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B2BITS FIX Antenna C++ 2.34.0
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#include <B2BITS_FixEngine.h>
Classes | |
| struct | InitParameters |
| FixEngine::init parameters. More... | |
Public Member Functions | |
| FixEngineImpl * | _impl () |
| void | backupLogFile (const std::string &backupFilePath) |
| Backups engine's log file under the given name and opens a new one. | |
| bool | cancelScheduledSessionRestart (const SessionId &sessionId) |
| Cancels a scheduled by the SessionsManager::onSessionTerminated() callback restart of a session with given SessionId. | |
| Session * | createAcceptor (int port, Application *pApp, const std::string &senderCompID, const std::string &targetCompID, ParserID scpID, const SessionExtraParameters *pParam=NULL) |
| Creates FIX acceptor. | |
| Bats::Application * | createBatsApplication (const Bats::ApplicationOptions &options, Bats::ApplicationListener *listener) |
| Creates an instance of the Bats Market Data Adapter. | |
| Bovespa::BovespaApplication * | createBovespaApplication (Bovespa::BovespaApplicationParams const ¶ms, Bovespa::BovespaApplicationListener *appListener=NULL) |
| Creates instance of the Bovespa FIX/FAST adapter. | |
| Bovespa::BovespaApplication * | createBovespaApplication (Bovespa::BovespaApplicationParams const ¶ms, MarketData::DataReaderAbstract *dataReader, Bovespa::BovespaApplicationListener *appListener=NULL) |
| b2bits::CBOE::CMi2::Initiator * | createCboeCmi2Initiator (b2bits::CBOE::CMi2::SessionParameters const ¶ms) |
| Creates instance of the CBOE CMi2 Initiator. | |
| Cboe::Csm::CboeCsmApplication * | createCboeCsmApplication (Cboe::Csm::CboeCsmApplicationParams const ¶ms, Cboe::Csm::CboeCsmApplicationListener *appListener=NULL) |
| Creates instance of the CBOE CSM adapter. | |
| Cboe::Csm::CboeCsmApplication * | createCboeCsmApplication (Cboe::Csm::CboeCsmApplicationParams const ¶ms, MarketData::DataReaderAbstract *dataReader, Cboe::Csm::CboeCsmApplicationListener *appListener=NULL) |
| Cboe::MarketDepth::CboeMarketDepthApplication * | createCboeMarketDepthApplication (Cboe::MarketDepth::CboeMarketDepthApplicationParams const ¶ms, Cboe::MarketDepth::CboeMarketDepthApplicationListener *appListener=NULL) |
| Creates instance of the CBOE Market Depth adapter. | |
| Cme::Mdp::MarketDataService * | createCmeMdpMarketDataService (const std::string &name, const Cme::Mdp::MarketDataServiceOptions &options) |
| Creates an instance of the CME MDP3 Market Data Adapter. | |
| Cqg::MDApplication * | createCqgMDApplication (Cqg::MDApplicationListener *listener, Cqg::MDApplicationParams const ¶ms, MarketData::DataReaderAbstract *dataReader=NULL) |
| Creates instance of the CQG FIX/FAST Market Data adapter It is user's responsibility to call Cqg::MDApplication::release method. | |
| FastCoder * | createFastCoder (std::string const &template_fn, Engine::FIXVersion appProtocolVersion, Engine::FIXVersion scpProtocolVersion) |
| Creates FastCoder It is user's responsibility to destroy FastCoder instance. | |
| FastCoder * | createFastCoder (std::string const &template_fn, Engine::FIXVersion protocolVersion) |
| Creates FastCoder It is user's responsibility to destroy FastCoder instance. | |
| FastDecoder * | createFastDecoder (std::string const &template_fn, Engine::FIXVersion appProtocolVersion, Engine::FIXVersion scpProtocolVersion) |
| Creates FastDecoder It is user's responsibility to destroy FastDecoder instance. | |
| FastDecoder * | createFastDecoder (std::string const &template_fn, Engine::FIXVersion protocolVersion) |
| Creates FastDecoder It is user's responsibility to destroy FastDecoder instance. | |
| Session * | createFastSession (std::string const &templateFn, Application *pApp, const SessionId &sessionId, FIXVersion appVer, const FastSessionExtraParameters *pParam=NULL) |
| Creates FIX-over-FAST session It is user's responsibility to call Session::release method. | |
