Basic FIX message. More...

#include <B2BITS_FIXMessage.h>

Inheritance diagram for Engine::FIXMessage:

Collaboration diagram for Engine::FIXMessage:

Public Member Functions
virtual FIXMessageEx const *	extend () const throw () =0
	Returns extended interface of FIXMessage.

virtual FIXMessageEx *	extend () throw () =0
	Returns extended interface of FIXMessage.

	FIXMessage ()
	Constructor.

virtual FIXVersion	getApplicationBaseVersion () const throw () =0
	Returns the base version of the FIX protocol.

virtual ProtocolIndex	getApplicationVersion () const throw () =0
	Returns the protocol index in the parser.

virtual const char *	getBuffer (int size, SecurityAttributes sa=NULL) const =0
	Returns a pointer to the internal message buffer that contains raw form (native FIX format) of the message.

virtual int	getHeartBeatInterval () const =0
	Returns Heartbeat interval (HeartBtInt) in seconds.

virtual timespec	getReceiveTimestamp () const =0

virtual const std::string *	getSender () const =0
	Returns the SenderCompID field.

virtual AsciiString	getSenderCompID () const =0
	Returns the SenderCompID field.

virtual int	getSeqNum () const =0
	Returns the MsgSeqNum field.

virtual FIXVersion	getSessionVersion () const throw () =0
	For the session message received from FIX50 session returns version of the session protocol.

virtual const std::string *	getTarget () const =0
	Returns the TargetCompID field.

virtual AsciiString	getTargetCompID () const =0
	Returns the TargetCompID field.

virtual Utils::Timestamping::TimepointHolder::Ptr	getTimepointHolder () const =0
	Returns an instance of `TimepointHolder` if message timestamping is enabled.

virtual const std::string *	getType () const =0
	Returns the MsgType field.

virtual FIXVersion	getVer () const throw () =0
	Returns the version of the FIX protocol.

virtual bool	isAdministrativeMsg () const throw () =0
	Checks whether the message is a session level message.

virtual bool	isBusinessMsgRejectMsg () const throw () =0
	Checks whether the message is a Business Level Reject message.

virtual bool	isOriginal () const =0
	Checks the message's originality.

virtual bool	isSessionLevelRejectMsg () const throw () =0
	Checks whether the message is a SessionLevelReject message.

void	operator delete (void *obj)
	Overloaded delete operator.

void *	operator new (std::size_t size)
	Overloaded new operator.

virtual ParserID	parserID () const throw () =0
	Returns unique parser identifier of the message.

virtual void	prepare (PreparedMessage *msg, unsigned char tagsDelimiter='\x01') const =0
	Generates template of the message and stores it to the PreparedMessage.

ParserID	protocolID () const throw ()
	Returns unique parser identifier of the message.

virtual void	release () const =0
	Releases FIX message instance.

virtual void	release ()=0
	Releases FIX message instance.

virtual bool	setHeartBeatInterval (int hbi)=0
	Updates HeartBtInt field value.

void	setSender (const std::string &senderCompID)
	Sets the SenderCompID field.

virtual void	setSenderCompID (AsciiString senderCompID)=0
	Sets the SenderCompID field.

virtual bool	setSeqNum (int msgSeqNum)=0
	Updates the MsgSeqNum field.

void	setTarget (const std::string &targetCompID)
	Sets the TargetCompID field.

virtual void	setTargetCompID (AsciiString targetCompID)=0
	Sets the TargetCompID field.

std::string	toJson (Mapping::JsonEncoding encodingOptions=Mapping::JsonEncoding::Default) const
	Builds json representation of the message according to "Encoding FIX using JSON" standard.

virtual const char *	toRaw (int *size, unsigned char tagsDelimiter='\x01') const =0
	Builds raw (native) representation of the message.

virtual StringRef	toRaw (std::string &buffer, unsigned char tagsDelimeter='\x01') const =0
	Builds raw (native) representation of the message.

virtual const std::string *	toString (char substChar=' ', unsigned char tagsDelimiter='\x01') const =0
	Returns the formatted representation of the message.

virtual AsciiString	type () const throw () =0
	Returns the MsgType field.

virtual	~FIXMessage ()
	Destructor.

