A simple, MIT-protocol exchange simulator. More...

#include <processing_rules.hpp>

Inheritance diagram for isimud::exchanges::MIT::common::simulator_responses< SrcMsgDetails, SktT >:

Collaboration diagram for isimud::exchanges::MIT::common::simulator_responses< SrcMsgDetails, SktT >:

Classes
struct	state_machine_t

Public Types
using	base_t = exchanges::common::simulator_responses< SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SktT >

using	msg_details_t = typename base_t::msg_details_t

using	socket_t = typename base_t::socket_t

Public Types inherited from isimud::exchanges::common::simulator_responses< SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SktT >
using	base_t = message_responses< SrcMsgDetails, SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, typename SrcMsgDetails ::client_to_exchange_messages_t, SktT >

using	msg_details_t = typename base_t::src_msg_details_t

using	src_msg_details_t = msg_details_t

using	socket_t = typename base_t::socket_t

using	derived_t = typename base_t::derived_t

using	Price_t = typename std::conditional< std::is_integral< typename msg_details_t::Price_t >::value, typename msg_details_t::Price_t, std::uint64_t >::type

Public Types inherited from isimud::exchanges::common::message_responses< SrcMsgDetails, SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SrcMsgDetails ::client_to_exchange_messages_t, SktT >
using	src_msg_details_t = SrcMsgDetails
	A type containing the details of the messages that will be received from the client. More...

using	dest_msg_details_t = SrcMsgDetails
	A type containing the details of the messages that will be sent to the exchange. More...

using	derived_t = simulator_responses< SrcMsgDetails, SktT >

using	flow_msg_types = SrcMsgDetails ::client_to_exchange_messages_t

using	socket_t = SktT

Public Member Functions
	simulator_responses () noexcept(true)

constexpr	simulator_responses (simulator_responses const &sr) noexcept(true)

bool	process_msg (typename msg_details_t::msg_buffer_t const &buff, socket_t &exchg_skt, socket_t &client_skt) override

std::string	to_string () const noexcept(false)

Public Member Functions inherited from isimud::exchanges::common::simulator_responses< SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SktT >
virtual bool	process_msg (typename src_msg_details_t::msg_buffer_t const &buff, socket_t &exchg_skt, socket_t &client_skt) override=0

std::string	to_string () const noexcept(false)

Static Public Attributes
static constexpr Reason_t	logout_reason {"snafu\0"}

static constexpr msg_details_t::SecurityID_t	instrumentID =133215
	The only valid instrument, all others will be rejected. More...

static constexpr msg_details_t::SecurityID_t	invalidInstrumentID =1
	An invalid instrument, that will be rejected. More...

static constexpr std::chrono::seconds	logout_timeout {3}

Static Public Attributes inherited from isimud::exchanges::common::simulator_responses< SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SktT >
static constexpr msg_details_t::UserName_t	username
	The only valid username. More...

static constexpr msg_details_t::Password_t	password
	The only valid password. More...

static constexpr msg_details_t::Password_t	new_password
	The only valid new password. More...

static constexpr std::int32_t	quantity_limit
	The magic quantity value. More...

static constexpr Price_t	price
	For limit orders, this is the price at which the order will be traded, otherwise it will be left "on the market". More...

static constexpr Price_t	scaled_price
	For limit orders, this is the native, scaled price at which the order will be traded, otherwise it will be left "on the market", which is used within the simulator. More...

Additional Inherited Members
Protected Types inherited from isimud::exchanges::common::simulator_responses< SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SktT >
using	order_book_t = std::map< typename msg_details_t::ClientOrderID_t, typename msg_details_t::NewOrder >

Protected Member Functions inherited from isimud::exchanges::common::simulator_responses< SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SktT >
	simulator_responses ()=default

	simulator_responses (simulator_responses const &)=default

Protected Attributes inherited from isimud::exchanges::common::simulator_responses< SrcMsgDetails, simulator_responses< SrcMsgDetails, SktT >, SktT >
order_book_t	order_book

std::int32_t	sequenceNumber

Detailed Description

template<class SrcMsgDetails, class SktT>
class isimud::exchanges::MIT::common::simulator_responses< SrcMsgDetails, SktT >

A simple, MIT-protocol exchange simulator.

The behaviour of this simulator is a simplification derived from the specification in [1]. [1] "MIT203 - MILLENNIUM EXCHANGE Native Trading Gateway"

Definition at line 187 of file processing_rules.hpp.