| Session * | createFastSession (std::string const &templateFn, Application *pApp, const SessionId &sessionId, FIXVersion appVer, FIXVersion scpVer, const FastSessionExtraParameters *pParam=NULL) |
| Creates FIX-over-FAST session It is user's responsibility to call Session::release method. | |
| Session * | createFastSession (std::string const &templateFn, Application *pApp, const std::string &senderCompID, const std::string &targetCompID, FIXVersion appVer, const FastSessionExtraParameters *pParam=NULL) |
| Creates FIX-over-FAST session It is user's responsibility to call Session::release method. | |
| Session * | createFastSession (std::string const &templateFn, Application *pApp, const std::string &senderCompID, const std::string &targetCompID, FIXVersion appVer, const SessionExtraParameters *pParam, const MessageStorageType storageType=default_storageType) |
| Creates FIX-over-FAST session It is user's responsibility to call Session::release method. | |
| Session * | createFastSession (std::string const &templateFn, Application *pApp, const std::string &senderCompID, const std::string &targetCompID, FIXVersion appVer, FIXVersion scpVer, const FastSessionExtraParameters *pParam=NULL) |
| Creates FIX-over-FAST session It is user's responsibility to call Session::release method. | |
| ParserID | createFixParser (DictionaryID const &scpProtocolName, DictionaryID const &appProtocol) |
| Creates FIXT11 protocol using loaded protocol definition files. | |
| ParserID | createFixParser (DictionaryID const &scpProtocolName, FixVersionToProtocolName const *appProtocols) |
| ParserID | createFixParser (DictionaryID const &scpProtocolName, nullptr_t appProtocols) |
| ParserID | createFixParser (DictionaryID const &scpProtocolName, ProtocolNames const *appProtocols=NULL) |
| Creates protocol using loaded protocol definition files. | |
| ParserID | createFixParser (ParserName const &parserName, DictionaryID const &scpProtocolName, DictionaryID appProtocol) |
| Creates FIXT11 protocol using loaded protocol definition files. | |
| ParserID | createFixParser (ParserName const &parserName, DictionaryID const &scpProtocolName, FixVersionToProtocolName const *appProtocols) |
| ParserID | createFixParser (ParserName const &parserName, DictionaryID const &scpProtocolName, nullptr_t appProtocols) |
| ParserID | createFixParser (ParserName const &parserName, DictionaryID const &scpProtocolName, ProtocolNames const *appProtocols) |
| Creates FIXT11 protocol using loaded protocol definition files. | |
| Forts::FortsApplication * | createFortsApplication (Forts::FortsApplicationParams const ¶ms, Forts::FortsApplicationListener *appListener=NULL) |
| Creates instance of the MOEX RTS FORTS FIX/FAST adapter It is user's responsibility to call Forts::MDApplication::release method. | |
| Forts::FortsApplication * | createFortsApplication (Forts::FortsApplicationParams const ¶ms, MarketData::DataReaderAbstract *dataReader, Forts::FortsApplicationListener *appListener=NULL) |
| Creates instance of the MOEX RTS FORTS FIX/FAST adapter It is user's responsibility to call Forts::MDApplication::release method. | |
| Globex2::GlobexApplication * | createGlobexApplication (Globex2::GlobexApplicationParams const ¶ms, Globex2::GlobexApplicationListener *appListener=NULL) |
| Creates instance of the CME Globex FIX/FAST adapter v.2 It is user's responsibility to call Globex::MDApplication::release method. | |
| Globex2::GlobexApplication * | createGlobexApplication (Globex2::GlobexApplicationParams const ¶ms, MarketData::DataReaderAbstract *dataReader, Globex2::GlobexApplicationListener *appListener=NULL) |
| Creates instance of the CME Globex FIX/FAST adapter v.2 It is user's responsibility to call Globex::MDApplication::release method. | |
| GlobexSbe::GlobexApplication * | createGlobexSbeApplication (GlobexSbe::GlobexApplicationParams const ¶ms, GlobexSbe::GlobexApplicationListener *appListener=NULL) |