Public Member Functions inherited from Engine::TagValue
virtual void	apply (FixFieldsFunctor &f) const =0
	Apply the given functor to every field.

virtual void	copyTo (TagValue *dest, int destTag, int srcTag) const =0
	Copies field value to another instance of the TagValue.

virtual TagValueEx const *	extendTV () const throw () =0
	Returns extended interface of TagValue.

virtual TagValueEx *	extendTV () throw () =0
	Returns extended interface of TagValue.

virtual const std::string *	get (int tag) const =0
	Retrieves field value by tag number.

virtual bool	get (int tag, FIXFieldValue *value) const =0
	Retrieves field value by tag number and stores it into instance of FIXFieldValue class.

virtual bool	get (int tag, std::string *value) const =0
	Returns true if field is not empty, false otherwise.

bool	getAsBool (int tag) const
	Returns field value.

virtual bool	getAsBoolean (int tag) const =0
	Returns field value.

virtual char	getAsChar (int tag) const =0
	Returns field value.

virtual UTCDateOnly	getAsDateOnly (int tag) const =0
	Returns field value.

virtual Decimal	getAsDecimal (int tag) const =0
	Returns field value.

virtual double	getAsDouble (int tag) const =0
	Returns field value.

FIXGroup &	getAsGroup (int tag)

FIXGroup const &	getAsGroup (int tag) const

virtual int	getAsInt (int tag) const =0
	Returns field value.

virtual System::i32	getAsInt32 (int tag) const =0
	Returns field value.

virtual System::i64	getAsInt64 (int tag) const =0
	Returns field value.

virtual LocalMktDate	getAsLocalMktDate (int tag) const =0
	Returns field value.

virtual MonthYear	getAsMonthYear (int tag) const =0
	Returns field value.

virtual MultipleChar	getAsMultipleChar (int tag) const =0
	Returns field value.

virtual MultipleString	getAsMultipleString (int tag) const =0
	Returns field value.

virtual ByteArray	getAsRaw (int tag) const =0
	Returns field value.

virtual AsciiString	getAsString (int tag) const =0
	Returns field value.

virtual UTCTimeOnly	getAsTimeOnly (int tag) const =0
	Returns field value.

virtual UTCTimestamp	getAsTimestamp (int tag) const =0
	Returns field value.

virtual unsigned int	getAsUInt (int tag) const =0
	Returns field value.

virtual System::u32	getAsUInt32 (int tag) const =0
	Returns field value.

virtual System::u64	getAsUInt64 (int tag) const =0
	Returns field value.

FieldValue	getField (int tag)
	Returns value of the field specified by tag.

ConstFieldValue	getField (int tag) const
	Returns value of the field specified by tag.

virtual FixFieldsContainer *	getFields () const =0
	Returns list of the message fields and their values.

virtual FIXGroup const *	getGroup (int tag) const =0
	Returns pointer to the repeating group instance for a given leading field tag number.

virtual FIXGroup *	getGroup (int tag)=0
	Returns pointer to the repeating group instance for a given leading field tag number.

virtual bool	hasFlag (int tag) const =0
	Checks boolean field.

bool	hasValue (int tag) const
	Returns true if value is defined; false otherwise.

virtual bool	isEmpty (int tag) const =0
	Returns true if value of the field is empty; false otherwise.

virtual bool	isEqual (int tag, TagValue const *rv, int rvTag) const =0
	Compares values of the fields.

virtual bool	isSupported (int tag) const throw () =0
	Verifies is field acceptable in the message.

virtual void	remove (const std::set< int > &tags)=0
	Removes passed tags from message.

virtual bool	remove (int tag)=0
	Empties field value by tag number.

virtual void	reserve (int tag, PreparedFieldIndex index, std::size_t size)=0
	Reserves memory to store prepared field value.

virtual bool	set (int tag, AsciiString value)=0
	Updates field value by tag number.

virtual bool	set (int tag, bool value)=0
	Updates field value by tag number.

virtual bool	set (int tag, ByteArray value)=0
	Updates field value by tag number.

bool	set (int tag, char const *value)
	Updates field value by tag number.

virtual bool	set (int tag, char value)=0
	Updates field value by tag number.

virtual bool	set (int tag, const FIXFieldValue &value)=0
	Updates field value by tag number.

virtual bool	set (int tag, const MultipleChar &value)=0
	Updates field value by tag number.

virtual bool	set (int tag, const MultipleString &value)=0
	Updates field value by tag number.

virtual bool	set (int tag, const std::string &value)=0
	Updates field value by tag number.

virtual bool	set (int tag, Decimal value)=0
	Updates field value by tag number.

virtual bool	set (int tag, double value)=0
	Updates field value by tag number.

virtual bool	set (int tag, LocalMktDate value)=0
	Updates field value by tag number.

virtual bool	set (int tag, MonthYear value)=0
	Updates field value by tag number.

virtual bool	set (int tag, System::i32 value)=0
	Updates field value by tag number.

virtual bool	set (int tag, System::i64 value)=0
	Updates field value by tag number.

virtual bool	set (int tag, System::u32 value)=0
	Updates field value by tag number.

virtual bool	set (int tag, System::u64 value)=0
	Updates field value by tag number.

virtual bool	set (int tag, UTCDateOnly value)=0
	Updates field value by tag number.

virtual bool	set (int tag, UTCTimeOnly value)=0
	Updates field value by tag number.

virtual bool	set (int tag, UTCTimestamp value)=0
	Updates field value by tag number.