Member Typedef Documentation

◆ base_t

template<class SrcMsgDetails , class SktT >

using isimud::exchanges::MIT::common::simulator_responses< SrcMsgDetails, SktT >::base_t = exchanges::common::simulator_responses<SrcMsgDetails, simulator_responses<SrcMsgDetails, SktT>, SktT>

Definition at line 189 of file processing_rules.hpp.

◆ msg_details_t

template<class SrcMsgDetails , class SktT >

using isimud::exchanges::MIT::common::simulator_responses< SrcMsgDetails, SktT >::msg_details_t = typename base_t::msg_details_t

Definition at line 190 of file processing_rules.hpp.

◆ socket_t

template<class SrcMsgDetails , class SktT >

using isimud::exchanges::MIT::common::simulator_responses< SrcMsgDetails, SktT >::socket_t = typename base_t::socket_t

Definition at line 191 of file processing_rules.hpp.

Constructor & Destructor Documentation

◆ simulator_responses() [1/2]

template<class SrcMsgDetails , class SktT >

isimud::exchanges::MIT::common::simulator_responses< SrcMsgDetails, SktT >::simulator_responses ( )

inlinenoexcept

Definition at line 200 of file processing_rules.hpp.

◆ simulator_responses() [2/2]

template<class SrcMsgDetails , class SktT >

constexpr isimud::exchanges::MIT::common::simulator_responses< SrcMsgDetails, SktT >::simulator_responses ( simulator_responses< SrcMsgDetails, SktT > const & sr )

inlineconstexprnoexcept

Definition at line 203 of file processing_rules.hpp.

Member Function Documentation

◆ process_msg()

template<class SrcMsgDetails , class SktT >

bool isimud::exchanges::MIT::common::simulator_responses< SrcMsgDetails, SktT >::process_msg	(	typename msg_details_t::msg_buffer_t const &	buff,
		socket_t &	exchg_skt,
		socket_t &	client_skt
	)

inlineoverride

Returns: False to continue processing messages, true otherwise.

Definition at line 573 of file processing_rules_impl.hpp.

◆ to_string()

template<class SrcMsgDetails , class SktT >

std::string isimud::exchanges::MIT::common::simulator_responses< SrcMsgDetails, SktT >::to_string ( ) const

inlinenoexcept

Definition at line 581 of file processing_rules_impl.hpp.

Member Data Documentation

◆ instrumentID

template<class SrcMsgDetails , class SktT >

constexpr msg_details_t::SecurityID_t isimud::exchanges::MIT::common::simulator_responses< SrcMsgDetails, SktT >::instrumentID =133215

inlinestaticconstexpr

The only valid instrument, all others will be rejected.

VODAFONE.

Definition at line 195 of file processing_rules.hpp.

◆ invalidInstrumentID

template<class SrcMsgDetails , class SktT >

constexpr msg_details_t::SecurityID_t isimud::exchanges::MIT::common::simulator_responses< SrcMsgDetails, SktT >::invalidInstrumentID =1

inlinestaticconstexpr

An invalid instrument, that will be rejected.

Definition at line 197 of file processing_rules.hpp.

◆ logout_reason

template<class SrcMsgDetails , class SktT >

constexpr Reason_t isimud::exchanges::MIT::common::simulator_responses< SrcMsgDetails, SktT >::logout_reason {"snafu\0"}

inlinestaticconstexpr

Definition at line 193 of file processing_rules.hpp.

◆ logout_timeout

template<class SrcMsgDetails , class SktT >

constexpr std::chrono::seconds isimud::exchanges::MIT::common::simulator_responses< SrcMsgDetails, SktT >::logout_timeout {3}

inlinestaticconstexpr

Definition at line 198 of file processing_rules.hpp.

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

isimud/exchanges/MIT/common/processing_rules.hpp
isimud/exchanges/MIT/common/processing_rules_impl.hpp

Classes

Public Types

Public Member Functions

Static Public Attributes

Additional Inherited Members

Detailed Description

template<class SrcMsgDetails, class SktT> class isimud::exchanges::MIT::common::simulator_responses< SrcMsgDetails, SktT >

Member Typedef Documentation

◆ base_t

◆ msg_details_t

◆ socket_t

Constructor & Destructor Documentation

◆ simulator_responses() [1/2]

◆ simulator_responses() [2/2]

Member Function Documentation

◆ process_msg()

◆ to_string()

Member Data Documentation

◆ instrumentID

◆ invalidInstrumentID

◆ logout_reason

◆ logout_timeout

template<class SrcMsgDetails, class SktT>
class isimud::exchanges::MIT::common::simulator_responses< SrcMsgDetails, SktT >