| GlobexSbe::GlobexApplication * | createGlobexSbeApplication (GlobexSbe::GlobexApplicationParams const ¶ms, MarketData::DataReaderAbstract *dataReader, GlobexSbe::GlobexApplicationListener *appListener=NULL) |
| Session * | createInitiator (Application *pApp, const std::string &senderCompID, const std::string &targetCompID, ParserID scpID, const SessionExtraParameters *pParam=NULL) |
| Creates FIX initiator. | |
| Cboe::MarketDepth::CboeMarketDepthApplication * | createMarketDepthApplication (Cboe::MarketDepth::CboeMarketDepthApplicationParams const ¶ms, MarketData::DataReaderAbstract *dataReader, Cboe::MarketDepth::CboeMarketDepthApplicationListener *appListener=NULL) |
| Globex::MDApplication * | createMDApplication (Globex::MDApplicationParams const ¶ms, Globex::DataReaderAbstract *dataReader, Globex::MDApplicationListener *appListener=NULL) |
| Creates instance of the CME Globex FIX/FAST adapter It is user's responsibility to call Globex::MDApplication::release method. | |
| Globex::MDApplication * | createMDApplication (Globex::MDApplicationParams const ¶ms, Globex::MDApplicationListener *appListener=NULL) |
| Creates instance of the CME Globex FIX/FAST adapter It is user's responsibility to call Globex::MDApplication::release method. | |
| Mit::Application * | createMitApplication (Mit::ConnectionManager *connectionManager, const std::string &configurationFilename) |
| Creates an instance of the MilleniumIT Market Data Adapter. | |
| Mit::Application * | createMitApplication (Mit::ConnectionManager *connectionManager, const std::string &name, const Mit::ApplicationOptions &applicationOptions) |
| Creates an instance of the MilleniumIT Market Data Adapter. | |
| ParserID | createProtocol (std::string const &name, FIXVersion baseVer, std::string const &additionalXml) |
| Register new custom FIX Protocol and returns its identifier. | |
| Session * | createSession (Application *pApp, const SessionId &sessionId, FIXVersion appVer=NA, const SessionExtraParameters *pParam=NULL, const MessageStorageType storageType=default_storageType, UnderlyingProtocol underlyingProtocolType=FIX_TCP) |
| Creates a new FIX Session. | |
| Session * | createSession (Application *pApp, const SessionId &sessionId, ParserID scpID, const SessionExtraParameters *pParam=NULL, const MessageStorageType storageType=default_storageType, ProtocolIndex defaultAppProtocol=NA) |
| Creates a new FIX Session. | |
| Session * | createSession (Application *pApp, const SessionId &sessionId, ParserName const &parserName, const SessionExtraParameters *pParam=NULL, const MessageStorageType storageType=default_storageType, FIXVersion defaultAppProtocol=NA) |
| Creates a new FIX Session. | |
| Session * | createSession (Application *pApp, const std::string &senderCompID, const std::string &targetCompID, FIXVersion appVer=NA, const SessionExtraParameters *pParam=NULL, const MessageStorageType storageType=default_storageType, UnderlyingProtocol underlyingProtocolType=FIX_TCP) |
| Creates a new FIX Session. | |
| Session * | createSession (Application *pApp, const std::string &senderCompID, const std::string &targetCompID, ParserID scpID, const SessionExtraParameters *pParam=NULL, const MessageStorageType storageType=default_storageType, ProtocolIndex defaultAppProtocol=NA) |
| Creates a new FIX Session. | |
| Session * | createSession (Application *pApp, const std::string &senderCompID, const std::string &targetCompID, ParserName const &parserName, const SessionExtraParameters *pParam=NULL, const MessageStorageType storageType=default_storageType, FIXVersion defaultAppProtocol=NA) |
| Creates a new FIX Session. | |
| Spectra::SpectraApplication * | createSpectraApplication (Spectra::SpectraApplicationParams const ¶ms, MarketData::DataReaderAbstract *dataReader, Spectra::SpectraApplicationListener *appListener=NULL) |
| Creates instance of the MOEX RTS SPECTRA FIX/FAST adapter It is user's responsibility to call Spectra::MDApplication::release method. | |
