, SktT >::socket_t = typename base_t::socket_t

Definition at line 103 of file processing_rules.hpp.

Member Function Documentation

template<class SrcMsgDetails , class SktT >

template<class MsgT >

bool jmmcg::exchanges::FIX::common::simulator_responses< SrcMsgDetails, SktT >::process ( MsgT const &  msg, socket_t &  , socket_t &  client_skt  )

inline

Reject any message that has not been recognised.

Returns

False to continue processing messages, true otherwise.

Definition at line 78 of file processing_rules_impl.hpp.

template<class SrcMsgDetails , class SktT >

bool jmmcg::exchanges::FIX::common::simulator_responses< SrcMsgDetails, SktT >::process ( typename msg_details_t::ClientHeartbeat const &  msg, socket_t &  , socket_t &  client_skt  )

inline

The response to a Heartbeat is nothing.

Returns

False to continue processing messages, true otherwise.

Definition at line 84 of file processing_rules_impl.hpp.

template<class SrcMsgDetails , class SktT >

std::string jmmcg::exchanges::FIX::common::simulator_responses< SrcMsgDetails, SktT >::to_string ( )

inlinestaticnoexcept

Definition at line 89 of file processing_rules_impl.hpp.

Member Data Documentation

template<class SrcMsgDetails , class SktT >

constexpr simulator_responses< SrcMsgDetails, SktT >::msg_details_t::SecurityID_t jmmcg::exchanges::FIX::common::simulator_responses< SrcMsgDetails, SktT >::instrumentID =1

static

The only valid instrument, all others will be rejected.

Definition at line 107 of file processing_rules.hpp.

template<class SrcMsgDetails , class SktT >

constexpr simulator_responses< SrcMsgDetails, SktT >::msg_details_t::SecurityID_t jmmcg::exchanges::FIX::common::simulator_responses< SrcMsgDetails, SktT >::invalidInstrumentID =2

static

An invalid instrument, that will be rejected.

Definition at line 109 of file processing_rules.hpp.

template<class SrcMsgDetails , class SktT >

constexpr Reason_t jmmcg::exchanges::FIX::common::simulator_responses< SrcMsgDetails, SktT >::logout_reason {'U', 's', 'e', 'r', ' ', 'l', 'o', 'g', 'o', 'u', 't', ' ', 'r', 'e', 'c', 'e', 'i', 'v', 'e', 'd'}

static

Definition at line 105 of file processing_rules.hpp.

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

• core/exchanges/FIX/common/processing_rules.hpp
• core/exchanges/FIX/common/processing_rules_impl.hpp