EPAM B2BITS C++ Mit MarketData handler
1.25.0
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Classes | |
struct | MessageHeader |
struct | LoginRequestMessage |
struct | LoginResponseMessage |
struct | LogoutRequestMessage |
struct | ReplayRequestMessage |
struct | ReplayResponseMessage |
struct | SnapshotRequestMessage |
struct | SnapshotResponseMessage |
struct | SnapshotCompleteMessage |
struct | TimeMessage |
struct | SystemEventMessage |
struct | SymbolDirectoryMessage |
struct | SymbolStatusMessage |
struct | AddOrderMessage |
struct | OrderDeletedMessage |
struct | OrderModifiedMessage |
struct | OrderBookClearMessage |
struct | OrderExecutedMessage |
struct | OrderExecutedWithPriceMessage |
struct | TradeMessage |
struct | AuctionTradeMessage |
struct | OffBookTradeMessage |
struct | TradeBreakMessage |
struct | RecoveryTradeMessage |
struct | AuctionInfoMessage |
struct | StatisticsMessage |
union | AnyMessage |
struct | UnitHeader |
struct | SingleMessageUnit |
union | AnySingleMessageUnit |
Functions | |
template<typename MESSAGE > | |
void | constructMessage (MESSAGE &message) |
template<typename MESSAGE > | |
const MESSAGE * | castMessage (const MessageHeader *messageHeader) |
template<int COUNT> | |
void | setAlpha (Byte(&alpha)[COUNT], const char *str, size_t length) |
template<int COUNT> | |
void | setAlpha (Byte(&alpha)[COUNT], const char *str) |
template<int COUNT> | |
size_t | getAlphaLength (const Byte(&alpha)[COUNT]) |
void | setPrice (Price &price, double value) |
double | getPrice (Price price) |
std::ostream & | operator<< (std::ostream &stream, const LoginRequestMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const LoginResponseMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const LogoutRequestMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const ReplayRequestMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const ReplayResponseMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const SnapshotRequestMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const SnapshotResponseMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const SnapshotCompleteMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const TimeMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const SystemEventMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const SymbolDirectoryMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const SymbolStatusMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const AddOrderMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const OrderDeletedMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const OrderModifiedMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const OrderBookClearMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const OrderExecutedMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const OrderExecutedWithPriceMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const TradeMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const AuctionTradeMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const OffBookTradeMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const TradeBreakMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const RecoveryTradeMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const AuctionInfoMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const StatisticsMessage &message) |
std::ostream & | operator<< (std::ostream &stream, const MessageHeader &messageHeader) |
template<typename MESSAGE > | |
std::string | getMessageString (const MESSAGE &message) |
void | constructUnit (UnitHeader &unitHeader) |
template<typename MESSAGE > | |
void | constructUnit (SingleMessageUnit< MESSAGE > &unit) |
const MessageHeader * | getFirstMessage (const UnitHeader *unitHeader) |
