libjmmcg  build_2783
A C++ library containing an eclectic mix of useful, advanced components.
isimud::exchanges::BATSBOE::EU::v1::MsgTypes Struct Reference

#include <messages.hpp>

Classes

struct  ref_data
 

Public Types

enum  : std::size_t {
  min_size_client_to_exchange_msg, max_size_client_to_exchange_msg, min_size_exchange_to_client_msg, max_size_exchange_to_client_msg,
  min_msg_size =jmmcg::min<std::size_t, min_size_client_to_exchange_msg, min_size_exchange_to_client_msg>::value, max_msg_size =jmmcg::max<std::size_t, max_size_client_to_exchange_msg, max_size_exchange_to_client_msg>::value, header_t_size =sizeof(typename LogonRequest::Header_t)
}
 
using ref_data_t = ref_data const &
 
using MsgTypes_t = common::MsgType_t
 
using MsgType_t = EU::MsgType
 
using UserName_t = common::UserName_t
 
using Password_t = common::Password_t
 
using SecurityID_t = common::SecurityID_t
 
using Price_t = common::Price_t
 
using ClientOrderID_t = common::ClientOrderID_t
 
using OrderType = common::OrdType
 
using Side = common::Side
 
using OrderRejectReason = common::OrderRejectReason
 
using LoginResponseStatus = common::LoginResponseStatus
 
using logon_args_t = common::logon_args_t
 
using LogonRequest = common::LogonRequest< MsgType, MsgType::LogonRequest >
 
using Header_t = LogonRequest::Header_t
 
using LogoutRequest = common::LogoutRequest
 
using ClientHeartbeat = common::ClientHeartbeat
 
using LogonReply = common::LogonReply< MsgType, MsgType::LogonReply >
 
using Logout = common::Logout
 
using ServerHeartbeat = common::ServerHeartbeat
 
using ReplayComplete = common::ReplayComplete
 
using NewOrder = common::NewOrder
 
using CancelOrder = common::CancelOrder
 
using ModifyOrder = common::ModifyOrder
 
using TradeCaptureReport = EU::TradeCaptureReport
 
using OrderAcknowledgement = common::OrderAcknowledgement
 
using OrderRejected = common::OrderRejected
 
using OrderModified = common::OrderModified
 
using OrderRestated = common::OrderRestated
 
using UserModifyRejected = common::UserModifyRejected
 
using OrderCancelled = common::OrderCancelled
 
using CancelRejected = common::CancelRejected
 
using OrderExecution = common::OrderExecution
 
using TradeCancelOrCorrect = common::TradeCancelOrCorrect
 
using TradeCaptureReportAck = EU::TradeCaptureReportAck
 
using TradeCaptureReportReject = EU::TradeCaptureReportReject
 
using TradeCaptureConfirm = EU::TradeCaptureConfirm
 
using TradeCaptureDecline = EU::TradeCaptureDecline
 
using ExecutionReport = OrderExecution
 
using Heartbeat = ClientHeartbeat
 
using OrderCancelRequest = CancelOrder
 
using OrderCancelReject = CancelRejected
 
using OrderCancelReplaceRequest = ModifyOrder
 
using client_to_exchange_messages_t = boost::mpl::vector< LogonRequest, LogoutRequest, ClientHeartbeat, NewOrder, CancelOrder, ModifyOrder, TradeCaptureReport >
 
using exchange_to_client_messages_t = boost::mpl::vector< LogonReply, Logout, ServerHeartbeat, ReplayComplete, OrderAcknowledgement, OrderRejected, OrderModified, OrderRestated, UserModifyRejected, OrderCancelled, CancelRejected, OrderExecution, TradeCancelOrCorrect, TradeCaptureReportAck, TradeCaptureReportReject, TradeCaptureConfirm, TradeCaptureDecline >
 
using msg_buffer_t = std::array< std::uint8_t, max_msg_size >
 
using client_to_exchange_messages_container = boost::make_variant_over< client_to_exchange_messages_t >::type
 
using exchange_to_client_messages_container = boost::make_variant_over< exchange_to_client_messages_t >::type
 

Public Member Functions

 BOOST_MPL_ASSERT_RELATION (max_msg_size, >=, header_t_size)
 

Static Public Member Functions

static std::ostream & to_stream (std::ostream &) noexcept(false)
 

