messages.hpp File Reference

#include "types.hpp"
#include "optional_field_types.hpp"
#include "../../common/iso_10383_mic_codes.hpp"
#include "core/memops.hpp"
#include <chrono>
#include "messages_impl.hpp"

Include dependency graph for messages.hpp:

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Go to the source code of this file.

Classes
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::logon_args_t
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::logoff_args_t
class	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Header< MsgT, Msg >
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::LogonRequest< MsgT, Msg >
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::LogoutRequest
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ClientHeartbeat
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::LogonReply< MsgT, Msg >
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Logout
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ServerHeartbeat
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ReplayComplete
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::NewOrder
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::CancelOrder
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::ModifyOrder
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OrderAcknowledgement
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OrderRejected
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OrderModified
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OrderRestated
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::UserModifyRejected
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OrderCancelled
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::CancelRejected
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::OrderExecution
struct	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::TradeCancelOrCorrect

Namespaces
namespace	isimud
namespace	isimud::ISIMUD_VER_NAMESPACE
namespace	isimud::ISIMUD_VER_NAMESPACE::exchanges
namespace	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE
namespace	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common

Typedefs
using	MsgType_t = MsgT
using	MsgTypes_t = common::MsgType_t
using	Header_t = Header< MsgT, Msg >
using	bitfields_to_type_map = optional::NewOrder::bitfields_to_type_map
using	bitfields_tags_type = bitfields_to_type_map::bitfields_tags_type
using	RejectCode_t = int

Enumerations
enum	: typename std::underlying_type< MsgType_t >::type { static_type =static_cast<typename std::underlying_type<MsgType_t>::type>(Msg) }
enum	: bool { has_static_size =false }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: common::Quantity_t { seq_num =0 }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: common::Quantity_t { seq_num =0 }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }
enum	: std::size_t { header_t_size =sizeof(Header_t) }