const MessageHeader * | getNextMessage (const UnitHeader *unitHeader, const MessageHeader *messageHeader) |
const MessageHeader * | getSingleMessage (const UnitHeader *unitHeader) |
std::ostream & | operator<< (std::ostream &stream, const UnitHeader &unitHeader) |
template<typename MESSAGE > | |
std::ostream & | operator<< (std::ostream &stream, const SingleMessageUnit< MESSAGE > &unit) |
template<typename UNIT > | |
std::string | getUnitString (const UNIT &unit) |
typedef Byte Jse::Itch::ActionType |
typedef Byte Jse::Itch::AuctionType |
typedef UInt8 Jse::Itch::BookType |
typedef Byte Jse::Itch::ImbalanceDirection |
typedef Byte Jse::Itch::LoginStatus |
typedef Byte Jse::Itch::MessageType |
typedef Byte Jse::Itch::OpenCloseIndicator |
typedef BitField Jse::Itch::OrderFlags |
typedef Byte Jse::Itch::OrderSide |
typedef Byte Jse::Itch::Printable |
typedef Byte Jse::Itch::ReplayStatus |
typedef UInt8 Jse::Itch::SessionChangeReason |
typedef Byte Jse::Itch::SnapshotStatus |
typedef UInt8 Jse::Itch::SnapshotType |
typedef Byte Jse::Itch::StatisticType |
typedef BitField Jse::Itch::SubBook |
typedef Byte Jse::Itch::SymbolStatus |
typedef Byte Jse::Itch::SystemEventCode |
typedef Byte Jse::Itch::TradeType |
typedef Byte Jse::Itch::TradingStatus |
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const ActionType Jse::Itch::atCancelledTrade = 'C' |
const AuctionType Jse::Itch::atClosingAuction = 'C' |
const AuctionType Jse::Itch::atFuturesCloseoutAuction = 'L' |
const AuctionType Jse::Itch::atIntraDayAuction = 'K' |
const AuctionType Jse::Itch::atOpeningAuction = 'O' |
const AuctionType Jse::Itch::atReOpeningAuction = 'E' |
const ActionType Jse::Itch::atTrade = 'N' |
const AuctionType Jse::Itch::atVolatility = 'A' |
const BookType Jse::Itch::btOffBook = 2 |
const BookType Jse::Itch::btOnBook = 1 |
const ImbalanceDirection Jse::Itch::idInsufficientOrders = 'O' |
const LoginStatus Jse::Itch::lsCompIDInactive = 'a' |
const LoginStatus Jse::Itch::lsConcurrentLimitReached = 'd' |
const LoginStatus Jse::Itch::lsFailed = 'e' |
const LoginStatus Jse::Itch::lsLoginAccepted = 'A' |
const LoginStatus Jse::Itch::lsLoginLimitReached = 'b' |
const LoginStatus Jse::Itch::lsServiceUnavailable = 'c' |
const MessageType Jse::Itch::mtAddOrder = 'A' |
const MessageType Jse::Itch::mtAuctionInfo = 'I' |
const MessageType Jse::Itch::mtAuctionTrade = 'Q' |
const MessageType Jse::Itch::mtLoginRequest = 0x01 |
const MessageType Jse::Itch::mtLoginResponse = 0x02 |
const MessageType Jse::Itch::mtLogoutRequest = 0x05 |
const MessageType Jse::Itch::mtOffBookTrade = 'x' |
const MessageType Jse::Itch::mtOrderBookClear = 'y' |
const MessageType Jse::Itch::mtOrderDeleted = 'D' |
const MessageType Jse::Itch::mtOrderExecuted = 'E' |
const MessageType Jse::Itch::mtOrderExecutedWithPrice = 'C' |
const MessageType Jse::Itch::mtOrderModified = 'U' |
const MessageType Jse::Itch::mtRecoveryTrade = 'v' |
const MessageType Jse::Itch::mtReplayRequest = 0x03 |
const MessageType Jse::Itch::mtReplayResponse = 0x04 |
const MessageType Jse::Itch::mtSnapshotComplete = 0x83 |
const MessageType Jse::Itch::mtSnapshotRequest = 0x81 |
const MessageType Jse::Itch::mtSnapshotResponse = 0x82 |
const MessageType Jse::Itch::mtStatistics = 'w' |
const MessageType Jse::Itch::mtSymbolDirectory = 'R' |
const MessageType Jse::Itch::mtSymbolStatus = 'H' |
const MessageType Jse::Itch::mtSystemEvent = 'S' |
const MessageType Jse::Itch::mtTime = 'T' |
const MessageType Jse::Itch::mtTrade = 'P' |
const MessageType Jse::Itch::mtTradeBreak = 'B' |
const OpenCloseIndicator Jse::Itch::ociAt = 'B' |
const OpenCloseIndicator Jse::Itch::ociBestBid = 'U' |
const OpenCloseIndicator Jse::Itch::ociBestOffer = 'V' |
