fix_client.hpp

Go to the documentation of this file.

#ifndef ISIMUD_EXCHANGES_FIX_v5_0sp2_FIX_CLIENT_HPP
#define ISIMUD_EXCHANGES_FIX_v5_0sp2_FIX_CLIENT_HPP
/******************************************************************************
** Copyright © 2019 by J.M.McGuiness, isimud@hussar.me.uk
**
** This library is free software; you can redistribute it and/or
** modify it under the terms of the GNU Lesser General Public
** License as published by the Free Software Foundation; either
** version 2.1 of the License, or (at your option) any later version.
**
** This library is distributed in the hope that it will be useful,
** but WITHOUT ANY WARRANTY; without even the implied warranty of
** MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
** Lesser General Public License for more details.
**
** You should have received a copy of the GNU Lesser General Public
** License along with this library; if not, write to the Free Software
** Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
*/
 
#include "fix.hpp"
 
#include "core/application.hpp"
#include "core/ave_deviation_meter.hpp"
#include "core/latency_timestamps.hpp"
#include "core/socket_wrapper.hpp"
 
namespace isimud { namespace ISIMUD_VER_NAMESPACE { namespace exchanges { namespace FIX { namespace v5_0sp2 {
 
class fix_client : public libjmmcg::application {
public:
   using base_t=libjmmcg::application;
   using timed_results_t=libjmmcg::ave_deviation_meter<double>;
 
   ALIGN_TO_L1_CACHE static inline constexpr const FIX::common::underlying_fix_data_buffer fix_buffer={
      "8=FIX.5.0\0019=154\00135=D\00134=10\00143=N\00149=VENDOR\00150=CUSTOME\00156=BROKER\00160=19980930-09:25:58\0011=XQCCFUND\00111=10\00121=1\00155=EK\00148=GB0000595859\00122=4\00154=1\00138=10000\00140=2\00144=76.750000\00159=0\00110=092\001"
   };
   static inline MsgTypes::NewOrderSingle const &send_fix_msg=reinterpret_cast<MsgTypes::NewOrderSingle const &>(*fix_buffer.begin());
   MsgTypes::BusinessMessageReject receive_fix_msg;
 
   fix_client(boost::asio::ip::address const &addr, unsigned short port_num, libjmmcg::socket::socket_priority priority, std::size_t incoming_cpu, libjmmcg::latency_timestamps_itf &ts) noexcept(false);
 
   void send() noexcept(false);
   void receive() noexcept(false);
 
   void in_order_tx_rx(unsigned long num_loops) noexcept(false);
   std::pair<timed_results_t, bool> in_order_tx_rx_stats(unsigned long num_loops, unsigned short loops_for_conv, double perc_conv_estimate) noexcept(false);
 
   friend std::ostream&
   operator<<(std::ostream &os, fix_client const &fc) noexcept(false);
 
private:
   connection_t client;
   libjmmcg::latency_timestamps_itf &timestamps;
};
 
} } } } }
 
#include "fix_client_impl.hpp"
 
#endif