| Spectra::SpectraApplication * | createSpectraApplication (Spectra::SpectraApplicationParams const ¶ms, Spectra::SpectraApplicationListener *appListener=NULL) |
| Creates instance of the MOEX RTS SPECTRA FIX/FAST adapter It is user's responsibility to call Spectra::MDApplication::release method. | |
| ParserID | findParser (const ParserDescription &parserDescription) const |
| Finds registered parser id by partially filled parser desription. | |
| AdminApplication * | getAdminApplication () |
| Returns administrative application. | |
| DictionaryID const * | getAppProtocolName (ParserID parserID, ProtocolIndex protocolIndex) const |
| Returns application protocol name for given parser and protocol. | |
| FIXVersion | getBaseProtocol (ParserID parserID) const |
| Returns base FIX protocol version. | |
| FixDictionary2::Dictionary const * | getDictionary () const |
| Returns reference to protocol dictionary. | |
| std::string | getLicenseExpirationDate () |
| Returns license expiration date in the 'YYYY-MM-DD' format. | |
| int | getListenPort () const |
| Returns engine listen port number. | |
| ListenPorts | getListenPorts () const |
| Returns engine listen ports. | |
| ParserDescription | getParserDescription (Engine::ParserID parserID) const |
| Returns parser description for given parser id. | |
| ParserID | getParserID (ParserName const &name) const |
| Returns unique parser ID. | |
| ParserName const & | getParserName (ParserID parserID) const |
| Returns unique parser name. | |
| ParserIDToParserNamePtr | getParsers () const |
| Returns set of registered parsers include custom parsers. | |
| const FAProperties * | getProperties () const |
| Returns settings. | |
| FixDictionary2::ProtocolT::CPtr | getProtocol (std::string const &protocolName) const |
| Returns registered protocol by protocol name. | |
| FIXVersion | getProtocolBaseVersion (std::string const &protocolName) const |
| Returns base version of registered protocol by protocol name. | |
| ParserID | getProtocolID (const std::string &name) const |
| Returns unique parser ID. | |
| Engine::AsciiString | getProtocolName (ParserID parserID) const |
| Returns unique parser name. | |
| ProtocolIndexToProtocolName const * | getProtocols (ParserID parserID) const |
| Returns set of application level protocols for given parser. | |
| System::SchedulerPtr | getScheduler () const |
| Returns engine's scheduler used to run cobfigured schedules. | |
| DictionaryID const * | getScpProtocolName (ParserID parserID) const |
| Returns transport protocol name for given parser. | |
| Session * | getSession (const SessionId &sessionId) |
| Searches for a session by sessionId consisting of senderCompID, targetCompID and session qualifier. | |
| Session * | getSession (const std::string &senderCompID, const std::string &targetCompID) |
| Searches for a session with given senderCompID/targetCompID with empty session qualifier. | |
| Engine::SessionsManager * | getSessionsManager () |
| Returns the current SessionsManager. | |
| void | getStatistics (Statistics *apS) |
| Returns the statistical information. | |
| MessageStorageType | getUnregisteredAcceptorSessionStorageType () const |
| Returns the default unregistered session's storage type. | |
| FixDictionary2::Dictionary::DictionariesInfo | loadProtocolFile (std::string const &fileName) |
| Loads protocol definition/customization file. | |
| void | registerAdminApplication (AdminApplication *app) |
| Register administrative application. | |
| void | registerEventListener (Engine::EventListener *apListener) |
| Registers the given EventListener with FixEngine. | |
| void | registerSessionsManager (SessionsManager *apManager) |
| Registers SessionsManager with the engine. | |
| void | setUnregisteredAcceptorSessionStorageType (const MessageStorageType type) |
| Sets the default unregistered session's storage type. | |
| void | startListeningIncomingConnections () |
| Makes the engine listen to incoming connections. | |
| void | stop () |
| Stops the engine's worker threads. | |
