Engine::PreparedMessage Class Reference

Alternative for FIXMessage class. More...

#include <B2BITS_PreparedMessage.h>

Inheritance diagram for Engine::PreparedMessage:

Classes
struct	Field
	Prepared message field. More...

Public Types
enum	{   First = 1000, MsgSeqNum = First, CheckSum, SendingTime,   LastMsgSeqNumProcessed, Last }
	Enumerates indexes for fields. More...

Public Member Functions
char *	getCheckSum (size_t *size) throw ()
	Returns pointer to buffer of the CheckSum field. More...
char *	getMsgSeqNum (size_t *size) throw ()
	Returns pointer to buffer of the MsgSeqNum field. More...
bool	isLastMsgSeqNumProcessedReserved () const throw ()
	Returns true, if LastMsgSeqNumProcessed is initalized. More...
bool	isSendingTimeReserved () const throw ()
	Returns true, if SendingTime is initalized. More...
	PreparedMessage () throw ()
char const *	rawMsg () const throw ()
	Returns pointer to the RAW FIX message. More...
std::size_t	rawMsgSize () const throw ()
	Returns size of the RAW FIX message. More...
void	setCheckSum (char const *value) throw ()
	Updates CheckSum value. More...
void	setLastMsgSeqNumProcessed (int value) throw ()
	Updates LastMsgSeqNumProcessed value. More...
int	setMsgSeqNum (int value) throw ()
	Updates MsgSeqNum value. More...
void	setSendingTime (char const *value, std::size_t size) throw ()
	Updates SendingTime value. More...
void	setSendingTime (UTCTimestamp value) throw ()
	Updates SendingTime value. More...
void	setSendingTime (const TZTimeHelper::UTCTimestamp &value) throw ()
	Updates SendingTime value. More...
size_t	sizeSendingTimeReserved () const throw ()
	Returns size reserved for SendingTime. More...
void	updateCheckSum () throw ()
	Recalculates checksum. More...
virtual	~PreparedMessage () throw ()
	Polymorphous destructor. More...

Protected Member Functions
char *	getChecked (PreparedFieldIndex index, std::size_t *size)
	Returns pointer to the buffer where field value is stored. More...
virtual void	initField (PreparedFieldIndex index, char *start, std::size_t size)
	Initialize PreparedField. More...
void	setBuffer (char *buf, char const *msgStart, std::size_t msgSize) throw ()
	Acquires passed buffer and its size. More...
void	setMsgSize (std::size_t msgSize) throw ()
	Updates size of the RAW FIX message. More...
void	setMsgStart (char const *msgStart) throw ()
	Updates pointer to the RAW FIX message. More...

Static Protected Member Functions
static void	set (Field const &field, char const *value, std::size_t size) throw ()
	Copies passed value to the message. More...
static void	set (Field const &field, char value) throw ()
	Copies passed value to the message. More...
static void	set (Field const &field, bool value) throw ()
	Copies passed value to the message. More...
static void	set (Field const &field, UTCTimestamp value) throw ()
	Copies passed value to the message. More...
static void	set (Field const &field, const TZTimeHelper::UTCTimestamp &value) throw ()
	Copies passed value to the message. More...
static bool	set (Field const &field, System::u32 value) throw ()
	Copies passed value to the message. More...
static bool	set (Field const &field, System::u64 value) throw ()
	Copies passed value to the message. More...
static bool	set (Field const &field, System::i32 value) throw ()
	Copies passed value to the message. More...
static bool	set (Field const &field, System::i64 value) throw ()
	Copies passed value to the message. More...
static void	set (Field const &field, Decimal const &value) throw ()
	Copies passed value to the message. More...

Friends
class	FIXMessage

Detailed Description

Alternative for FIXMessage class.

Improves latency of the Session::put method if user sends same message many times and size of the volatile fields do not change. Volatile fields are fields which user changes between Session::put calls (e.g. OrderQty, Price, TransactTime, etc).

Sample of usage:

Engine::Session* initiator;
// ... create session

// Replace this string with correct raw FIX message 
std::string const RAW_MSG = "8= ... NEW ORDER SINGLE RAW FIX MESSAGE HERE... ";

// Create New Order Single FIXMessage skeleton from raw fix message
Engine::FIXMessage* msg = Engine::FIXMsgProcessor::singleton()->parse( RAW_MSG );