Functions
template<class MsgT , MsgT Msg>
class isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Header	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::__attribute__ ((packed))
	Header (std::size_t l) noexcept(true) FORCE_INLINE
	Header (std::size_t l, SeqNum_t seqNumber) noexcept(true) FORCE_INLINE
const MsgType_t	type () const noexcept(true)
std::uint16_t	length () const noexcept(true)
	The actual, not the foolish BATSBOE-specified, length which excludes the start_of_message field. More...
bool	is_valid () const noexcept(true)
	Verify that the referenced FIX message is valid. More...
	~Header () noexcept(true)=default
template<class MsgT , MsgT Msg>
isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::LogonRequest Header	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::__attribute__ ((packed))
	LogonRequest (SeqNum_t seqNum, const SessionSubID_t sessionSubID, const UserName_t &UN, const Password_t &P, const bool noUnspec) noexcept(true) FORCE_INLINE
	LogonRequest (logon_args_t const &a) noexcept(true) FORCE_INLINE
template<class SrcMsg >
__stdcall	LogonRequest (SrcMsg const &msg, SeqNum_t seqNum, const SessionSubID_t sessionSubID, const bool noUnspec)=deleteFORCE_INLINE
	Create a message from the source message. More...
	LogoutRequest (SeqNum_t seqNum) noexcept(true) FORCE_INLINE
	LogoutRequest (logoff_args_t const &a) noexcept(true) FORCE_INLINE
template<class SrcMsg >
__stdcall	LogoutRequest (SrcMsg const &msg, SeqNum_t seqNum) noexcept(true)=deleteFORCE_INLINE
	Create a message from the source message. More...
	ClientHeartbeat (SeqNum_t seqNum) noexcept(true) FORCE_INLINE
template<class SrcMsg >
__stdcall	ClientHeartbeat (SrcMsg const &msg, SeqNum_t seqNum) noexcept(true)=deleteFORCE_INLINE
	Create a message from the source message. More...
template<class MsgT , MsgT Msg>
isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::LogonReply Header	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::__attribute__ ((packed))
	LogonReply () noexcept(true) FORCE_INLINE
	LogonReply (SeqNum_t seqNum) noexcept(true) FORCE_INLINE
LoginResponseStatus	rejectCode () const noexcept(true) FORCE_INLINE
void	rejectCode (LoginResponseStatus const &rc) noexcept(true) FORCE_INLINE
	Logout () noexcept(true) FORCE_INLINE
	Logout (SeqNum_t seqNum, LogoutReason lr) noexcept(true) FORCE_INLINE
	ServerHeartbeat (SeqNum_t seqNum) noexcept(true) FORCE_INLINE
template<class SrcMsg >
__stdcall	ServerHeartbeat (SrcMsg const &msg, SeqNum_t seqNum) noexcept(true)=deleteFORCE_INLINE
	Create a message from the source message. More...
	ReplayComplete (SeqNum_t seqNum) noexcept(true) FORCE_INLINE
	NewOrder (SeqNum_t seqNum, ClientOrderID_t const &clID, OrdType const oT, TIF const t, Side const s, SecurityID_t instID, common::Quantity_t ordQty, Price_t p) noexcept(true) FORCE_INLINE
template<class SrcMsg >
__stdcall	NewOrder (SrcMsg const &msg, SeqNum_t seqNum) noexcept(true)=deleteFORCE_INLINE
	Create a message from the source message. More...
ClientOrderID_t const &	clientOrderID () const noexcept(true)
void	clientOrderID (ClientOrderID_t const &clID) noexcept(true)
common::Quantity_t	orderQty () const noexcept(true)
void	orderQty (common::Quantity_t i) noexcept(true)
OrdType const &	orderType () const noexcept(true)
void	orderType (OrdType const &i) noexcept(true)
void	side (common::Side i) noexcept(true)
SecurityID_t const &	instrumentID () const noexcept(true)
void	instrumentID (SecurityID_t const &i) noexcept(true)
Price_t	limitPrice () const noexcept(true)
void	limitPrice (Price_t p) noexcept(true)
TIF	tif () const noexcept(true)
void	tif (TIF t) noexcept(true)
	CancelOrder (SeqNum_t seqNum, ClientOrderID_t const &origclID) noexcept(true) FORCE_INLINE
template<class SrcMsg >
__stdcall	CancelOrder (SrcMsg const &msg, SeqNum_t seqNum) noexcept(true)=deleteFORCE_INLINE
	Create a message from the source message. More...
ClientOrderID_t const &	originalClientOrderID () const noexcept(true)
void	originalClientOrderID (ClientOrderID_t const &origclID) noexcept(true)
	ModifyOrder (SeqNum_t seqNum, ClientOrderID_t const &clID, common::Quantity_t ordQty, Price_t p, Side s) noexcept(true) FORCE_INLINE
template<class SrcMsg >
__stdcall	ModifyOrder (SrcMsg const &msg, SeqNum_t seqNum) noexcept(true)=deleteFORCE_INLINE
	Create a message from the source message. More...
void	side (Side i) noexcept(true)
	OrderAcknowledgement (SeqNum_t seqNum, ClientOrderID_t const &clID) noexcept(true) FORCE_INLINE
	OrderRejected () noexcept(true) FORCE_INLINE
	OrderRejected (SeqNum_t seqNum, ClientOrderID_t const &clID, OrderRejectReason orr) noexcept(true) FORCE_INLINE
	OrderModified () noexcept(true) FORCE_INLINE
	OrderModified (SeqNum_t seqNum, ClientOrderID_t const &clID, Price_t p, Side s, common::Quantity_t ordQty) noexcept(true) FORCE_INLINE
	OrderRestated (SeqNum_t seqNum, ClientOrderID_t const &clID) noexcept(true) FORCE_INLINE
	UserModifyRejected () noexcept(true) FORCE_INLINE
	UserModifyRejected (SeqNum_t seqNum, ClientOrderID_t const &clID, OrderRejectReason orr) noexcept(true) FORCE_INLINE
	OrderCancelled () noexcept(true) FORCE_INLINE
	OrderCancelled (SeqNum_t seqNum, ClientOrderID_t const &clID, OrderRejectReason orr, Price_t p, Side s, common::Quantity_t ls, common::Quantity_t ordQty) noexcept(true) FORCE_INLINE
common::Quantity_t	leavesQty () const noexcept(true)
Price_t	lastPrice () const noexcept(true)
	CancelRejected () noexcept(true) FORCE_INLINE
	CancelRejected (SeqNum_t seqNum, ClientOrderID_t const &clID, OrderRejectReason crr) noexcept(true) FORCE_INLINE
	OrderExecution () noexcept(true) FORCE_INLINE
	OrderExecution (SeqNum_t seqNum, ClientOrderID_t const &clID, Price_t const price, SecurityID_t const &instID, Side s) noexcept(true) FORCE_INLINE
Price_t	executedPrice () const noexcept(true)
void	executedPrice (Price_t p) noexcept(true)
common::Quantity_t	executedQty () const noexcept(true)
void	executedQty (common::Quantity_t eq) noexcept(true)
void	leavesQty (common::Quantity_t eq) noexcept(true)
	TradeCancelOrCorrect (SeqNum_t seqNum, ClientOrderID_t const &clID) noexcept(true) FORCE_INLINE