Static Public Attributes

static constexpr const isimud::exchanges::common::mic_codes::ISO_10383_MIC_Codes MIC_code =isimud::exchanges::common::mic_codes::ISO_10383_MIC_Codes::ISO_10383_UNITED_KINGDOM_BATE
 
static constexpr MsgTypes_t MatchAll =static_cast<MsgTypes_t>(MsgType_t::MatchAll)
 For the meta-state machine to allow a catch-all rule to reject anything unhandled. More...
 
static constexpr MsgTypes_t Exit =static_cast<MsgTypes_t>(MsgType_t::Exit)
 For the meta-state machine: the exit state to exit the msm. More...
 
static constexpr Price_t implied_decimal_places =common::implied_decimal_places
 

Detailed Description

Definition at line 127 of file messages.hpp.

Member Typedef Documentation

◆ CancelOrder

◆ CancelRejected

◆ client_to_exchange_messages_container

◆ client_to_exchange_messages_t

◆ ClientHeartbeat

◆ ClientOrderID_t

◆ exchange_to_client_messages_container

◆ exchange_to_client_messages_t

◆ ExecutionReport

◆ Header_t

◆ Heartbeat

◆ LoginResponseStatus

◆ logon_args_t

◆ LogonReply

Definition at line 168 of file messages.hpp.

◆ LogonRequest

◆ Logout

◆ LogoutRequest

◆ ModifyOrder

◆ msg_buffer_t

Definition at line 264 of file messages.hpp.

◆ MsgType_t

◆ MsgTypes_t

◆ NewOrder

◆ OrderAcknowledgement

◆ OrderCancelled

◆ OrderCancelReject

◆ OrderCancelReplaceRequest

◆ OrderCancelRequest

◆ OrderExecution

◆ OrderModified

◆ OrderRejected

◆ OrderRejectReason

◆ OrderRestated

◆ OrderType

◆ Password_t

◆ Price_t

◆ ref_data_t

◆ ReplayComplete

◆ SecurityID_t

◆ ServerHeartbeat

◆ Side

◆ TradeCancelOrCorrect

◆ TradeCaptureConfirm

◆ TradeCaptureDecline

◆ TradeCaptureReport

◆ TradeCaptureReportAck

◆ TradeCaptureReportReject

◆ UserModifyRejected

◆ UserName_t

Member Enumeration Documentation

◆ anonymous enum

anonymous enum : std::size_t
Enumerator
min_size_client_to_exchange_msg 
max_size_client_to_exchange_msg 
min_size_exchange_to_client_msg 
max_size_exchange_to_client_msg 
min_msg_size 
max_msg_size 
header_t_size 

Definition at line 229 of file messages.hpp.

Member Function Documentation

◆ BOOST_MPL_ASSERT_RELATION()

isimud::exchanges::BATSBOE::EU::v1::MsgTypes::BOOST_MPL_ASSERT_RELATION ( max_msg_size  ,
>=  ,
header_t_size   
)

◆ to_stream()

std::ostream & isimud::exchanges::BATSBOE::EU::v1::MsgTypes::to_stream ( std::ostream &  os)
staticnoexcept

Definition at line 110 of file messages.cpp.

Member Data Documentation

◆ Exit

constexpr MsgTypes_t isimud::exchanges::BATSBOE::EU::v1::MsgTypes::Exit =static_cast<MsgTypes_t>(MsgType_t::Exit)
inlinestaticconstexpr

For the meta-state machine: the exit state to exit the msm.

Definition at line 197 of file messages.hpp.

◆ implied_decimal_places

constexpr Price_t isimud::exchanges::BATSBOE::EU::v1::MsgTypes::implied_decimal_places =common::implied_decimal_places
inlinestaticconstexpr

Definition at line 268 of file messages.hpp.

◆ MatchAll

constexpr MsgTypes_t isimud::exchanges::BATSBOE::EU::v1::MsgTypes::MatchAll =static_cast<MsgTypes_t>(MsgType_t::MatchAll)
inlinestaticconstexpr

For the meta-state machine to allow a catch-all rule to reject anything unhandled.

Definition at line 196 of file messages.hpp.

◆ MIC_code

constexpr const isimud::exchanges::common::mic_codes::ISO_10383_MIC_Codes isimud::exchanges::BATSBOE::EU::v1::MsgTypes::MIC_code =isimud::exchanges::common::mic_codes::ISO_10383_MIC_Codes::ISO_10383_UNITED_KINGDOM_BATE
inlinestaticconstexpr

Definition at line 146 of file messages.hpp.


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