libjmmcg  build_2783
A C++ library containing an eclectic mix of useful, advanced components.
Public Types | Public Member Functions | Static Public Member Functions | Static Public Attributes | List of all members
isimud::exchanges::MIT::LSE::MsgTypes Struct Reference

#include <messages.hpp>

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 = common::ref_data
 
using ref_data_t = common::ref_data_t
 
using MsgTypes_t = common::MsgType_t
 
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::OrderType
 
using Side = common::Side
 
using ExecType = common::ExecType
 
using AppID = common::AppID
 
using OrderStatus = common::OrderStatus
 
using logon_args_t = common::logon_args_t
 
using Header_t = common::Header
 
using NewOrder = LSE::NewOrder
 
using OrderCancelRequest = LSE::OrderCancelRequest
 
typedef common::OrderMassCancelRequest< OrderMassCancelRequestSpecific1 > OrderMassCancelRequest
 
using OrderCancelReplaceRequest = LSE::OrderCancelReplaceRequest
 
typedef common::NewQuote< NewQuoteSpecific1, NewQuoteSpecific2 > NewQuote
 
typedef common::LogonRequest LogonRequest
 
typedef common::LogoutRequest LogoutRequest
 
using ClientHeartbeat = common::Heartbeat
 
using ServerHeartbeat = common::Heartbeat
 
typedef common::MissedMessageRequest MissedMessageRequest
 
typedef common::ExecutionReport< ExecutionReportSpecific1, ExecutionReportSpecific2 > ExecutionReport
 
using OrderCancelReject = common::OrderCancelReject< common::OrderCancelRejectSpecific< mit_lse::reject_codes_enum > >
 
using OrderMassCancelReport = common::OrderMassCancelReport< common::OrderMassCancelReportSpecific< mit_lse::reject_codes_enum > >
 
using BusinessReject = common::BusinessReject< common::BusinessRejectSpecific< mit_lse::reject_codes_enum, mit_lse::reject_codes_enum::MatchingEngine_Unknown_instrument_9000 > >
 
using LogonReply = LSE::LogonReply
 
typedef common::MissedMessageRequestAck MissedMessageRequestAck
 
typedef common::MissedMessageReport MissedMessageReport
 
using Reject = common::Reject< mit_lse::reject_codes_enum, mit_lse::reject_codes_enum::NativeGateway_Message_not_supported_102 >
 
typedef common::SystemStatus SystemStatus
 
using Logout = LogoutRequest
 
using client_to_exchange_messages_t = boost::mpl::vector< NewOrder, OrderCancelRequest, OrderMassCancelRequest, OrderCancelReplaceRequest, NewQuote, LogonRequest, LogoutRequest, ClientHeartbeat, MissedMessageRequest >
 
using exchange_to_client_messages_t = boost::mpl::vector< ExecutionReport, OrderCancelReject, OrderMassCancelReport, BusinessReject, LogonReply, Logout, ServerHeartbeat, MissedMessageRequestAck, MissedMessageReport, Reject, SystemStatus >
 
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_XLON
 
static constexpr MsgTypes_t MatchAll =std::numeric_limits<MsgTypes_t>::max()-1
 For the meta-state machine to allow a catch-all rule to reject anything unhandled. More...
 
static constexpr MsgTypes_t Exit =std::numeric_limits<MsgTypes_t>::max()
 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 315 of file messages.hpp.

Member Typedef Documentation

◆ AppID

using isimud::exchanges::MIT::LSE::MsgTypes::AppID = common::AppID

Definition at line 331 of file messages.hpp.

◆ BusinessReject

using isimud::exchanges::MIT::LSE::MsgTypes::BusinessReject = common::BusinessReject<common::BusinessRejectSpecific<mit_lse::reject_codes_enum, mit_lse::reject_codes_enum::MatchingEngine_Unknown_instrument_9000> >

Definition at line 349 of file messages.hpp.

◆ client_to_exchange_messages_container

using isimud::exchanges::MIT::LSE::MsgTypes::client_to_exchange_messages_container = boost::make_variant_over<client_to_exchange_messages_t>::type

Definition at line 423 of file messages.hpp.

◆ client_to_exchange_messages_t

using isimud::exchanges::MIT::LSE::MsgTypes::client_to_exchange_messages_t = boost::mpl::vector< NewOrder, OrderCancelRequest, OrderMassCancelRequest, OrderCancelReplaceRequest, NewQuote, LogonRequest, LogoutRequest, ClientHeartbeat, MissedMessageRequest >

Definition at line 371 of file messages.hpp.