Variables
const uint16_t	isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::msg_start_code =0xBABA
const std::uint16_t	start_of_message =msg_start_code
std::uint16_t	length_
const MsgType_t	type_ {Msg}
const std::uint8_t	matchingUnit =0
const SeqNum_t	sequenceNumber
const SessionSubID_t	sessionSubID
const UserName_t	userName
const Password_t	password
const uint8_t	noUnspecifiedUnitReplay
optional::LogonTypes::OrderAcknowledgement::bitfields	orderAcknowledgement_bitfields
optional::LogonTypes::OrderRejected::bitfields	orderRejected_bitfields
optional::LogonTypes::OrderModified::bitfields	orderModified_bitfields
optional::LogonTypes::OrderRestated::bitfields	orderRestated_bitfields
const optional::LogonTypes::UserModifyRejected::bitfields	userModifyRejected_bitfields
optional::LogonTypes::OrderCancelled::bitfields	orderCancelled_bitfields
optional::LogonTypes::OrderExecution::bitfields	orderExecution_bitfields
optional::LogonTypes::TradeCancelCorrect::bitfields	tradeCancelCorrect_bitfields
optional::LogonTypes::Reserved::bitfields	reserved_bitfields
optional::LogonTypes::TradeCaptureReportAck::bitfields	tradeCaptureReportAck_bitfields
optional::LogonTypes::TradeCaptureReportRej::bitfields	tradeCaptureReportRej_bitfields
optional::LogonTypes::TradeCaptureConfirm::bitfields	tradeCaptureConfirm_bitfields
optional::LogonTypes::TradeCaptureDecline::bitfields	tradeCaptureDecline_bitfields
const uint8_t	reserved [128] ={0}
const uint8_t	numberOfUnits =0
LoginResponseStatus	loginResponseStatus
LogoutReason	logoutReason
LogoutReasonText_t	logoutReasonText
common::SeqNum_t	lastReceivedSequenceNumber
const DateTime_t	transactionTime
const OrderRejectReason	orderRejectReason
const OrderRejectReason	modifyRejectReason
const OrderRejectReason	cancelReason
const OrderRejectReason	cancelRejectReason

Typedef Documentation

bitfields_tags_type

using bitfields_tags_type = bitfields_to_type_map::bitfields_tags_type

Definition at line 2 of file messages.hpp.

bitfields_to_type_map

using bitfields_to_type_map = optional::TradeCancelOrCorrect::bitfields_to_type_map

Definition at line 1 of file messages.hpp.

Header_t

using Header_t = Header<MsgType, MsgType::TradeCancelOrCorrect>

Definition at line 0 of file messages.hpp.

MsgType_t

using MsgType_t = MsgT

Definition at line 1 of file messages.hpp.

MsgTypes_t

using MsgTypes_t = common::MsgType_t

Definition at line 2 of file messages.hpp.

RejectCode_t

typedef mit_jse::reject_codes_enum RejectCode_t

Definition at line 3 of file messages.hpp.

