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jmmcg::exchanges::MIT::OSLO::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::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 = OSLO::NewOrder
 
using OrderCancelRequest = OSLO::OrderCancelRequest
 
typedef
common::OrderMassCancelRequest
< OrderMassCancelRequestSpecific1
OrderMassCancelRequest
 
using OrderCancelReplaceRequest = OSLO::OrderCancelReplaceRequest
 
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_oslo::reject_codes_enum >>
 
using OrderMassCancelReport = common::OrderMassCancelReport< common::OrderMassCancelReportSpecific< mit_oslo::reject_codes_enum >>
 
using BusinessReject = common::BusinessReject< common::BusinessRejectSpecific< mit_oslo::reject_codes_enum, mit_oslo::reject_codes_enum::Matching_Engine__Unknown_instrument_9000 >>
 
using LogonReply = OSLO::LogonReply
 
typedef
common::MissedMessageRequestAck 
MissedMessageRequestAck
 
typedef common::MissedMessageReport MissedMessageReport
 
using Reject = common::Reject< mit_oslo::reject_codes_enum, mit_oslo::reject_codes_enum::Native_Trading_Gateway__Message_not_supported_102 >
 
typedef common::SystemStatus SystemStatus
 
using Logout = LogoutRequest
 
using client_to_exchange_messages_t = boost::mpl::vector< NewOrder, OrderCancelRequest, OrderMassCancelRequest, OrderCancelReplaceRequest, 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 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_NORWAY_XOSL
 
static constexpr Price_t implied_decimal_places =common::implied_decimal_places
 

Detailed Description

Definition at line 224 of file messages.hpp.

Member Typedef Documentation

Definition at line 253 of file messages.hpp.

using jmmcg::exchanges::MIT::OSLO::MsgTypes::Reject = common::Reject<mit_oslo::reject_codes_enum, mit_oslo::reject_codes_enum::Native_Trading_Gateway__Message_not_supported_102>

Definition at line 257 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 287 of file messages.hpp.

Member Function Documentation

jmmcg::exchanges::MIT::OSLO::MsgTypes::BOOST_MPL_ASSERT_RELATION ( max_msg_size  ,
>=  ,
header_t_size   
)
std::ostream & jmmcg::exchanges::MIT::OSLO::MsgTypes::to_stream ( std::ostream &  os)
inlinestaticnoexcept

Definition at line 31 of file messages_impl.hpp.

Member Data Documentation

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

Definition at line 325 of file messages.hpp.

Definition at line 226 of file messages.hpp.


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