| void | stopListeningIncomingConnections () |
| Pauses the engine listen to incoming connections. | |
| bool | unregisterEventListener (Engine::EventListener *apListener) |
| Unregisters the given EventListener. | |
Static Public Member Functions | |
| static void | clearAdditionalFields () |
| Destroys the additional fields. | |
| static void | destroy () |
| Destroys the instance of this class. | |
| static const EngineProperties | getEnginePropertiesDefaults () |
| Retrieves properties defaults. | |
| static std::string | getEngineVersion () |
| Returns version of the FixEngine. | |
| static FixEngine * | init (const EngineProperties &engineProperties, const std::string &licenseKey="", bool initUtilsLogger=true, const SSLCustomContextProperties &customSSLContextProperties=SSLCustomContextProperties()) |
| Initializes the Engine. | |
| static FixEngine * | init (const std::string &propertiesFileName="", int listenPort=-1, const std::string &engineRoot="", const std::string &additionalFields="", const std::string &licenseKey="", bool initUtilsLogger=true, const SSLCustomContextProperties &customSSLContextProperties=SSLCustomContextProperties()) |
| Initializes the Engine. | |
| static FixEngine * | init (InitParameters const ¶ms) |
| Initializes the Engine. | |
| static bool | initialized () |
| Returns true if FixEngine was initialized; false otherwise. | |
| static void | reset_revision (const char *r) |
| Using by FA to log real revision number, to avoid static relink. | |
| static void | setAdditionalFields (const std::string &propertiesFileName="", const std::string &engineRoot="", const std::string &additionalFields="") |
| Initializes the additional fields. | |
| static FixEngine * | singleton () |
| Returns an instance of this class. | |
FIX Engine interface.
| FixEngineImpl * Engine::FixEngine::_impl | ( | ) |
| void Engine::FixEngine::backupLogFile | ( | const std::string & | backupFilePath | ) |
Backups engine's log file under the given name and opens a new one.
| backupFilePath | the current engine's log will be moved to this path. |
| bool Engine::FixEngine::cancelScheduledSessionRestart | ( | const SessionId & | sessionId | ) |
Cancels a scheduled by the SessionsManager::onSessionTerminated() callback restart of a session with given SessionId.
| sessionId | SessionID of the session |
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static |
Destroys the additional fields.
| Session * Engine::FixEngine::createAcceptor | ( | int | port, |
| Application * | pApp, | ||
| const std::string & | senderCompID, | ||
| const std::string & | targetCompID, | ||
| ParserID | scpID, | ||
| const SessionExtraParameters * | pParam = NULL ) |
Creates FIX acceptor.
This session is experimental.
| port | Listen TCP port |
| pApp | Session event listener |
| senderCompID | SenderCompID of the session. |
| targetCompID | TargetCompID of the session. |
| scpID | FIX session control protocol identifier. |
| pParam | an option session parameters, can be NULL. |
| Bats::Application * Engine::FixEngine::createBatsApplication | ( | const Bats::ApplicationOptions & | options, |
| Bats::ApplicationListener * | listener ) |
Creates an instance of the Bats Market Data Adapter.
The application should be destroyed with Application::release().
| Bovespa::BovespaApplication * Engine::FixEngine::createBovespaApplication | ( | Bovespa::BovespaApplicationParams const & | params, |
| Bovespa::BovespaApplicationListener * | appListener = NULL ) |
Creates instance of the Bovespa FIX/FAST adapter.
| Bovespa::BovespaApplication * Engine::FixEngine::createBovespaApplication | ( | Bovespa::BovespaApplicationParams const & | params, |
| MarketData::DataReaderAbstract * | dataReader, | ||
| Bovespa::BovespaApplicationListener * | appListener = NULL ) |
| b2bits::CBOE::CMi2::Initiator * Engine::FixEngine::createCboeCmi2Initiator | ( | b2bits::CBOE::CMi2::SessionParameters const & | params | ) |
Creates instance of the CBOE CMi2 Initiator.
