jmmcg::exchanges::MIT::BIT Namespace Reference

Namespaces
	tests

Classes
struct	NewOrderSpecific1
struct	NewOrderSpecific2
struct	NewOrderSpecific3
struct	NewQuoteSpecific1
struct	NewQuoteSpecific2
struct	OrderCancelReplaceRequestSpecific
struct	ExecutionReportSpecific1
struct	ExecutionReportSpecific2
struct	OrderMassCancelRequestSpecific1
struct	LogonReply
struct	NewOrder
struct	OrderCancelReplaceRequest
struct	OrderCancelRequest
struct	MsgTypes

Typedefs
using	connection_t = exchanges::common::connection< MsgTypes, common::connectivity_policy< MsgTypes::logon_args_t >>
template<class ClientMsgTypes >
using	link_t = exchanges::common::exchange_connection< socket::svr< common::client_to_exchange_transformations< ref_data_t, ClientMsgTypes, MsgTypes, connection_t::socket_t >, socket::server_manager::forwarding< connection_t::socket_t > >, exchanges::common::connection_processor< common::exchange_to_client_transformations< ref_data_t, MsgTypes, ClientMsgTypes, connection_t::socket_t >, common::connectivity_policy< MsgTypes::logon_args_t > > >
using	socket_t = socket::asio::socket_wrapper
using	simulator_t = socket::svr< common::simulator_responses< MsgTypes, socket_t >, socket::server_manager::loopback< common::server_hb_t< typename MsgTypes::ServerHeartbeat >, socket_t > >
using	ref_data = common::ref_data
using	ref_data_t = common::ref_data_t

Functions
template<>
__stdcall	NewOrder::NewOrder< FIX::v5_0sp2::MsgTypes::NewOrderSingle > (FIX::v5_0sp2::MsgTypes::NewOrderSingle const &msg, ref_data_t rd) noexcept(true)
template<>
__stdcall	OrderCancelRequest::OrderCancelRequest< FIX::v5_0sp2::MsgTypes::OrderCancelRequest > (FIX::v5_0sp2::MsgTypes::OrderCancelRequest const &msg, ref_data_t rd) noexcept(true)
template<>
__stdcall	OrderCancelReplaceRequest::OrderCancelReplaceRequest< FIX::v5_0sp2::MsgTypes::OrderCancelReplace > (FIX::v5_0sp2::MsgTypes::OrderCancelReplace const &msg, ref_data_t rd) noexcept(true)
struct jmmcg::exchanges::MIT::BIT::NewOrderSpecific1	__attribute__ ((packed))

Variables
jmmcg::exchanges::MIT::BIT::LogonReply	__attribute__

Detailed Description

From "MIT203 - BIT - MILLENNIUM EXCHANGE Native Trading Gateway", Issue 6.4, October 2014.

Typedef Documentation

using jmmcg::exchanges::MIT::BIT::connection_t = typedef exchanges::common::connection<MsgTypes, common::connectivity_policy<MsgTypes::logon_args_t>>

Definition at line 34 of file bit.hpp.

template<class ClientMsgTypes >

using jmmcg::exchanges::MIT::BIT::link_t = typedef exchanges::common::exchange_connection< socket::svr< common::client_to_exchange_transformations<ref_data_t, ClientMsgTypes, MsgTypes, connection_t::socket_t>, socket::server_manager::forwarding<connection_t::socket_t> >, exchanges::common::connection_processor< common::exchange_to_client_transformations<ref_data_t, MsgTypes, ClientMsgTypes, connection_t::socket_t>, common::connectivity_policy<MsgTypes::logon_args_t> > >

Definition at line 46 of file bit.hpp.

using jmmcg::exchanges::MIT::BIT::ref_data = typedef common::ref_data

Definition at line 28 of file ref_data.hpp.

using jmmcg::exchanges::MIT::BIT::ref_data_t = typedef common::ref_data_t

Definition at line 29 of file ref_data.hpp.

using jmmcg::exchanges::MIT::BIT::simulator_t = typedef socket::svr< common::simulator_responses<MsgTypes, socket_t>, socket::server_manager::loopback<common::server_hb_t<typename MsgTypes::ServerHeartbeat>, socket_t> >

Definition at line 40 of file bit_sim.hpp.

using jmmcg::exchanges::MIT::BIT::socket_t = typedef socket::asio::socket_wrapper

Definition at line 34 of file bit_sim.hpp.

Function Documentation

struct jmmcg::exchanges::MIT::BIT::NewOrderSpecific1 jmmcg::exchanges::MIT::BIT::__attribute__

(

(packed)

)

template<>

__stdcall jmmcg::exchanges::MIT::BIT::NewOrder::NewOrder< FIX::v5_0sp2::MsgTypes::NewOrderSingle > ( FIX::v5_0sp2::MsgTypes::NewOrderSingle const &  msg, ref_data_t  rd  )

inlinenoexcept

Definition at line 162 of file fix_to_mit_conversions.hpp.

template<>

__stdcall jmmcg::exchanges::MIT::BIT::OrderCancelReplaceRequest::OrderCancelReplaceRequest< FIX::v5_0sp2::MsgTypes::OrderCancelReplace > ( FIX::v5_0sp2::MsgTypes::OrderCancelReplace const &  msg, ref_data_t  rd  )

inlinenoexcept

Definition at line 185 of file fix_to_mit_conversions.hpp.

template<>

__stdcall jmmcg::exchanges::MIT::BIT::OrderCancelRequest::OrderCancelRequest< FIX::v5_0sp2::MsgTypes::OrderCancelRequest > ( FIX::v5_0sp2::MsgTypes::OrderCancelRequest const &  msg, ref_data_t  rd  )

inlinenoexcept

Definition at line 175 of file fix_to_mit_conversions.hpp.

Variable Documentation

jmmcg::exchanges::MIT::BIT::OrderCancelReplaceRequest jmmcg::exchanges::MIT::BIT::__attribute__