	TagValue ()
	Constructor.

virtual void	visitTree (FixFieldsVisitor &visitor) const =0

virtual void	write (int tag, std::ostream &stream) const =0
	Writes field value to the stream.

Static Public Member Functions
static void	release (FIXMessage const *msg)
	Releases FIX message instance.

Static Public Member Functions inherited from Engine::TagValue
static void	release (TagValue const *obj)
	Releases assigned resources.

Additional Inherited Members
Public Types inherited from Engine::TagValue
typedef FieldValueT< TagValue const > const	ConstFieldValue

typedef FieldValueT< TagValue >	FieldValue

Protected Member Functions inherited from Engine::TagValue
virtual	~TagValue ()
	Destructor.

Detailed Description

Basic FIX message.

To create FIXMessage instance use FIXMsgFactory::newSkel method. To parse raw FIX message use FIXMsgProcessor::parse method. To clone FIXMessage use FIXMsgProcessor::clone method.

See also: FIXMsgFactory::newSkel; FIXMsgProcessor::parse; FIXMsgProcessor::clone

Constructor & Destructor Documentation

◆ FIXMessage()

Engine::FIXMessage::FIXMessage ( )

Constructor.

◆ ~FIXMessage()

virtual Engine::FIXMessage::~FIXMessage ( )

virtual

Destructor.

Member Function Documentation

◆ extend() [1/2]

virtual FIXMessageEx const * Engine::FIXMessage::extend	(		)	const
throw	(	)

pure virtual

Returns extended interface of FIXMessage.

◆ extend() [2/2]

virtual FIXMessageEx * Engine::FIXMessage::extend	(		)
throw	(	)

pure virtual

Returns extended interface of FIXMessage.

◆ getApplicationBaseVersion()

virtual FIXVersion Engine::FIXMessage::getApplicationBaseVersion	(		)	const
throw	(	)

pure virtual

Returns the base version of the FIX protocol.

For the message received from FIX5x session returns base version of the application protocol.

Note: protocol base FIXVersion cannot be used as an unique identifier of the application protocol in the parser

◆ getApplicationVersion()

virtual ProtocolIndex Engine::FIXMessage::getApplicationVersion	(		)	const
throw	(	)

pure virtual

Returns the protocol index in the parser.

For the message received from FIX50 session returns protocol index in the parser of the application protocol.

◆ getBuffer()

virtual const char * Engine::FIXMessage::getBuffer	(	int *	size,
		SecurityAttributes *	sa = NULL ) const

pure virtual

Returns a pointer to the internal message buffer that contains raw form (native FIX format) of the message.

Parameters

size	the receiving field for the buffer's size.
sa	Session's security attributes. Always set 0 for this parameter.
tagsDelimiter	symbol

Note: This method is not thread safe

Deprecated: Use Engine::FIXMessage::toRaw(int* size) const instead.

◆ getHeartBeatInterval()

virtual int Engine::FIXMessage::getHeartBeatInterval ( ) const

pure virtual

Returns Heartbeat interval (HeartBtInt) in seconds.

Returns: Heartbeat interval (HeartBtInt) in seconds.

◆ getReceiveTimestamp()

virtual timespec Engine::FIXMessage::getReceiveTimestamp ( ) const

pure virtual

◆ getSender()

virtual const std::string * Engine::FIXMessage::getSender ( ) const

pure virtual

Returns the SenderCompID field.

Warning: This method is not thread safe and has side effect.

Returns: Value of the SenderCompID field.

Deprecated: Use Engine::FIXMessage::getSenderCompID instead.

◆ getSenderCompID()

virtual AsciiString Engine::FIXMessage::getSenderCompID ( ) const

pure virtual

Returns the SenderCompID field.

Returns: Value of the SenderCompID field.

◆ getSeqNum()

virtual int Engine::FIXMessage::getSeqNum ( ) const

pure virtual

Returns the MsgSeqNum field.

Returns: Value of the MsgSeqNum field.

◆ getSessionVersion()

virtual FIXVersion Engine::FIXMessage::getSessionVersion	(		)	const
throw	(	)

pure virtual

For the session message received from FIX50 session returns version of the session protocol.