| Cboe::Csm::CboeCsmApplication * Engine::FixEngine::createCboeCsmApplication | ( | Cboe::Csm::CboeCsmApplicationParams const & | params, |
| Cboe::Csm::CboeCsmApplicationListener * | appListener = NULL ) |
Creates instance of the CBOE CSM adapter.
| Cboe::Csm::CboeCsmApplication * Engine::FixEngine::createCboeCsmApplication | ( | Cboe::Csm::CboeCsmApplicationParams const & | params, |
| MarketData::DataReaderAbstract * | dataReader, | ||
| Cboe::Csm::CboeCsmApplicationListener * | appListener = NULL ) |
| Cboe::MarketDepth::CboeMarketDepthApplication * Engine::FixEngine::createCboeMarketDepthApplication | ( | Cboe::MarketDepth::CboeMarketDepthApplicationParams const & | params, |
| Cboe::MarketDepth::CboeMarketDepthApplicationListener * | appListener = NULL ) |
Creates instance of the CBOE Market Depth adapter.
| Cme::Mdp::MarketDataService * Engine::FixEngine::createCmeMdpMarketDataService | ( | const std::string & | name, |
| const Cme::Mdp::MarketDataServiceOptions & | options ) |
Creates an instance of the CME MDP3 Market Data Adapter.
The adaper should be destroyed with MarketDataService::destroy().
| Cqg::MDApplication * Engine::FixEngine::createCqgMDApplication | ( | Cqg::MDApplicationListener * | listener, |
| Cqg::MDApplicationParams const & | params, | ||
| MarketData::DataReaderAbstract * | dataReader = NULL ) |
Creates instance of the CQG FIX/FAST Market Data adapter It is user's responsibility to call Cqg::MDApplication::release method.
| FastCoder * Engine::FixEngine::createFastCoder | ( | std::string const & | template_fn, |
| Engine::FIXVersion | appProtocolVersion, | ||
| Engine::FIXVersion | scpProtocolVersion ) |
| FastCoder * Engine::FixEngine::createFastCoder | ( | std::string const & | template_fn, |
| Engine::FIXVersion | protocolVersion ) |
| FastDecoder * Engine::FixEngine::createFastDecoder | ( | std::string const & | template_fn, |
| Engine::FIXVersion | appProtocolVersion, | ||
| Engine::FIXVersion | scpProtocolVersion ) |
Creates FastDecoder It is user's responsibility to destroy FastDecoder instance.
| FastDecoder * Engine::FixEngine::createFastDecoder | ( | std::string const & | template_fn, |
| Engine::FIXVersion | protocolVersion ) |
Creates FastDecoder It is user's responsibility to destroy FastDecoder instance.
| Session * Engine::FixEngine::createFastSession | ( | std::string const & | templateFn, |
| Application * | pApp, | ||
| const SessionId & | sessionId, | ||
| FIXVersion | appVer, | ||
| const FastSessionExtraParameters * | pParam = NULL ) |
Creates FIX-over-FAST session It is user's responsibility to call Session::release method.
| Session * Engine::FixEngine::createFastSession | ( | std::string const & | templateFn, |
| Application * | pApp, | ||
| const SessionId & | sessionId, | ||
| FIXVersion | appVer, | ||
| FIXVersion | scpVer, | ||
| const FastSessionExtraParameters * | pParam = NULL ) |
Creates FIX-over-FAST session It is user's responsibility to call Session::release method.
| Session * Engine::FixEngine::createFastSession | ( | std::string const & | templateFn, |
| Application * | pApp, | ||
| const std::string & | senderCompID, | ||
| const std::string & | targetCompID, | ||
| FIXVersion | appVer, | ||
| const FastSessionExtraParameters * | pParam = NULL ) |
Creates FIX-over-FAST session It is user's responsibility to call Session::release method.
