B2BITS FIX Antenna C++  2.27.0
Classes | Typedefs | Enumerations
Micex::Mfix Namespace Reference

Classes

class  InstrumentListener
 instrument listener (observer) More...
 
class  MDApplication
 Represents micex mfix application. More...
 
class  MDApplicationListener
 Represents micex mfix application listener. More...
 
struct  MDApplicationParams
 Startup parameters. More...
 
struct  MfixIncrement
 
class  MicexFeed
 Represents micex feed (stream) More...
 
class  MicexFeedStatistics
 
class  SecurityDefinitionListener
 Receives Security Definition messages. More...
 

Typedefs

typedef std::vector< std::string > ChannelIds
 
typedef std::vector< MfixIncrementIncrements
 
typedef std::string SecurityDescription
 
typedef std::string SecurityId
 
typedef std::vector< const Engine::FIXMessage * > Snapshots
 
typedef std::string Symbol
 

Enumerations

enum  MfixFeedType {
  UNKNOWN_FEED_TYPE, STATISTICS_FEED, ORDERS_FEED, TRADES_FEED,
  STATUS_FEED
}
 
enum  MfixRecoveryMode {
  RM_USE_MARKET_RECOVERY = 0, RM_USE_NATURAL_REFRESH, RM_USE_ALL_METHODS, RM_USE_MARKET_START_NATURAL_REFRESH_RECOVERY,
  RM_TCP_REPLAY_WITH_MARKET_RECOVERY_ON_START
}
 Recovery modes. More...
 
enum  MfixRecoveryReason {
  RR_NA = 0, RR_PACKET_ORDER, RR_SNAPSHOT, RR_NATURAL_RECOVERY,
  RR_UNSUBSCRIBE, RR_TCP_RECOVERY, RR_RESET_CONNECTION
}
 

Typedef Documentation

◆ ChannelIds

typedef std::vector<std::string> Micex::Mfix::ChannelIds

◆ Increments

typedef std::vector<MfixIncrement> Micex::Mfix::Increments

◆ SecurityDescription

typedef std::string Micex::Mfix::SecurityDescription

◆ SecurityId

typedef std::string Micex::Mfix::SecurityId

◆ Snapshots

typedef std::vector<const Engine::FIXMessage*> Micex::Mfix::Snapshots

◆ Symbol

typedef std::string Micex::Mfix::Symbol

Enumeration Type Documentation

◆ MfixFeedType

Enumerator
UNKNOWN_FEED_TYPE 
STATISTICS_FEED 
ORDERS_FEED 
TRADES_FEED 
STATUS_FEED 

◆ MfixRecoveryMode

Recovery modes.

Note
Natural refresh methods should be used only for Orderbook feeds.
Enumerator
RM_USE_MARKET_RECOVERY 

Recovery via snapshots.

RM_USE_NATURAL_REFRESH 

Attempt to reconstruct orderbook using incremental refresh messages.

RM_USE_ALL_METHODS 

Both methods, snapshots and natural refresh, whichever succeeds first.

RM_USE_MARKET_START_NATURAL_REFRESH_RECOVERY 

First recovery is performed via snapshots, and all the subsequent via natural refresh.

RM_TCP_REPLAY_WITH_MARKET_RECOVERY_ON_START 

First recovery is performed via snapshots, and all the subsequent via TCP-replay.

◆ MfixRecoveryReason

Enumerator
RR_NA 
RR_PACKET_ORDER 
RR_SNAPSHOT 
RR_NATURAL_RECOVERY 
RR_UNSUBSCRIBE 
RR_TCP_RECOVERY 
RR_RESET_CONNECTION