//
// Reserve space for volatile fields. 
//
msg->reserve( FIXFields::ClOrdID,       0, 10 ); // Assign index 0 for ClOrdID
msg->reserve( FIXFields::Price,         1, 7 );  // Assign index 1 for Price
msg->reserve( FIXFields::OrderQty,      2, 2 );  // Assign index 2 for OrderQty, etc.
msg->reserve( FIXFields::TransactTime,  3, Engine::UTCTimestamp::ValueSizeWithMilliseconds );
msg->reserve( FIXFields::SendingTime,   4, Engine::UTCTimestamp::ValueSizeWithMilliseconds );

//
// Reserve space for Session Level Fields like SenderCompID, TargetCompID, etc.
//
size_t const MsgSeqNumFieldSize = 7; // 7 digits for MsgSeqNum. Max value would be 9,999,999
Engine::PutMessageOptions putOptions;
putOptions.overrideSendingTime_ = false;
initiator_->inflate( msg, MsgSeqNumFieldSize, &putOptions );

// Create Prepared Message
Engine::GenericPreparedMessage preparedMessage( msg );

//
// Main sending loop
//
size_t sz;
size_t const TEST_COUNT = 1000000;
for( size_t i = 0; i < TEST_COUNT; ++i ) {

    //
    // Update volatile fields which were reserved later
    //
    preparedMessage.set( 0, static_cast<int>( i ) ); // ClOrdID
    preparedMessage.set( 1, Engine::Decimal( 100023, -2 ) ); // Price
    preparedMessage.set( 2, 10 ); // OrderQty
    preparedMessage.set( 3, Engine::UTCTimestamp::now() ); // TransactTime
    preparedMessage.set( 4, preparedMessage.get( 3, &sz ), Engine::UTCTimestamp::ValueSizeWithMilliseconds ); // TransactTime

    // Put message to session
    initiator_->put( &preparedMessage );
}

Member Enumeration Documentation

anonymous enum

anonymous enum

Enumerates indexes for fields.

Enumerator
First	First field index.
MsgSeqNum	MsgSeqNum field.
CheckSum	CheckSum field.
SendingTime	SendingTime field.
LastMsgSeqNumProcessed	LastMsgSeqNumProcessed field.
Last	Last field index + 1.

Constructor & Destructor Documentation

PreparedMessage()

Engine::PreparedMessage::PreparedMessage	(		)
throw	(
	)

~PreparedMessage()

virtual Engine::PreparedMessage::~PreparedMessage ( ) throw ( )

virtual

Polymorphous destructor.

Member Function Documentation

getChecked()

char* Engine::PreparedMessage::getChecked ( PreparedFieldIndex  index, std::size_t *  size  )

protected

Returns pointer to the buffer where field value is stored.

Parameters

[in]	index	Index of the field
[out]	size	Size of the field value

Exceptions

Utils::Exception

if index is out of range

getCheckSum()

char * Engine::PreparedMessage::getCheckSum ( size_t *  size ) throw ( )

inline

Returns pointer to buffer of the CheckSum field.

getMsgSeqNum()

char * Engine::PreparedMessage::getMsgSeqNum ( size_t *  size ) throw ( )

inline

Returns pointer to buffer of the MsgSeqNum field.

initField()

virtual void Engine::PreparedMessage::initField ( PreparedFieldIndex  index, char *  start, std::size_t  size  )

protectedvirtual

Initialize PreparedField.

Used by FA in the FIXMessage::prepare.

isLastMsgSeqNumProcessedReserved()

bool Engine::PreparedMessage::isLastMsgSeqNumProcessedReserved ( ) const throw ( )

inline

Returns true, if LastMsgSeqNumProcessed is initalized.

References First, LastMsgSeqNumProcessed, and Engine::PreparedMessage::Field::size_.

isSendingTimeReserved()

bool Engine::PreparedMessage::isSendingTimeReserved ( ) const throw ( )

inline

Returns true, if SendingTime is initalized.

References First, SendingTime, and Engine::PreparedMessage::Field::size_.

rawMsg()

char const * Engine::PreparedMessage::rawMsg ( ) const throw ( )

inline

Returns pointer to the RAW FIX message.

rawMsgSize()

std::size_t Engine::PreparedMessage::rawMsgSize ( ) const throw ( )

inline

Returns size of the RAW FIX message.

set() [1/10]

void Engine::PreparedMessage::set ( Field const &  field, char const *  value, std::size_t  size  ) throw ( )

inlinestaticprotected

Copies passed value to the message.

Referenced by Engine::GenericPreparedMessage::set(), setCheckSum(), setLastMsgSeqNumProcessed(), setMsgSeqNum(), and setSendingTime().

set() [2/10]

void Engine::PreparedMessage::set ( Field const &  field, char  value  ) throw ( )

inlinestaticprotected

Copies passed value to the message.

set() [3/10]

void Engine::PreparedMessage::set ( Field const &  field, bool  value  ) throw ( )

inlinestaticprotected

Copies passed value to the message.

set() [4/10]

void Engine::PreparedMessage::set ( Field const &  field, UTCTimestamp  value  ) throw ( )

inlinestaticprotected

Copies passed value to the message.