◆ ClientHeartbeat

using isimud::exchanges::MIT::LSE::MsgTypes::ClientHeartbeat = common::Heartbeat

Definition at line 343 of file messages.hpp.

◆ ClientOrderID_t

using isimud::exchanges::MIT::LSE::MsgTypes::ClientOrderID_t = common::ClientOrderID_t

Definition at line 327 of file messages.hpp.

◆ exchange_to_client_messages_container

using isimud::exchanges::MIT::LSE::MsgTypes::exchange_to_client_messages_container = boost::make_variant_over<exchange_to_client_messages_t>::type

Definition at line 424 of file messages.hpp.

◆ exchange_to_client_messages_t

using isimud::exchanges::MIT::LSE::MsgTypes::exchange_to_client_messages_t = boost::mpl::vector< ExecutionReport, OrderCancelReject, OrderMassCancelReport, BusinessReject, LogonReply, Logout, ServerHeartbeat, MissedMessageRequestAck, MissedMessageReport, Reject, SystemStatus >

Definition at line 385 of file messages.hpp.

◆ ExecType

using isimud::exchanges::MIT::LSE::MsgTypes::ExecType = common::ExecType

Definition at line 330 of file messages.hpp.

◆ ExecutionReport

typedef common::ExecutionReport<ExecutionReportSpecific1, ExecutionReportSpecific2> isimud::exchanges::MIT::LSE::MsgTypes::ExecutionReport

Definition at line 346 of file messages.hpp.

◆ Header_t

using isimud::exchanges::MIT::LSE::MsgTypes::Header_t = common::Header

Definition at line 335 of file messages.hpp.

◆ logon_args_t

using isimud::exchanges::MIT::LSE::MsgTypes::logon_args_t = common::logon_args_t

Definition at line 333 of file messages.hpp.

◆ LogonReply

using isimud::exchanges::MIT::LSE::MsgTypes::LogonReply = LSE::LogonReply

Definition at line 350 of file messages.hpp.

◆ LogonRequest

typedef common::LogonRequest isimud::exchanges::MIT::LSE::MsgTypes::LogonRequest

Definition at line 341 of file messages.hpp.

◆ Logout

using isimud::exchanges::MIT::LSE::MsgTypes::Logout = LogoutRequest

Definition at line 356 of file messages.hpp.

◆ LogoutRequest

typedef common::LogoutRequest isimud::exchanges::MIT::LSE::MsgTypes::LogoutRequest

Definition at line 342 of file messages.hpp.

◆ MissedMessageReport

typedef common::MissedMessageReport isimud::exchanges::MIT::LSE::MsgTypes::MissedMessageReport

Definition at line 352 of file messages.hpp.

◆ MissedMessageRequest

typedef common::MissedMessageRequest isimud::exchanges::MIT::LSE::MsgTypes::MissedMessageRequest

Definition at line 345 of file messages.hpp.

◆ MissedMessageRequestAck

typedef common::MissedMessageRequestAck isimud::exchanges::MIT::LSE::MsgTypes::MissedMessageRequestAck

Definition at line 351 of file messages.hpp.

◆ msg_buffer_t

using isimud::exchanges::MIT::LSE::MsgTypes::msg_buffer_t = std::array<std::uint8_t, max_msg_size>

Definition at line 422 of file messages.hpp.

◆ MsgTypes_t

using isimud::exchanges::MIT::LSE::MsgTypes::MsgTypes_t = common::MsgType_t

Definition at line 322 of file messages.hpp.

◆ NewOrder

using isimud::exchanges::MIT::LSE::MsgTypes::NewOrder = LSE::NewOrder

Definition at line 336 of file messages.hpp.

◆ NewQuote

typedef common::NewQuote<NewQuoteSpecific1, NewQuoteSpecific2> isimud::exchanges::MIT::LSE::MsgTypes::NewQuote

Definition at line 340 of file messages.hpp.

◆ OrderCancelReject

using isimud::exchanges::MIT::LSE::MsgTypes::OrderCancelReject = common::OrderCancelReject<common::OrderCancelRejectSpecific<mit_lse::reject_codes_enum> >

Definition at line 347 of file messages.hpp.

◆ OrderCancelReplaceRequest

using isimud::exchanges::MIT::LSE::MsgTypes::OrderCancelReplaceRequest = LSE::OrderCancelReplaceRequest

Definition at line 339 of file messages.hpp.