| Session * Engine::FixEngine::createFastSession | ( | std::string const & | templateFn, |
| Application * | pApp, | ||
| const std::string & | senderCompID, | ||
| const std::string & | targetCompID, | ||
| FIXVersion | appVer, | ||
| const SessionExtraParameters * | pParam, | ||
| const MessageStorageType | storageType = default_storageType ) |
Creates FIX-over-FAST session It is user's responsibility to call Session::release method.
| Session * Engine::FixEngine::createFastSession | ( | std::string const & | templateFn, |
| Application * | pApp, | ||
| const std::string & | senderCompID, | ||
| const std::string & | targetCompID, | ||
| FIXVersion | appVer, | ||
| FIXVersion | scpVer, | ||
| const FastSessionExtraParameters * | pParam = NULL ) |
Creates FIX-over-FAST session It is user's responsibility to call Session::release method.
| ParserID Engine::FixEngine::createFixParser | ( | DictionaryID const & | scpProtocolName, |
| DictionaryID const & | appProtocol ) |
Creates FIXT11 protocol using loaded protocol definition files.
| [in] | scpProtocolName | Protocol name (attribute 'id' in the XML file) to create parser for. Must be FIXT 1.1 or it's customization |
| [in] | appProtocol | Application level protocol name. |
| ParserID Engine::FixEngine::createFixParser | ( | DictionaryID const & | scpProtocolName, |
| FixVersionToProtocolName const * | appProtocols ) |
| ParserID Engine::FixEngine::createFixParser | ( | DictionaryID const & | scpProtocolName, |
| nullptr_t | appProtocols ) |
| ParserID Engine::FixEngine::createFixParser | ( | DictionaryID const & | scpProtocolName, |
| ProtocolNames const * | appProtocols = NULL ) |
Creates protocol using loaded protocol definition files.
| [in] | scpProtocolName | Protocol name (attribute 'id' in the XML file) to create parser for. |
| [in] | appProtocols | Set of application level protocols. Used if SCP protocol is FIXT 1.1 or it's customization. |
| ParserID Engine::FixEngine::createFixParser | ( | ParserName const & | parserName, |
| DictionaryID const & | scpProtocolName, | ||
| DictionaryID | appProtocol ) |
Creates FIXT11 protocol using loaded protocol definition files.
| [in] | parserName | Unique parser name that will be assigned to the new parser. |
| [in] | scpProtocolName | Transport protocol name (attribute 'id' in the XML file) to create parser for. Must be FIXT 1.1 or it's customization |
| [in] | appProtocol | Application level protocol name. |
| ParserID Engine::FixEngine::createFixParser | ( | ParserName const & | parserName, |
| DictionaryID const & | scpProtocolName, | ||
| FixVersionToProtocolName const * | appProtocols ) |
| ParserID Engine::FixEngine::createFixParser | ( | ParserName const & | parserName, |
| DictionaryID const & | scpProtocolName, | ||
| nullptr_t | appProtocols ) |
| ParserID Engine::FixEngine::createFixParser | ( | ParserName const & | parserName, |
| DictionaryID const & | scpProtocolName, | ||
| ProtocolNames const * | appProtocols ) |
Creates FIXT11 protocol using loaded protocol definition files.
| [in] | parserName | Unique parser name that will be assigned to the new parser. |
| [in] | scpProtocolName | Transport protocol name (attribute 'id' in the XML file) to create parser for. Must be FIXT 1.1 or it's customization |
| [in] | appProtocols | Set of application level protocols. |
| Forts::FortsApplication * Engine::FixEngine::createFortsApplication | ( | Forts::FortsApplicationParams const & | params, |
| Forts::FortsApplicationListener * | appListener = NULL ) |
Creates instance of the MOEX RTS FORTS FIX/FAST adapter It is user's responsibility to call Forts::MDApplication::release method.
