jmmcg::exchanges::MIT::JSE Namespace Reference

Namespaces
	tests

Classes
struct	logon_args_t
struct	TransmissionComplete
struct	Logon
struct	LogonResponse
struct	NewOrder
struct	OrderCancelRequestSpecific1
struct	OrderMassCancelRequestSpecific1
struct	OrderMassCancelRequestSpecific2
struct	OrderCancelReplaceRequest
struct	NewOrderCross
struct	ExecutionReport
struct	OrderCancelRejectSpecific
struct	OrderMassCancelReportSpecific
struct	BusinessRejectSpecific
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	CompID_t = std::array< char, 6 >
using	ExecutionID_t = std::array< char, 21 >
using	ExpireDateTime_t = std::array< char, 17 >
using	Password_t = std::array< char, 10 >
using	PasswordExpiry_t = std::int32_t
using	TraderMnemonic_t = std::array< char, 17 >
using	Segment_t = std::array< char, 6 >
using	ref_data = common::ref_data
using	ref_data_t = common::ref_data_t

Functions
template<>
	Logon::Logon< FIX::v5_0sp2::MsgTypes::LogonRequest > (FIX::v5_0sp2::MsgTypes::LogonRequest const &msg) noexcept(true)
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)
jmmcg::exchanges::MIT::JSE::TransmissionComplete common::Header	__attribute__ ((packed))

Variables
jmmcg::exchanges::MIT::JSE::OrderCancelRequest	__attribute__

Detailed Description

From "JSE Specification Document Volume 01 - Native Trading Gateway", Version 3.01, 26 April 2016.

Typedef Documentation

using jmmcg::exchanges::MIT::JSE::CompID_t = typedef std::array<char, 6>

Definition at line 49 of file messages.hpp.

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

Definition at line 34 of file jse.hpp.

using jmmcg::exchanges::MIT::JSE::ExecutionID_t = typedef std::array<char, 21>

Definition at line 50 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::ExpireDateTime_t = typedef std::array<char, 17>

Definition at line 51 of file messages.hpp.

template<class ClientMsgTypes >

using jmmcg::exchanges::MIT::JSE::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 jse.hpp.

using jmmcg::exchanges::MIT::JSE::Password_t = typedef std::array<char, 10>

Definition at line 52 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::PasswordExpiry_t = typedef std::int32_t

Definition at line 53 of file messages.hpp.

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

Definition at line 28 of file ref_data.hpp.

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

Definition at line 29 of file ref_data.hpp.

using jmmcg::exchanges::MIT::JSE::Segment_t = typedef std::array<char, 6>

Definition at line 55 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::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 jse_sim.hpp.

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

Definition at line 34 of file jse_sim.hpp.

using jmmcg::exchanges::MIT::JSE::TraderMnemonic_t = typedef std::array<char, 17>

Definition at line 54 of file messages.hpp.

Function Documentation

jmmcg::exchanges::MIT::JSE::TransmissionComplete common::Header jmmcg::exchanges::MIT::JSE::__attribute__

(

(packed)

)

template<>

jmmcg::exchanges::MIT::JSE::Logon::Logon< FIX::v5_0sp2::MsgTypes::LogonRequest > ( FIX::v5_0sp2::MsgTypes::LogonRequest const &  msg )

inlinenoexcept

Definition at line 201 of file fix_to_mit_conversions.hpp.

template<>

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

inlinenoexcept

Definition at line 210 of file fix_to_mit_conversions.hpp.

template<>

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

inlinenoexcept

Definition at line 233 of file fix_to_mit_conversions.hpp.

template<>

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

inlinenoexcept

Definition at line 223 of file fix_to_mit_conversions.hpp.

Variable Documentation

struct jmmcg::exchanges::MIT::JSE::BusinessRejectSpecific jmmcg::exchanges::MIT::JSE::__attribute__