Enumeration Type Documentation

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 1 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 1 of file messages.hpp.

anonymous enum

anonymous enum : common::Quantity_t

Enumerator
seq_num

Definition at line 4 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 1 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 1 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 1 of file messages.hpp.

anonymous enum

anonymous enum : common::Quantity_t

Enumerator
seq_num

Definition at line 4 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 1 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 3 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 3 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 3 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 3 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 4 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 3 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 3 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 3 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 3 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 3 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 3 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 3 of file messages.hpp.

anonymous enum

anonymous enum : typename std::underlying_type< MsgType_t >::type

Enumerator
static_type

Definition at line 3 of file messages.hpp.

anonymous enum

anonymous enum : bool

Enumerator
has_static_size	The message is dynamically-sized, not statically, so sizeof(MsgT) is the maximum amount to copy, but it could be less, given by length().

Definition at line 6 of file messages.hpp.

anonymous enum

anonymous enum : std::size_t

Enumerator
header_t_size

Definition at line 1 of file messages.hpp.

Function Documentation

CancelOrder() [1/2]

__attribute__::CancelOrder ( SeqNum_t  seqNum, ClientOrderID_t const &  origclID  )

noexcept

CancelOrder() [2/2]

template<class SrcMsg >

__stdcall __attribute__::CancelOrder ( SrcMsg const &  msg, SeqNum_t  seqNum  )

deletenoexcept

Create a message from the source message.

If an error is generated, then this function will need to be specialised for the particular Msg-type.

Parameters

msg	The source message from which the target message should be created.

CancelRejected() [1/2]

__attribute__::CancelRejected ( )

noexcept

CancelRejected() [2/2]

__attribute__::CancelRejected ( SeqNum_t  seqNum, ClientOrderID_t const &  clID, OrderRejectReason  crr  )

noexcept

ClientHeartbeat() [1/2]

__attribute__::ClientHeartbeat ( SeqNum_t  seqNum )

explicitnoexcept

ClientHeartbeat() [2/2]

template<class SrcMsg >

__stdcall __attribute__::ClientHeartbeat ( SrcMsg const &  msg, SeqNum_t  seqNum  )

explicitdeletenoexcept

Create a message from the source message.

If an error is generated, then this function will need to be specialised for the particular Msg-type.

Parameters

msg	The source message from which the target message should be created.

clientOrderID() [1/2]

ClientOrderID_t const& __attribute__::clientOrderID ( ) const

constexprnoexcept

Definition at line 17 of file messages.hpp.

clientOrderID() [2/2]

void __attribute__::clientOrderID ( ClientOrderID_t const &  clID )

noexcept

Definition at line 20 of file messages.hpp.

executedPrice() [1/2]

Price_t __attribute__::executedPrice ( ) const

noexcept

Definition at line 22 of file messages.hpp.

executedPrice() [2/2]

void __attribute__::executedPrice ( Price_t  p )

noexcept

Definition at line 25 of file messages.hpp.

executedQty() [1/2]

common::Quantity_t __attribute__::executedQty ( ) const

noexcept

Definition at line 29 of file messages.hpp.

executedQty() [2/2]

void __attribute__::executedQty ( common::Quantity_t  eq )

noexcept

Definition at line 32 of file messages.hpp.

Header() [1/2]

__attribute__::Header ( std::size_t  l )

explicitnoexcept

Header() [2/2]

__attribute__::Header ( std::size_t  l, SeqNum_t  seqNumber  )

noexcept

instrumentID() [1/2]

common::SecurityID_t instrumentID ( ) const

noexcept

Definition at line 8 of file messages.hpp.

instrumentID() [2/2]

void instrumentID ( SecurityID_t const &  i )

noexcept

is_valid()

bool __attribute__::is_valid ( ) const

constexprnoexcept

Verify that the referenced FIX message is valid.

Returns

True is the referenced FIX message is valid, false otherwise.

Definition at line 30 of file messages.hpp.

lastPrice()

Price_t __attribute__::lastPrice ( ) const

noexcept

leavesQty() [1/2]

common::Quantity_t __attribute__::leavesQty ( ) const

noexcept

Definition at line 36 of file messages.hpp.

leavesQty() [2/2]

void __attribute__::leavesQty ( common::Quantity_t  eq )

noexcept

Definition at line 39 of file messages.hpp.

length()

std::uint16_t __attribute__::length ( ) const

constexprnoexcept

The actual, not the foolish BATSBOE-specified, length which excludes the start_of_message field.

