libjmmcg
release_579_6_g8cffd
A C++ library containing an eclectic mix of useful, advanced components.
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Classes | |
class | client_to_exchange_transformations |
An FIX-protocol message handler. More... | |
class | connectivity_policy |
An implementation of the connectivity policy for the FIX protocol. More... | |
class | exchange_to_client_transformations |
A FIX-protocol-to-client message handler. More... | |
class | Header |
struct | logoff_args_t |
struct | logon_args_t |
class | Message |
The basic, underlying type used to implement FIX message reading. More... | |
class | server_hb_t |
Generate heartbeats from the containing simulator. More... | |
class | simulator_responses |
A simple, FIX-protocol exchange simulator. More... | |
Enumerations | |
enum | : std::size_t { max_size_of_fix_message =sizeof(libjmmcg::uint128_t)*32 } |
Functions | |
constexpr Side | convert (BATSBOE::common::Side a) |
int | convert_price (BATSBOE::common::Price_t const &a, char *buff, std::size_t sz) |
template<class RefData > | |
constexpr int | convert (MIT::common::SecurityID_t const &key, RefData const &ref_data, char *buff, [[maybe_unused]] std::size_t sz) |
ExecType | convert (MIT::common::ExecType const &a) noexcept(false) |
OrdStatus | convert (MIT::common::OrderStatus const &a) noexcept(false) |
int | convert_MIT_price (MIT::common::Price_t const &a, char *buff, std::size_t sz) |
constexpr char | convert (MIT::common::Side const &a) |
template<class MsgVer > | |
class isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::Header | __attribute__ ((packed)) |
template<class MsgVer > | |
isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::Message Header | __attribute__ ((packed)) |
template<class MsgVer > | |
std::ostream & | operator<< (std::ostream &os, Message< MsgVer > const &m) |
int | convert (SecurityID_t const &i, char *buff, std::size_t sz) |
int | convert (std::int32_t a, char *buff, std::size_t sz) noexcept(true) |
int | convert (std::uint32_t a, char *buff, std::size_t sz) noexcept(true) |
int | convert (std::int64_t a, char *buff, std::size_t sz) noexcept(true) |
int | convert (std::uint64_t a, char *buff, std::size_t sz) noexcept(true) |
int | convert (Price_t const &a, char *buff, std::size_t sz) |
template<class Ret > | |
Ret | convert (FIX::common::field_str_const_range_t const &a)=delete |
template<> | |
std::int32_t | convert< std::int32_t > (FIX::common::field_str_const_range_t const &a) |
template<> | |
std::uint32_t | convert< std::uint32_t > (FIX::common::field_str_const_range_t const &a) |
template<> | |
std::uint64_t | convert< std::uint64_t > (FIX::common::field_str_const_range_t const &a) |
template<> | |
std::string | convert< std::string > (FIX::common::field_str_const_range_t const &a) |
template<> | |
Quantity_t | convert< Quantity_t > (FIX::common::field_str_const_range_t const &a) |
template<> | |
SecurityID_t | convert< SecurityID_t > (FIX::common::field_str_const_range_t const &a) |
BOOST_MPL_ASSERT_RELATION ((libjmmcg::enum_tags::mpl::to_array< FieldsFast, FieldsFast::BodyLength >::size),==, sizeof(JMMCG_FIX_MSG_BODY_LENGTH_TAG) -1) | |
BOOST_MPL_ASSERT_RELATION ((libjmmcg::enum_tags::mpl::to_array< FieldsFast, FieldsFast::MsgType >::size), >=, sizeof(JMMCG_FIX_MSG_TYPE_TAG) -1) | |
template<class SrcMsgDetails , class DestMsgDetails > | |
std::ostream & | operator<< (std::ostream &os, client_to_exchange_transformations< SrcMsgDetails, DestMsgDetails > const &ec) noexcept(false) |
template<class SrcMsgDetails , class DestMsgDetails > | |
std::ostream & | operator<< (std::ostream &os, exchange_to_client_transformations< SrcMsgDetails, DestMsgDetails > const &ec) noexcept(false) |
template<class SrcMsgDetails > | |
std::ostream & | operator<< (std::ostream &os, simulator_responses< SrcMsgDetails > const &ec) noexcept(false) |
Variables | |
constexpr const char | Separator ='\001' |
constexpr const unsigned short | CheckSumLength =3 |
constexpr const std::uint64_t | implied_decimal_places =1 |
using isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::checksum_t = typedef std::array<char, CheckSumLength+1> |
using isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::ClientOrderID_t = typedef std::array<char, 20> |
using isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::const_pointer = typedef element_type const * |
using isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::element_type = typedef char |
using isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::field_str_const_range_t = typedef std::pair<const_pointer, const_pointer> |
using isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::field_str_range_t = typedef std::pair<pointer, pointer> |
using isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::Password_t = typedef std::array<char, 25> |
using isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::pointer = typedef element_type * |
using isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::Price_str_t = typedef std::array<char, 25> |
using isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::Reason_t = typedef std::array<char, 20> |
using isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::SecurityID_t = typedef std::array<char, 20> |
using isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::underlying_fix_data_buffer = typedef std::array<element_type, max_size_of_fix_message> |
using isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::UserName_t = typedef std::array<char, 25> |
anonymous enum : std::size_t |
isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::Message Header isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::__attribute__ | ( | (packed) | ) |
class isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::Header isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::__attribute__ | ( | (packed) | ) |
isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::BOOST_MPL_ASSERT_RELATION | ( | (libjmmcg::enum_tags::mpl::to_array< FieldsFast, FieldsFast::BodyLength >::size) | , |
sizeof(JMMCG_FIX_MSG_BODY_LENGTH_TAG) - | 1 | ||
) |
isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::BOOST_MPL_ASSERT_RELATION | ( | (libjmmcg::enum_tags::mpl::to_array< FieldsFast, FieldsFast::MsgType >::size) | , |
>= | , | ||
sizeof(JMMCG_FIX_MSG_TYPE_TAG) - | 1 | ||
) |
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inlineconstexpr |
Definition at line 28 of file batsboe_common_to_fix_conversions.hpp.
References isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Buy, isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Buy, isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Sell, isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Sell, isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Sell_short, isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Sell_short, isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::Sell_short_exempt, and isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Sell_short_exempt.
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inlinedelete |
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inlinenoexcept |
Definition at line 48 of file mit_to_fix_conversions.hpp.
References isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Canceled, isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Cancelled, isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Expired, isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Expired, isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::New, isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::New, isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Rejected, isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Rejected, isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Replaced, isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Replaced, isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Restated, isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Restated, isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Suspended, isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Suspended, isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Trade, isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Trade, isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Trade_Cancel, isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Trade_Correct, isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::TradeCancel, isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::TradeCorrect, isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Triggered, and isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Triggered_or_Activated_by_System.
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inlinenoexcept |
Definition at line 84 of file mit_to_fix_conversions.hpp.
References isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Canceled, isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Cancelled, isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Expired, isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Expired, isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Filled, isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Filled, isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::New, isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::New, isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Partially_filled, isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Partiallyfilled, isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Rejected, isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Rejected, isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::v5_0sp2::Suspended, and isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Suspended.
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inlineconstexpr |
Note that only ISIN symbology is supported.
Definition at line 35 of file mit_to_fix_conversions.hpp.
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inlineconstexpr |
Definition at line 118 of file mit_to_fix_conversions.hpp.
References isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Buy, and isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::Sell.
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inline |
Definition at line 63 of file conversions.hpp.
References implied_decimal_places, and jmmcg::LIBJMMCG_VER_NAMESPACE::tostring().
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inline |
Assumes the symbol is an ISIN.
Definition at line 35 of file conversions.hpp.
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inlinenoexcept |
Definition at line 43 of file conversions.hpp.
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inlinenoexcept |
Definition at line 53 of file conversions.hpp.
References jmmcg::LIBJMMCG_VER_NAMESPACE::tostring().
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inlinenoexcept |
Definition at line 48 of file conversions.hpp.
References jmmcg::LIBJMMCG_VER_NAMESPACE::tostring().
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inlinenoexcept |
Definition at line 58 of file conversions.hpp.
References jmmcg::LIBJMMCG_VER_NAMESPACE::tostring().
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inline |
Definition at line 95 of file conversions.hpp.
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inline |
Definition at line 101 of file conversions.hpp.
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inline |
Definition at line 71 of file conversions.hpp.
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inline |
Definition at line 89 of file conversions.hpp.
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inline |
Definition at line 77 of file conversions.hpp.
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inline |
Definition at line 83 of file conversions.hpp.
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inline |
Definition at line 109 of file mit_to_fix_conversions.hpp.
References isimud::ISIMUD_VER_NAMESPACE::exchanges::MIT::common::implied_decimal_places, and jmmcg::LIBJMMCG_VER_NAMESPACE::tostring().
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inline |
Definition at line 43 of file batsboe_common_to_fix_conversions.hpp.
References isimud::ISIMUD_VER_NAMESPACE::exchanges::BATSBOE::common::implied_decimal_places, and jmmcg::LIBJMMCG_VER_NAMESPACE::tostring().
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inlinenoexcept |
Definition at line 53 of file processing_rules_impl.hpp.
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inlinenoexcept |
Definition at line 117 of file processing_rules_impl.hpp.
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inline |
Definition at line 410 of file messages_impl.hpp.
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inlinenoexcept |
Definition at line 161 of file processing_rules_impl.hpp.
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constexpr |
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constexpr |
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constexpr |
Definition at line 56 of file types.hpp.
Referenced by isimud::ISIMUD_VER_NAMESPACE::exchanges::FIX::common::Header< MsgVer >::find().