References Engine::UTCTimestamp::ValueSizeNoMilliseconds, and Engine::UTCTimestamp::ValueSizeWithMilliseconds.

set() [5/10]

void Engine::PreparedMessage::set ( Field const &  field, const TZTimeHelper::UTCTimestamp &  value  ) throw ( )

inlinestaticprotected

Copies passed value to the message.

References Engine::TZTimeHelper::Microseconds, Engine::TZTimeHelper::Milliseconds, Engine::TZTimeHelper::Nanoseconds, Engine::TZTimeHelper::Picoseconds, Engine::TZTimeHelper::Seconds, Engine::TZTimeHelper::utcTimestampToString(), Engine::TZTimeHelper::ValueSizeBufferTZTimestamp, Engine::TZTimeHelper::ValueSizeUTCTimestampMicro, Engine::TZTimeHelper::ValueSizeUTCTimestampMilli, Engine::TZTimeHelper::ValueSizeUTCTimestampNano, Engine::TZTimeHelper::ValueSizeUTCTimestampPico, and Engine::TZTimeHelper::ValueSizeUTCTimestampSec.

set() [6/10]

bool Engine::PreparedMessage::set ( Field const &  field, System::u32  value  ) throw ( )

inlinestaticprotected

Copies passed value to the message.

Returns

true if value was written completely.

set() [7/10]

bool Engine::PreparedMessage::set ( Field const &  field, System::u64  value  ) throw ( )

inlinestaticprotected

Copies passed value to the message.

Returns

true if value was written completely.

set() [8/10]

bool Engine::PreparedMessage::set ( Field const &  field, System::i32  value  ) throw ( )

inlinestaticprotected

Copies passed value to the message.

Returns

true if value was written completely.

set() [9/10]

bool Engine::PreparedMessage::set ( Field const &  field, System::i64  value  ) throw ( )

inlinestaticprotected

Copies passed value to the message.

Returns

true if value was written completely.

set() [10/10]

void Engine::PreparedMessage::set ( Field const &  field, Decimal const &  value  ) throw ( )

inlinestaticprotected

Copies passed value to the message.

setBuffer()

void Engine::PreparedMessage::setBuffer ( char *  buf, char const *  msgStart, std::size_t  msgSize  ) throw ( )

inlineprotected

Acquires passed buffer and its size.

Used by FA in the FIXMessage::prepare

setCheckSum()

void Engine::PreparedMessage::setCheckSum ( char const *  value ) throw ( )

inline

Updates CheckSum value.

Parameters

value

Buffer of three bytes

References set().

setLastMsgSeqNumProcessed()

void Engine::PreparedMessage::setLastMsgSeqNumProcessed ( int  value ) throw ( )

inline

Updates LastMsgSeqNumProcessed value.

References set().

setMsgSeqNum()

int Engine::PreparedMessage::setMsgSeqNum ( int  value ) throw ( )

inline

Updates MsgSeqNum value.

Returns

0 if value was written successfully.

References set().

setMsgSize()

void Engine::PreparedMessage::setMsgSize ( std::size_t  msgSize ) throw ( )

inlineprotected

Updates size of the RAW FIX message.

setMsgStart()

void Engine::PreparedMessage::setMsgStart ( char const *  msgStart ) throw ( )

inlineprotected

Updates pointer to the RAW FIX message.

setSendingTime() [1/3]

void Engine::PreparedMessage::setSendingTime ( char const *  value, std::size_t  size  ) throw ( )

inline

Updates SendingTime value.

References set().

setSendingTime() [2/3]

void Engine::PreparedMessage::setSendingTime ( UTCTimestamp  value ) throw ( )

inline

Updates SendingTime value.

References set().

setSendingTime() [3/3]

void Engine::PreparedMessage::setSendingTime ( const TZTimeHelper::UTCTimestamp &  value ) throw ( )

inline

Updates SendingTime value.

References set().

sizeSendingTimeReserved()

size_t Engine::PreparedMessage::sizeSendingTimeReserved ( ) const throw ( )

inline

Returns size reserved for SendingTime.

References First, SendingTime, and Engine::PreparedMessage::Field::size_.

updateCheckSum()

void Engine::PreparedMessage::updateCheckSum	(		)
throw	(
	)

Recalculates checksum.

Friends And Related Function Documentation

FIXMessage

friend class FIXMessage

friend