For the application message received from FIX50 session returns NA. Otherwise returns same result as getApplicationVersion() method.

◆ getTarget()

virtual const std::string * Engine::FIXMessage::getTarget ( ) const

pure virtual

Returns the TargetCompID field.

Warning: This method is not thread safe and has side effect.

Returns: Value of the TargetCompID field.

Deprecated: Use Engine::FIXMessage::getTargetCompID instead.

◆ getTargetCompID()

virtual AsciiString Engine::FIXMessage::getTargetCompID ( ) const

pure virtual

Returns the TargetCompID field.

Returns: Value of the TargetCompID field.

◆ getTimepointHolder()

virtual Utils::Timestamping::TimepointHolder::Ptr Engine::FIXMessage::getTimepointHolder ( ) const

pure virtual

Returns an instance of TimepointHolder if message timestamping is enabled.

Use this method instead of getReceiveTimestamp.

The instance provided by this method only contains information about the last session the message was sent to, if the message is sent to multiple sessions. If the message is sent to multiple sessions, the TimepointHolder will be re-created for each session, in this case it is a user's responsibility to save the provided holder.

◆ getType()

virtual const std::string * Engine::FIXMessage::getType ( ) const

pure virtual

Returns the MsgType field.

Warning: This method is not thread safe and has side effect.

Returns: Value of the MsgType field.

Deprecated: Use Engine::FIXMessage::type method instead.

◆ getVer()

virtual FIXVersion Engine::FIXMessage::getVer	(		)	const
throw	(	)

pure virtual

Returns the version of the FIX protocol.

Deprecated: Use either Engine::FIXMessage::getApplicationVersion or Engine::FIXMessage::getSessionVersion instead.

◆ isAdministrativeMsg()

virtual bool Engine::FIXMessage::isAdministrativeMsg	(		)	const
throw	(	)

pure virtual

Checks whether the message is a session level message.

Returns: "true" if the message is a Session Level message. "false" otherwise.

◆ isBusinessMsgRejectMsg()

virtual bool Engine::FIXMessage::isBusinessMsgRejectMsg	(		)	const
throw	(	)

pure virtual

Checks whether the message is a Business Level Reject message.

Returns: "true" if the message is a Business Level Reject message. "false" otherwise.

◆ isOriginal()

virtual bool Engine::FIXMessage::isOriginal ( ) const

pure virtual

Checks the message's originality.

Returns: Returns "true" if the message is original, i.e. PossDupFlag field value is empty or equals to 'N'. Otherwise returns "false".

◆ isSessionLevelRejectMsg()

virtual bool Engine::FIXMessage::isSessionLevelRejectMsg	(		)	const
throw	(	)

pure virtual

Checks whether the message is a SessionLevelReject message.

Returns: "true" if the message is a Session Level Reject message. "false" otherwise.

◆ operator delete()

void Engine::FIXMessage::operator delete ( void * obj )

Overloaded delete operator.

◆ operator new()

void * Engine::FIXMessage::operator new ( std::size_t size )

Overloaded new operator.

◆ parserID()

virtual ParserID Engine::FIXMessage::parserID	(		)	const
throw	(	)

pure virtual

Returns unique parser identifier of the message.

◆ prepare()

virtual void Engine::FIXMessage::prepare	(	PreparedMessage *	msg,
		unsigned char	tagsDelimiter = '\x01' ) const

pure virtual

Generates template of the message and stores it to the PreparedMessage.

Parameters

[out]	msg	PreparedMessage instance to store message template.
	tagsDelimiter	symbol

◆ protocolID()

ParserID Engine::FIXMessage::protocolID	(		)	const
throw	(	)

Returns unique parser identifier of the message.

Deprecated: Use Engine::FIXMessage::parserID() instead.

◆ release() [1/3]

virtual void Engine::FIXMessage::release ( ) const

pure virtual

Releases FIX message instance.

See also: release(FIXMessage* msg)

Implements Engine::TagValue.

Referenced by std::default_delete< Engine::FIXMessage >::operator()().

◆ release() [2/3]

virtual void Engine::FIXMessage::release ( )

pure virtual

Releases FIX message instance.

See also: release(FIXMessage* msg)

Implements Engine::TagValue.

◆ release() [3/3]

static void Engine::FIXMessage::release ( FIXMessage const * msg )

static

Releases FIX message instance.

Parameters

msg	Instance of FIXMessage class.

Warning: This method releases all resources assigned with message. So, don't call FIXGroup::release() for repeating group entries of this message after you call this method.

◆ setHeartBeatInterval()

virtual bool Engine::FIXMessage::setHeartBeatInterval ( int hbi )

pure virtual

Updates HeartBtInt field value.

