B2BITS FIX Antenna C++  2.27.0
Classes | Typedefs | Enumerations
Bovespa Namespace Reference

FAST/FIX Bovespa namespace. More...

Classes

class  BovespaApplication
 Represents Bovespa application. More...
 
class  BovespaApplicationListener
 Represents Bovespa application listener. More...
 
struct  BovespaApplicationParams
 Startup parameters. More...
 
struct  BovespaChannelInfo
 Information about Channel/Feed IDs. More...
 
struct  BovespaSubscriptionItem
 Information for/about subscription. More...
 
class  BovespaThreadManager
 Represents Bovespa thread manager. More...
 
struct  ChannelConnection
 Represents Bovespa channel connection. More...
 
class  FeedListener
 Receives Security Definition messages. More...
 
class  InstrumentListener
 Receives instrument related events. More...
 
class  SecurityDefinitionListener
 Receives Security Definition messages. More...
 
struct  TCPReplayParams
 Represents TCPReplay params. More...
 

Typedefs

typedef std::vector< BovespaChannelInfoBovespaChannels
 
typedef std::string SecurityDesc
 
typedef std::string SecurityID
 
typedef std::string Symbol
 

Enumerations

enum  RecoveryOptions {
  RO_USE_MARKET_RECOVERY = 0, RO_USE_NATURAL_REFRESH, RO_USE_ALL_METHODS, RO_USE_MARKET_START_NATURAL_REFRESH_RECOVERY,
  RO_USE_MARKET_TCP_AS_POSIBLE_RECOVERY
}
 
enum  RecoveryReason {
  RR_NA = 0, RR_PACKET_ORDER, RR_SNAPSHOT, RR_NATURAL_RECOVERY,
  RR_RESET, RR_UNSUBSCRIBE, RR_EMPTYDATA, RR_HOLE_REASON,
  RR_OVERFLOW_REASON, RR_USER_REASON, RR_FIRST_RECOVERY_REASON, RR_FIRST_DATA_REASON
}
 
enum  Specialtags { ST_CHANNELID = 1, ST_ALLCHANNELS = 2, ST_NOTHING }
 

Detailed Description

FAST/FIX Bovespa namespace.

Typedef Documentation

◆ BovespaChannels

◆ SecurityDesc

typedef std::string Bovespa::SecurityDesc

◆ SecurityID

typedef std::string Bovespa::SecurityID

◆ Symbol

typedef std::string Bovespa::Symbol

Enumeration Type Documentation

◆ RecoveryOptions

Enumerator
RO_USE_MARKET_RECOVERY 
RO_USE_NATURAL_REFRESH 
RO_USE_ALL_METHODS 
RO_USE_MARKET_START_NATURAL_REFRESH_RECOVERY 
RO_USE_MARKET_TCP_AS_POSIBLE_RECOVERY 

◆ RecoveryReason

Enumerator
RR_NA 
RR_PACKET_ORDER 

Market Data Handler processes UDP messages in parallel inside.

sometimes one thread can process UDP message before another and pass it to the processing engine. It causes UDP message mix inside the library. Issue is not critical and handled inside library.

RR_SNAPSHOT 
RR_NATURAL_RECOVERY 
RR_RESET 
RR_UNSUBSCRIBE 
RR_EMPTYDATA 
RR_HOLE_REASON 
RR_OVERFLOW_REASON 

InstrumentListener processes messages too slow and causes message loss.

RR_USER_REASON 
RR_FIRST_RECOVERY_REASON 
RR_FIRST_DATA_REASON 

◆ Specialtags

Enumerator
ST_CHANNELID 
ST_ALLCHANNELS 
ST_NOTHING