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Public Types | Static Public Member Functions | Static Public Attributes | List of all members
jmmcg::exchanges::MIT::JSE::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 =LogonRequest::header_t_size
}
 
using UserName_t = JSE::CompID_t
 
using Password_t = JSE::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 = JSE::logon_args_t
 
using Header_t = common::Header
 
using LogonRequest = JSE::Logon
 
using LogonReply = JSE::LogonResponse
 
using LogoutRequest = common::LogoutRequest
 
using Logout = LogoutRequest
 
using ClientHeartbeat = common::Heartbeat
 
using ServerHeartbeat = common::Heartbeat
 
using Reject = common::Reject< mit_jse::reject_codes_enum, static_cast< mit_jse::reject_codes_enum >(102)>
 
using MissedMessageRequest = common::MissedMessageRequest
 
using MissedMessageRequestAck = common::MissedMessageRequestAck
 
using MissedMessageReport = common::MissedMessageReport
 
using TransmissionComplete = JSE::TransmissionComplete
 
using SystemStatus = common::SystemStatus
 
using NewOrder = JSE::NewOrder
 
using OrderCancelRequest = JSE::OrderCancelRequest
 
using OrderMassCancelRequest = common::OrderMassCancelRequest< OrderMassCancelRequestSpecific1, OrderMassCancelRequestSpecific2 >
 
using OrderCancelReplaceRequest = JSE::OrderCancelReplaceRequest
 
using NewOrderCross = JSE::NewOrderCross
 
using ExecutionReport = JSE::ExecutionReport
 
using OrderCancelReject = common::OrderCancelReject< OrderCancelRejectSpecific >
 
using OrderMassCancelReport = common::OrderMassCancelReport< OrderMassCancelReportSpecific >
 
using BusinessReject = common::BusinessReject< BusinessRejectSpecific >
 
using client_to_exchange_messages_t = boost::mpl::vector< NewOrder, OrderCancelRequest, OrderMassCancelRequest, OrderCancelReplaceRequest, NewOrderCross, LogonRequest, LogoutRequest, ClientHeartbeat, MissedMessageRequest >
 
using exchange_to_client_messages_t = boost::mpl::vector< TransmissionComplete, ExecutionReport, OrderCancelReject, OrderMassCancelReport, BusinessReject, LogonReply, Logout, ServerHeartbeat, MissedMessageReport, MissedMessageRequestAck, Reject, SystemStatus >
 
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
 

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_SOUTH_AFRICA_XJSE
 
static constexpr Price_t implied_decimal_places =common::implied_decimal_places
 

Detailed Description

Definition at line 590 of file messages.hpp.

Member Typedef Documentation

using jmmcg::exchanges::MIT::JSE::MsgTypes::AppID = common::AppID

Definition at line 602 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::BusinessReject = common::BusinessReject<BusinessRejectSpecific>

Definition at line 627 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::client_to_exchange_messages_container = boost::make_variant_over<client_to_exchange_messages_t>::type

Definition at line 690 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::client_to_exchange_messages_t = boost::mpl::vector< NewOrder, OrderCancelRequest, OrderMassCancelRequest, OrderCancelReplaceRequest, NewOrderCross, LogonRequest, LogoutRequest, ClientHeartbeat, MissedMessageRequest >

Definition at line 639 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::ClientHeartbeat = common::Heartbeat

Definition at line 611 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::ClientOrderID_t = common::ClientOrderID_t

Definition at line 598 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::exchange_to_client_messages_container = boost::make_variant_over<exchange_to_client_messages_t>::type

Definition at line 691 of file messages.hpp.

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

Definition at line 654 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::ExecType = common::ExecType

Definition at line 601 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::ExecutionReport = JSE::ExecutionReport

Definition at line 624 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::Header_t = common::Header

Definition at line 606 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::logon_args_t = JSE::logon_args_t

Definition at line 604 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::LogonReply = JSE::LogonResponse

Definition at line 608 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::LogonRequest = JSE::Logon

Definition at line 607 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::Logout = LogoutRequest

Definition at line 610 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::LogoutRequest = common::LogoutRequest

Definition at line 609 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::MissedMessageReport = common::MissedMessageReport

Definition at line 616 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::MissedMessageRequest = common::MissedMessageRequest

Definition at line 614 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::MissedMessageRequestAck = common::MissedMessageRequestAck

Definition at line 615 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::NewOrder = JSE::NewOrder

Definition at line 619 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::NewOrderCross = JSE::NewOrderCross

Definition at line 623 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::OrderCancelReject = common::OrderCancelReject<OrderCancelRejectSpecific>

Definition at line 625 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::OrderCancelReplaceRequest = JSE::OrderCancelReplaceRequest

Definition at line 622 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::OrderCancelRequest = JSE::OrderCancelRequest

Definition at line 620 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::OrderMassCancelReport = common::OrderMassCancelReport<OrderMassCancelReportSpecific>

Definition at line 626 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::OrderMassCancelRequest = common::OrderMassCancelRequest<OrderMassCancelRequestSpecific1, OrderMassCancelRequestSpecific2>

Definition at line 621 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::OrderStatus = common::OrderStatus

Definition at line 603 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::OrderType = common::OrderType

Definition at line 599 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::Password_t = JSE::Password_t

Definition at line 595 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::Price_t = common::Price_t

Definition at line 597 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::Reject = common::Reject<mit_jse::reject_codes_enum, static_cast<mit_jse::reject_codes_enum>(102)>

Definition at line 613 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::SecurityID_t = common::SecurityID_t

Definition at line 596 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::ServerHeartbeat = common::Heartbeat

Definition at line 612 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::Side = common::Side

Definition at line 600 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::SystemStatus = common::SystemStatus

Definition at line 618 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::TransmissionComplete = JSE::TransmissionComplete

Definition at line 617 of file messages.hpp.

using jmmcg::exchanges::MIT::JSE::MsgTypes::UserName_t = JSE::CompID_t

Definition at line 594 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 656 of file messages.hpp.

Member Function Documentation

std::ostream & jmmcg::exchanges::MIT::JSE::MsgTypes::to_stream ( std::ostream &  os)
inlinestaticnoexcept

Definition at line 120 of file messages_impl.hpp.

Member Data Documentation

constexpr MsgTypes::Price_t jmmcg::exchanges::MIT::JSE::MsgTypes::implied_decimal_places =common::implied_decimal_places
static

Definition at line 693 of file messages.hpp.

constexpr const jmmcg::exchanges::common::mic_codes::ISO_10383_MIC_Codes jmmcg::exchanges::MIT::JSE::MsgTypes::MIC_code =jmmcg::exchanges::common::mic_codes::ISO_10383_MIC_Codes::ISO_10383_SOUTH_AFRICA_XJSE
static

Definition at line 592 of file messages.hpp.

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