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jmmcg::exchanges::BATSBOE::EU::v2::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 =min<std::size_t, min_size_client_to_exchange_msg, min_size_exchange_to_client_msg>::value, max_msg_size =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 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 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
jmmcg::exchanges::common::mic_codes::ISO_10383_MIC_Codes 		MIC_code =jmmcg::exchanges::common::mic_codes::ISO_10383_MIC_Codes::ISO_10383_UNITED_KINGDOM_BATE
 
static constexpr Price_t implied_decimal_places =common::implied_decimal_places
 

Detailed Description

Definition at line 41 of file messages.hpp.

Member Typedef Documentation

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::CancelOrder = common::CancelOrder

Definition at line 65 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::CancelRejected = common::CancelRejected

Definition at line 74 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::client_to_exchange_messages_container = boost::make_variant_over<client_to_exchange_messages_t>::type

Definition at line 153 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::client_to_exchange_messages_t = boost::mpl::vector< LogonRequest, LogoutRequest, ClientHeartbeat, NewOrder, CancelOrder, ModifyOrder, TradeCaptureReport >

Definition at line 96 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::ClientHeartbeat = common::ClientHeartbeat

Definition at line 59 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::ClientOrderID_t = common::ClientOrderID_t

Definition at line 49 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::exchange_to_client_messages_container = boost::make_variant_over<exchange_to_client_messages_t>::type

Definition at line 154 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::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 >

Definition at line 116 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::ExecutionReport = OrderExecution

Definition at line 82 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::Header_t = LogonRequest::Header_t

Definition at line 57 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::Heartbeat = ClientHeartbeat

Definition at line 83 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::LoginResponseStatus = common::LoginResponseStatus

Definition at line 53 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::logon_args_t = common::logon_args_t

Definition at line 54 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::LogonReply = common::LogonReply<MsgType, MsgType::LogonReply>

Definition at line 60 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::LogonRequest = common::LogonRequest<MsgType, MsgType::LogonRequest>

Definition at line 56 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::Logout = common::Logout

Definition at line 61 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::LogoutRequest = common::LogoutRequest

Definition at line 58 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::ModifyOrder = common::ModifyOrder

Definition at line 66 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::NewOrder = common::NewOrder

Definition at line 64 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::OrderAcknowledgement = common::OrderAcknowledgement

Definition at line 68 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::OrderCancelled = common::OrderCancelled

Definition at line 73 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::OrderCancelReject = CancelRejected

Definition at line 85 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::OrderCancelReplaceRequest = ModifyOrder

Definition at line 86 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::OrderCancelRequest = CancelOrder

Definition at line 84 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::OrderExecution = common::OrderExecution

Definition at line 75 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::OrderModified = common::OrderModified

Definition at line 70 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::OrderRejected = common::OrderRejected

Definition at line 69 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::OrderRejectReason = common::OrderRejectReason

Definition at line 52 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::OrderRestated = common::OrderRestated

Definition at line 71 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::OrderType = common::OrdType

Definition at line 50 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::Password_t = common::Password_t

Definition at line 46 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::Price_t = common::Price_t

Definition at line 48 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::ReplayComplete = common::ReplayComplete

Definition at line 63 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::SecurityID_t = common::SecurityID_t

Definition at line 47 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::ServerHeartbeat = common::ServerHeartbeat

Definition at line 62 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::Side = common::Side

Definition at line 51 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::TradeCancelOrCorrect = common::TradeCancelOrCorrect

Definition at line 76 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::TradeCaptureConfirm = EU::TradeCaptureConfirm

Definition at line 79 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::TradeCaptureDecline = EU::TradeCaptureDecline

Definition at line 80 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::TradeCaptureReport = EU::TradeCaptureReport

Definition at line 67 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::TradeCaptureReportAck = EU::TradeCaptureReportAck

Definition at line 77 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::TradeCaptureReportReject = EU::TradeCaptureReportReject

Definition at line 78 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::UserModifyRejected = common::UserModifyRejected

Definition at line 72 of file messages.hpp.

using jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::UserName_t = common::UserName_t

Definition at line 45 of file messages.hpp.

Member Enumeration Documentation

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 118 of file messages.hpp.

Member Function Documentation

jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::BOOST_MPL_ASSERT_RELATION ( max_msg_size  ,
>=  ,
header_t_size   
)
std::ostream & jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::to_stream ( std::ostream &  os)
inlinestaticnoexcept

Definition at line 24 of file messages_impl.hpp.

Member Data Documentation

constexpr MsgTypes::Price_t jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::implied_decimal_places =common::implied_decimal_places
static

Definition at line 156 of file messages.hpp.

constexpr const jmmcg::exchanges::common::mic_codes::ISO_10383_MIC_Codes jmmcg::exchanges::BATSBOE::EU::v2::MsgTypes::MIC_code =jmmcg::exchanges::common::mic_codes::ISO_10383_MIC_Codes::ISO_10383_UNITED_KINGDOM_BATE
static

Definition at line 43 of file messages.hpp.

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