const OpenCloseIndicator Jse::Itch::ociLastAt = 'D' |
const OpenCloseIndicator Jse::Itch::ociLastManual = 'F' |
const OpenCloseIndicator Jse::Itch::ociLastUt = 'E' |
const OpenCloseIndicator Jse::Itch::ociLastVwap = 'H' |
const OpenCloseIndicator Jse::Itch::ociMidOfBbo = 'C' |
const OpenCloseIndicator Jse::Itch::ociPreviousClose = 'I' |
const OpenCloseIndicator Jse::Itch::ociUt = 'A' |
const OpenCloseIndicator Jse::Itch::ociZero = 'J' |
const OrderFlags Jse::Itch::ofMarketOrder = 0x10 |
const OrderFlags Jse::Itch::ofPriorityRetained = 0x01 |
const Printable Jse::Itch::pNonPrintable = 'N' |
const Printable Jse::Itch::pPrintable = 'Y' |
const ReplayStatus Jse::Itch::rsConcurrentLimitReached = 'c' |
const ReplayStatus Jse::Itch::rsFailed = 'e' |
const ReplayStatus Jse::Itch::rsInvalidMarketDataGroup = 'I' |
const ReplayStatus Jse::Itch::rsOutOfRange = 'O' |
const ReplayStatus Jse::Itch::rsReplayUnavailable = 'U' |
const ReplayStatus Jse::Itch::rsRequestAccepted = 'A' |
const ReplayStatus Jse::Itch::rsRequestLimitReached = 'D' |
const ReplayStatus Jse::Itch::rsUnsupportedMmessageType = 'd' |
const SubBook Jse::Itch::sbAll = 0x03 |
const SubBook Jse::Itch::sbOffBook = 0x02 |
const SubBook Jse::Itch::sbOnBook = 0x01 |
const OrderSide Jse::Itch::sBuyOrder = 'B' |
const SessionChangeReason Jse::Itch::scrCircuitBreakerTripped = 5 |
const SessionChangeReason Jse::Itch::scrExtendedByMarketOps = 1 |
const SessionChangeReason Jse::Itch::scrMarketOrderImbalance = 3 |
const SessionChangeReason Jse::Itch::scrPriceOutsideRange = 4 |
const SessionChangeReason Jse::Itch::scrScheduledTransition = 0 |
const SessionChangeReason Jse::Itch::scrShortenedByMarketOps = 2 |
const SessionChangeReason Jse::Itch::scrUnavailable = 9 |
const SystemEventCode Jse::Itch::secEndOfDay = 'C' |
const SystemEventCode Jse::Itch::secStartOfDay = 'O' |
const SymbolStatus Jse::Itch::ssActive = ' ' |
const SnapshotStatus Jse::Itch::ssConcurrentLimitReached = 'c' |
const OrderSide Jse::Itch::sSellOrder = 'S' |
const SnapshotStatus Jse::Itch::ssFailed = 'e' |
const SnapshotStatus Jse::Itch::ssItemInvalid = 'a' |
const SnapshotStatus Jse::Itch::ssOutOfRange = 'O' |
const SnapshotStatus Jse::Itch::ssRequestAccepted = 'A' |
const SnapshotStatus Jse::Itch::ssRequestLimitReached = 'b' |
const SnapshotStatus Jse::Itch::ssSnapshotUnavailable = 'U' |
const SymbolStatus Jse::Itch::ssSuspended = 'S' |
const SnapshotStatus Jse::Itch::ssUnsupportedMessageType = 'd' |
const StatisticType Jse::Itch::stClosingPrice = 'C' |
const SnapshotType Jse::Itch::stInstrument = 2 |
const SnapshotType Jse::Itch::stInstrumentStatus = 1 |
const StatisticType Jse::Itch::stOpeningPrice = 'O' |
const SnapshotType Jse::Itch::stOrderBook = 0 |
const SnapshotType Jse::Itch::stStatistics = 4 |
const SnapshotType Jse::Itch::stTrades = 3 |
const TradingStatus Jse::Itch::tsClosingAuctionCall = 'd' |
const TradingStatus Jse::Itch::tsContinuousTrading = 'T' |
const TradingStatus Jse::Itch::tsEndOfPostClose = 'x' |
const TradingStatus Jse::Itch::tsEndOfTradeReporting = 'v' |
const TradingStatus Jse::Itch::tsFuturesCloseOut = 'p' |
const TradingStatus Jse::Itch::tsHalt = 'H' |
const TradingStatus Jse::Itch::tsIntraDayAuctionCall = 'u' |
const TradingStatus Jse::Itch::tsMarketClose = 'c' |
const TradingStatus Jse::Itch::tsNoActiveSession = 'w' |
const TradingStatus Jse::Itch::tsOpeningAuctionCall = 'a' |
const TradingStatus Jse::Itch::tsPause = 'l' |
const TradingStatus Jse::Itch::tsPostClose = 'b' |
const TradingStatus Jse::Itch::tsReOpeningAuctionCall = 'f' |
const TradingStatus Jse::Itch::tsStartOfTrading = 'y' |
const TradingStatus Jse::Itch::tsVolatilityAuctionCall = 'e' |
const TradeType Jse::Itch::ttOffBookTrade = 'N' |
const TradeType Jse::Itch::ttOnBookTrade = 'T' |