Definition at line 9 of file socket_server.cpp.

limitPrice() [1/2]

common::Price_t limitPrice ( ) const

noexcept

Definition at line 47 of file messages.hpp.

limitPrice() [2/2]

void limitPrice ( Price_t  p )

noexcept

Definition at line 50 of file messages.hpp.

LogonReply() [1/2]

__attribute__::LogonReply ( )

noexcept

LogonReply() [2/2]

__attribute__::LogonReply ( SeqNum_t  seqNum )

explicitnoexcept

LogonRequest() [1/3]

__attribute__::LogonRequest ( logon_args_t const &  a )

explicitnoexcept

LogonRequest() [2/3]

__attribute__::LogonRequest ( SeqNum_t  seqNum, const SessionSubID_t  sessionSubID, const UserName_t &  UN, const Password_t &  P, const bool  noUnspec  )

noexcept

LogonRequest() [3/3]

template<class SrcMsg >

__stdcall __attribute__::LogonRequest ( SrcMsg const &  msg, SeqNum_t  seqNum, const SessionSubID_t  sessionSubID, const bool  noUnspec  )

delete

Create a message from the source message.

If an error is generated, then this function will need to be specialised for the particular Msg-type.

Parameters

msg	The source message from which the target message should be created.

Logout() [1/2]

__attribute__::Logout ( )

noexcept

Logout() [2/2]

__attribute__::Logout ( SeqNum_t  seqNum, LogoutReason  lr  )

noexcept

LogoutRequest() [1/3]

__attribute__::LogoutRequest ( logoff_args_t const &  a )

explicitnoexcept

LogoutRequest() [2/3]

__attribute__::LogoutRequest ( SeqNum_t  seqNum )

explicitnoexcept

LogoutRequest() [3/3]

template<class SrcMsg >

__stdcall __attribute__::LogoutRequest ( SrcMsg const &  msg, SeqNum_t  seqNum  )

explicitdeletenoexcept

Create a message from the source message.

If an error is generated, then this function will need to be specialised for the particular Msg-type.

Parameters

msg	The source message from which the target message should be created.

ModifyOrder() [1/2]

__attribute__::ModifyOrder ( SeqNum_t  seqNum, ClientOrderID_t const &  clID, common::Quantity_t  ordQty, Price_t  p, Side  s  )

noexcept

ModifyOrder() [2/2]

template<class SrcMsg >

__stdcall __attribute__::ModifyOrder ( SrcMsg const &  msg, SeqNum_t  seqNum  )

explicitdeletenoexcept

Create a message from the source message.

If an error is generated, then this function will need to be specialised for the particular Msg-type.

Parameters

msg	The source message from which the target message should be created.

NewOrder() [1/2]

__attribute__::NewOrder ( SeqNum_t  seqNum, ClientOrderID_t const &  clID, OrdType const  oT, TIF const  t, Side const  s, SecurityID_t  instID, common::Quantity_t  ordQty, Price_t  p  )

explicitnoexcept

NewOrder() [2/2]

template<class SrcMsg >

__stdcall __attribute__::NewOrder ( SrcMsg const &  msg, SeqNum_t  seqNum  )

explicitdeletenoexcept

Create a message from the source message.

If an error is generated, then this function will need to be specialised for the particular Msg-type.

Parameters

msg	The source message from which the target message should be created.

OrderAcknowledgement()

__attribute__::OrderAcknowledgement ( SeqNum_t  seqNum, ClientOrderID_t const &  clID  )

explicitnoexcept

OrderCancelled() [1/2]

__attribute__::OrderCancelled ( )

explicitnoexcept

OrderCancelled() [2/2]

__attribute__::OrderCancelled ( SeqNum_t  seqNum, ClientOrderID_t const &  clID, OrderRejectReason  orr, Price_t  p, Side  s, common::Quantity_t  ls, common::Quantity_t  ordQty  )

explicitnoexcept

OrderExecution() [1/2]

__attribute__::OrderExecution ( )

noexcept

OrderExecution() [2/2]