◆ OrderCancelRequest

using isimud::exchanges::MIT::LSE::MsgTypes::OrderCancelRequest = LSE::OrderCancelRequest

Definition at line 337 of file messages.hpp.

◆ OrderMassCancelReport

using isimud::exchanges::MIT::LSE::MsgTypes::OrderMassCancelReport = common::OrderMassCancelReport<common::OrderMassCancelReportSpecific<mit_lse::reject_codes_enum> >

Definition at line 348 of file messages.hpp.

◆ OrderMassCancelRequest

typedef common::OrderMassCancelRequest<OrderMassCancelRequestSpecific1> isimud::exchanges::MIT::LSE::MsgTypes::OrderMassCancelRequest

Definition at line 338 of file messages.hpp.

◆ OrderStatus

using isimud::exchanges::MIT::LSE::MsgTypes::OrderStatus = common::OrderStatus

Definition at line 332 of file messages.hpp.

◆ OrderType

using isimud::exchanges::MIT::LSE::MsgTypes::OrderType = common::OrderType

Definition at line 328 of file messages.hpp.

◆ Password_t

using isimud::exchanges::MIT::LSE::MsgTypes::Password_t = common::Password_t

Definition at line 324 of file messages.hpp.

◆ Price_t

using isimud::exchanges::MIT::LSE::MsgTypes::Price_t = common::Price_t

Definition at line 326 of file messages.hpp.

◆ ref_data

using isimud::exchanges::MIT::LSE::MsgTypes::ref_data = common::ref_data

Definition at line 319 of file messages.hpp.

◆ ref_data_t

using isimud::exchanges::MIT::LSE::MsgTypes::ref_data_t = common::ref_data_t

Definition at line 320 of file messages.hpp.

◆ Reject

using isimud::exchanges::MIT::LSE::MsgTypes::Reject = common::Reject<mit_lse::reject_codes_enum, mit_lse::reject_codes_enum::NativeGateway_Message_not_supported_102>

Definition at line 353 of file messages.hpp.

◆ SecurityID_t

using isimud::exchanges::MIT::LSE::MsgTypes::SecurityID_t = common::SecurityID_t

Definition at line 325 of file messages.hpp.

◆ ServerHeartbeat

using isimud::exchanges::MIT::LSE::MsgTypes::ServerHeartbeat = common::Heartbeat

Definition at line 344 of file messages.hpp.

◆ Side

using isimud::exchanges::MIT::LSE::MsgTypes::Side = common::Side

Definition at line 329 of file messages.hpp.

◆ SystemStatus

typedef common::SystemStatus isimud::exchanges::MIT::LSE::MsgTypes::SystemStatus

Definition at line 354 of file messages.hpp.

◆ UserName_t

using isimud::exchanges::MIT::LSE::MsgTypes::UserName_t = common::UserName_t

Definition at line 323 of file messages.hpp.

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 387 of file messages.hpp.

Member Function Documentation

◆ BOOST_MPL_ASSERT_RELATION()

isimud::exchanges::MIT::LSE::MsgTypes::BOOST_MPL_ASSERT_RELATION ( max_msg_size  ,
>=  ,
header_t_size   
)

◆ to_stream()

std::ostream & isimud::exchanges::MIT::LSE::MsgTypes::to_stream ( std::ostream &  os)
staticnoexcept

Definition at line 93 of file messages.cpp.

Member Data Documentation

◆ Exit

constexpr MsgTypes_t isimud::exchanges::MIT::LSE::MsgTypes::Exit =std::numeric_limits<MsgTypes_t>::max()
inlinestaticconstexpr

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

Definition at line 359 of file messages.hpp.

◆ implied_decimal_places

constexpr Price_t isimud::exchanges::MIT::LSE::MsgTypes::implied_decimal_places =common::implied_decimal_places
inlinestaticconstexpr

Definition at line 426 of file messages.hpp.

◆ MatchAll

constexpr MsgTypes_t isimud::exchanges::MIT::LSE::MsgTypes::MatchAll =std::numeric_limits<MsgTypes_t>::max()-1
inlinestaticconstexpr

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

Definition at line 358 of file messages.hpp.

◆ MIC_code

constexpr const isimud::exchanges::common::mic_codes::ISO_10383_MIC_Codes isimud::exchanges::MIT::LSE::MsgTypes::MIC_code =isimud::exchanges::common::mic_codes::ISO_10383_MIC_Codes::ISO_10383_UNITED_KINGDOM_XLON
inlinestaticconstexpr

Definition at line 317 of file messages.hpp.

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