libjmmcg
build_2783
A C++ library containing an eclectic mix of useful, advanced components.
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#include <messages.hpp>
Classes | |
struct | ref_data |
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_STATES_OF_AMERICA_BATS |
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 |
Definition at line 130 of file messages.hpp.
Definition at line 176 of file messages.hpp.
Definition at line 184 of file messages.hpp.
using isimud::exchanges::BATSBOE::US::v2::MsgTypes::client_to_exchange_messages_container = boost::make_variant_over<client_to_exchange_messages_t>::type |
Definition at line 258 of file messages.hpp.
using isimud::exchanges::BATSBOE::US::v2::MsgTypes::client_to_exchange_messages_t = boost::mpl::vector< LogonRequest, LogoutRequest, ClientHeartbeat, NewOrder, CancelOrder, ModifyOrder > |
Definition at line 204 of file messages.hpp.
Definition at line 170 of file messages.hpp.
Definition at line 160 of file messages.hpp.
using isimud::exchanges::BATSBOE::US::v2::MsgTypes::exchange_to_client_messages_container = boost::make_variant_over<exchange_to_client_messages_t>::type |
Definition at line 259 of file messages.hpp.
Definition at line 220 of file messages.hpp.
Definition at line 188 of file messages.hpp.
Definition at line 168 of file messages.hpp.
Definition at line 189 of file messages.hpp.
using isimud::exchanges::BATSBOE::US::v2::MsgTypes::LoginResponseStatus = common::LoginResponseStatus |
Definition at line 164 of file messages.hpp.
Definition at line 165 of file messages.hpp.
using isimud::exchanges::BATSBOE::US::v2::MsgTypes::LogonReply = common::LogonReply<MsgType, MsgType::LogonReply> |
Definition at line 171 of file messages.hpp.
using isimud::exchanges::BATSBOE::US::v2::MsgTypes::LogonRequest = common::LogonRequest<MsgType, MsgType::LogonRequest> |
Definition at line 167 of file messages.hpp.
Definition at line 172 of file messages.hpp.
Definition at line 169 of file messages.hpp.
Definition at line 177 of file messages.hpp.
using isimud::exchanges::BATSBOE::US::v2::MsgTypes::msg_buffer_t = std::array<std::uint8_t, max_msg_size> |
Definition at line 257 of file messages.hpp.
Definition at line 155 of file messages.hpp.
Definition at line 154 of file messages.hpp.
Definition at line 175 of file messages.hpp.
using isimud::exchanges::BATSBOE::US::v2::MsgTypes::OrderAcknowledgement = common::OrderAcknowledgement |
Definition at line 178 of file messages.hpp.
Definition at line 183 of file messages.hpp.
Definition at line 191 of file messages.hpp.
Definition at line 192 of file messages.hpp.
Definition at line 190 of file messages.hpp.
Definition at line 185 of file messages.hpp.
Definition at line 180 of file messages.hpp.
Definition at line 179 of file messages.hpp.
Definition at line 163 of file messages.hpp.
Definition at line 181 of file messages.hpp.
Definition at line 161 of file messages.hpp.
Definition at line 157 of file messages.hpp.
Definition at line 159 of file messages.hpp.
using isimud::exchanges::BATSBOE::US::v2::MsgTypes::ref_data_t = ref_data const & |
Definition at line 152 of file messages.hpp.
Definition at line 174 of file messages.hpp.
Definition at line 158 of file messages.hpp.
Definition at line 173 of file messages.hpp.
Definition at line 162 of file messages.hpp.
using isimud::exchanges::BATSBOE::US::v2::MsgTypes::TradeCancelOrCorrect = common::TradeCancelOrCorrect |
Definition at line 186 of file messages.hpp.
Definition at line 182 of file messages.hpp.
Definition at line 156 of file messages.hpp.
anonymous enum : std::size_t |
Enumerator | |
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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 222 of file messages.hpp.
isimud::exchanges::BATSBOE::US::v2::MsgTypes::BOOST_MPL_ASSERT_RELATION | ( | max_msg_size | , |
>= | , | ||
header_t_size | |||
) |
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staticnoexcept |
Definition at line 110 of file messages.cpp.
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inlinestaticconstexpr |
For the meta-state machine: the exit state to exit the msm.
Definition at line 195 of file messages.hpp.
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inlinestaticconstexpr |
Definition at line 261 of file messages.hpp.
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inlinestaticconstexpr |
For the meta-state machine to allow a catch-all rule to reject anything unhandled.
Definition at line 194 of file messages.hpp.
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inlinestaticconstexpr |
Definition at line 149 of file messages.hpp.