__attribute__::OrderExecution ( SeqNum_t  seqNum, ClientOrderID_t const &  clID, Price_t const  price, SecurityID_t const &  instID, Side  s  )

noexcept

OrderModified() [1/2]

__attribute__::OrderModified ( )

explicitnoexcept

OrderModified() [2/2]

__attribute__::OrderModified ( SeqNum_t  seqNum, ClientOrderID_t const &  clID, Price_t  p, Side  s, common::Quantity_t  ordQty  )

explicitnoexcept

orderQty() [1/2]

order_qty_t orderQty ( ) const

constexprnoexcept

Definition at line 24 of file messages.hpp.

orderQty() [2/2]

void orderQty ( common::Quantity_t  i )

noexcept

Definition at line 27 of file messages.hpp.

OrderRejected() [1/2]

__attribute__::OrderRejected ( )

noexcept

OrderRejected() [2/2]

__attribute__::OrderRejected ( SeqNum_t  seqNum, ClientOrderID_t const &  clID, OrderRejectReason  orr  )

noexcept

OrderRestated()

__attribute__::OrderRestated ( SeqNum_t  seqNum, ClientOrderID_t const &  clID  )

explicitnoexcept

orderType() [1/2]

OrdType const& __attribute__::orderType ( ) const

noexcept

Definition at line 43 of file messages.hpp.

orderType() [2/2]

void __attribute__::orderType ( OrdType const &  i )

noexcept

originalClientOrderID() [1/2]

ClientOrderID_t const & originalClientOrderID ( ) const

noexcept

Definition at line 17 of file messages.hpp.

originalClientOrderID() [2/2]

void originalClientOrderID ( ClientOrderID_t const &  origclID )

noexcept

Definition at line 20 of file messages.hpp.

rejectCode() [1/2]

RejectCode_t rejectCode ( ) const

noexcept

Definition at line 14 of file messages.hpp.

rejectCode() [2/2]

void __attribute__::rejectCode ( LoginResponseStatus const &  rc )

noexcept

Definition at line 17 of file messages.hpp.

ReplayComplete()

__attribute__::ReplayComplete ( SeqNum_t  seqNum )

explicitnoexcept

ServerHeartbeat() [1/2]

__attribute__::ServerHeartbeat ( SeqNum_t  seqNum )

explicitnoexcept

ServerHeartbeat() [2/2]

template<class SrcMsg >

__stdcall __attribute__::ServerHeartbeat ( SrcMsg const &  msg, SeqNum_t  seqNum  )

explicitdeletenoexcept

Create a message from the source message.

If an error is generated, then this function will need to be specialised for the particular Msg-type.

Parameters

msg	The source message from which the target message should be created.

side() [1/2]

void __attribute__::side ( common::Side  i )

noexcept

Definition at line 37 of file messages.hpp.

side() [2/2]

void __attribute__::side ( Side  i )

noexcept

Definition at line 53 of file messages.hpp.

References isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Header::has_static_size.

tif() [1/2]

TIF __attribute__::tif ( ) const

noexcept

Definition at line 71 of file messages.hpp.

tif() [2/2]

void __attribute__::tif ( TIF  t )

noexcept

Definition at line 74 of file messages.hpp.

TradeCancelOrCorrect()

__attribute__::TradeCancelOrCorrect ( SeqNum_t  seqNum, ClientOrderID_t const &  clID  )

explicitnoexcept

type()

const MsgType_t __attribute__::type ( ) const

noexcept

Definition at line 23 of file messages.hpp.