Parameters

hbi	New heartbeat value.

Returns: allways returns true.

◆ setSender()

void Engine::FIXMessage::setSender ( const std::string & senderCompID )

inline

Sets the SenderCompID field.

Warning: This method is not thread safe and has side effect.

Parameters

senderCompID New SenderCompID value.

Deprecated: Use Engine::FIXMessage::setSenderCompID instead.

◆ setSenderCompID()

virtual void Engine::FIXMessage::setSenderCompID ( AsciiString senderCompID )

pure virtual

Sets the SenderCompID field.

Parameters

senderCompID New SenderCompID value.

◆ setSeqNum()

virtual bool Engine::FIXMessage::setSeqNum ( int msgSeqNum )

pure virtual

Updates the MsgSeqNum field.

Parameters

msgSeqNum New MsgSeqNum value.

Returns: true field value was updated, false otherwise.

◆ setTarget()

void Engine::FIXMessage::setTarget ( const std::string & targetCompID )

inline

Sets the TargetCompID field.

Warning: This method is not thread safe and has side effect.

Parameters

targetCompID New TargetCompID value.

Deprecated: Use Engine::FIXMessage::setTargetCompID instead.

◆ setTargetCompID()

virtual void Engine::FIXMessage::setTargetCompID ( AsciiString targetCompID )

pure virtual

Sets the TargetCompID field.

Parameters

targetCompID New TargetCompID value.

◆ toJson()

std::string Engine::FIXMessage::toJson ( Mapping::JsonEncoding encodingOptions = Mapping::JsonEncoding::Default ) const

Builds json representation of the message according to "Encoding FIX using JSON" standard.

Parameters

encodingOptions encoding options to use

Returns: std::string with json representation of the message.

Note: This method is not thread safe

◆ toRaw() [1/2]

virtual const char * Engine::FIXMessage::toRaw	(	int *	size,
		unsigned char	tagsDelimiter = '\x01' ) const

pure virtual

Builds raw (native) representation of the message.

Parameters

[out]	size	will contain size of returned memory buffer.
	tagsDelimiter	symbol

Returns: Pointer to buffer contained raw form.

Note: This method should be used instead of getBuffer.; This method is not thread safe

Warning: Returned buffer does not have null-terminator.

◆ toRaw() [2/2]

virtual StringRef Engine::FIXMessage::toRaw	(	std::string &	buffer,
		unsigned char	tagsDelimeter = '\x01' ) const

pure virtual

Builds raw (native) representation of the message.

Parameters

[out]	buffer	will contain the raw representation of the message
	tagsDelimiter	symbol

Returns: StringRef with the pointer to the first symbol of the raw representation in the buffer and its size

Note: This method should be used instead of getBuffer.

Warning: Returned buffer does not have null-terminator.

◆ toString()

virtual const std::string * Engine::FIXMessage::toString	(	char	substChar = ' ',
		unsigned char	tagsDelimiter = '\x01' ) const

pure virtual

Returns the formatted representation of the message.

Parameters

substChar character to use instead of unreadable symbols (less than 0x20 and greater than 0x7F).

Warning: This method is not thread safe; Intended for debugging only.

◆ type()

virtual AsciiString Engine::FIXMessage::type	(		)	const
throw	(	)

pure virtual

Returns the MsgType field.

Returns: Value of the MsgType field.

Public Member Functions

Static Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ FIXMessage()

◆ ~FIXMessage()

Member Function Documentation

◆ extend() [1/2]

◆ extend() [2/2]

◆ getApplicationBaseVersion()

◆ getApplicationVersion()

◆ getBuffer()

◆ getHeartBeatInterval()

◆ getReceiveTimestamp()

◆ getSender()

◆ getSenderCompID()

◆ getSeqNum()

◆ getSessionVersion()

◆ getTarget()

◆ getTargetCompID()

◆ getTimepointHolder()

◆ getType()

◆ getVer()

◆ isAdministrativeMsg()

◆ isBusinessMsgRejectMsg()

◆ isOriginal()

◆ isSessionLevelRejectMsg()

◆ operator delete()

◆ operator new()

◆ parserID()

◆ prepare()

◆ protocolID()

◆ release() [1/3]

◆ release() [2/3]

◆ release() [3/3]

◆ setHeartBeatInterval()

◆ setSender()

◆ setSenderCompID()

◆ setSeqNum()

◆ setTarget()

◆ setTargetCompID()

◆ toJson()

◆ toRaw() [1/2]

◆ toRaw() [2/2]

◆ toString()

◆ type()