UserModifyRejected() [1/2]

__attribute__::UserModifyRejected ( )

noexcept

UserModifyRejected() [2/2]

__attribute__::UserModifyRejected ( SeqNum_t  seqNum, ClientOrderID_t const &  clID, OrderRejectReason  orr  )

explicitnoexcept

~Header()

__attribute__::~Header ( )

protecteddefaultnoexcept

Variable Documentation

cancelReason

const OrderRejectReason cancelReason

Definition at line 33 of file messages.hpp.

cancelRejectReason

const OrderRejectReason cancelRejectReason

Definition at line 23 of file messages.hpp.

lastReceivedSequenceNumber

common::SeqNum_t lastReceivedSequenceNumber

Definition at line 7 of file messages.hpp.

length_

std::uint16_t length_

protected

Definition at line 13 of file messages.hpp.

loginResponseStatus

LoginResponseStatus loginResponseStatus

Definition at line 9 of file messages.hpp.

logoutReason

LogoutReason logoutReason

Definition at line 5 of file messages.hpp.

logoutReasonText

LogoutReasonText_t logoutReasonText

Definition at line 6 of file messages.hpp.

matchingUnit

const std::uint8_t matchingUnit =0

Definition at line 17 of file messages.hpp.

modifyRejectReason

const OrderRejectReason modifyRejectReason

Definition at line 24 of file messages.hpp.

noUnspecifiedUnitReplay

const uint8_t noUnspecifiedUnitReplay

Definition at line 8 of file messages.hpp.

numberOfUnits

const uint8_t numberOfUnits =0

Definition at line 23 of file messages.hpp.

orderAcknowledgement_bitfields

optional::LogonTypes::OrderAcknowledgement::bitfields orderAcknowledgement_bitfields

Definition at line 9 of file messages.hpp.

orderCancelled_bitfields

optional::LogonTypes::OrderCancelled::bitfields orderCancelled_bitfields

Definition at line 14 of file messages.hpp.

orderExecution_bitfields

optional::LogonTypes::OrderExecution::bitfields orderExecution_bitfields

Definition at line 15 of file messages.hpp.

orderModified_bitfields

optional::LogonTypes::OrderModified::bitfields orderModified_bitfields

Definition at line 11 of file messages.hpp.

orderRejected_bitfields

optional::LogonTypes::OrderRejected::bitfields orderRejected_bitfields

Definition at line 10 of file messages.hpp.

orderRejectReason

const OrderRejectReason orderRejectReason

Definition at line 25 of file messages.hpp.

orderRestated_bitfields

optional::LogonTypes::OrderRestated::bitfields orderRestated_bitfields

Definition at line 12 of file messages.hpp.

password

const Password_t password

Definition at line 7 of file messages.hpp.

reserved

const uint8_t reserved ={0}

Definition at line 22 of file messages.hpp.

reserved_bitfields

optional::LogonTypes::Reserved::bitfields reserved_bitfields

Definition at line 17 of file messages.hpp.

sequenceNumber

const exchanges::BATSBOE::common::SeqNum_t sequenceNumber

Definition at line 18 of file messages.hpp.

sessionSubID

const SessionSubID_t sessionSubID

Definition at line 5 of file messages.hpp.

start_of_message

const std::uint16_t start_of_message =msg_start_code

Definition at line 10 of file messages.hpp.

tradeCancelCorrect_bitfields

optional::LogonTypes::TradeCancelCorrect::bitfields tradeCancelCorrect_bitfields

Definition at line 16 of file messages.hpp.

tradeCaptureConfirm_bitfields

optional::LogonTypes::TradeCaptureConfirm::bitfields tradeCaptureConfirm_bitfields

Definition at line 20 of file messages.hpp.

tradeCaptureDecline_bitfields

optional::LogonTypes::TradeCaptureDecline::bitfields tradeCaptureDecline_bitfields

Definition at line 21 of file messages.hpp.

tradeCaptureReportAck_bitfields

optional::LogonTypes::TradeCaptureReportAck::bitfields tradeCaptureReportAck_bitfields

Definition at line 18 of file messages.hpp.

tradeCaptureReportRej_bitfields

optional::LogonTypes::TradeCaptureReportRej::bitfields tradeCaptureReportRej_bitfields

Definition at line 19 of file messages.hpp.

transactionTime

const DateTime_t transactionTime

Definition at line 7 of file messages.hpp.

type_

const MsgType_t type_ {Msg}

Definition at line 16 of file messages.hpp.

userModifyRejected_bitfields

const optional::LogonTypes::UserModifyRejected::bitfields userModifyRejected_bitfields

Definition at line 13 of file messages.hpp.

userName

const UserName_t userName

Definition at line 6 of file messages.hpp.