| Forts::FortsApplication * Engine::FixEngine::createFortsApplication | ( | Forts::FortsApplicationParams const & | params, |
| MarketData::DataReaderAbstract * | dataReader, | ||
| Forts::FortsApplicationListener * | appListener = NULL ) |
Creates instance of the MOEX RTS FORTS FIX/FAST adapter It is user's responsibility to call Forts::MDApplication::release method.
| Globex2::GlobexApplication * Engine::FixEngine::createGlobexApplication | ( | Globex2::GlobexApplicationParams const & | params, |
| Globex2::GlobexApplicationListener * | appListener = NULL ) |
Creates instance of the CME Globex FIX/FAST adapter v.2 It is user's responsibility to call Globex::MDApplication::release method.
| Globex2::GlobexApplication * Engine::FixEngine::createGlobexApplication | ( | Globex2::GlobexApplicationParams const & | params, |
| MarketData::DataReaderAbstract * | dataReader, | ||
| Globex2::GlobexApplicationListener * | appListener = NULL ) |
Creates instance of the CME Globex FIX/FAST adapter v.2 It is user's responsibility to call Globex::MDApplication::release method.
| GlobexSbe::GlobexApplication * Engine::FixEngine::createGlobexSbeApplication | ( | GlobexSbe::GlobexApplicationParams const & | params, |
| GlobexSbe::GlobexApplicationListener * | appListener = NULL ) |
| GlobexSbe::GlobexApplication * Engine::FixEngine::createGlobexSbeApplication | ( | GlobexSbe::GlobexApplicationParams const & | params, |
| MarketData::DataReaderAbstract * | dataReader, | ||
| GlobexSbe::GlobexApplicationListener * | appListener = NULL ) |
| Session * Engine::FixEngine::createInitiator | ( | Application * | pApp, |
| const std::string & | senderCompID, | ||
| const std::string & | targetCompID, | ||
| ParserID | scpID, | ||
| const SessionExtraParameters * | pParam = NULL ) |
Creates FIX initiator.
This session is experimental.
| port | Listen TCP port |
| pApp | Session event listener |
| senderCompID | SenderCompID of the session. |
| targetCompID | TargetCompID of the session. |
| scpID | FIX session control protocol identifier. |
| pParam | an option session parameters, can be NULL. |
| Cboe::MarketDepth::CboeMarketDepthApplication * Engine::FixEngine::createMarketDepthApplication | ( | Cboe::MarketDepth::CboeMarketDepthApplicationParams const & | params, |
| MarketData::DataReaderAbstract * | dataReader, | ||
| Cboe::MarketDepth::CboeMarketDepthApplicationListener * | appListener = NULL ) |
| Globex::MDApplication * Engine::FixEngine::createMDApplication | ( | Globex::MDApplicationParams const & | params, |
| Globex::DataReaderAbstract * | dataReader, | ||
| Globex::MDApplicationListener * | appListener = NULL ) |
Creates instance of the CME Globex FIX/FAST adapter It is user's responsibility to call Globex::MDApplication::release method.
| Globex::MDApplication * Engine::FixEngine::createMDApplication | ( | Globex::MDApplicationParams const & | params, |
| Globex::MDApplicationListener * | appListener = NULL ) |
Creates instance of the CME Globex FIX/FAST adapter It is user's responsibility to call Globex::MDApplication::release method.
| Mit::Application * Engine::FixEngine::createMitApplication | ( | Mit::ConnectionManager * | connectionManager, |
| const std::string & | configurationFilename ) |
Creates an instance of the MilleniumIT Market Data Adapter.
The application should be destroyed with Application::release(). connectionManager should stay alive until Application::release() is called. connectionManager can be 0 to create and use the default implementation.
| Mit::Application * Engine::FixEngine::createMitApplication | ( | Mit::ConnectionManager * | connectionManager, |
| const std::string & | name, | ||
| const Mit::ApplicationOptions & | applicationOptions ) |
Creates an instance of the MilleniumIT Market Data Adapter.
The application should be destroyed with Application::release(). connectionManager should stay alive until Application::release() is called. connectionManager can be 0 to create and use the default implementation.
| ParserID Engine::FixEngine::createProtocol | ( | std::string const & | name, |
| FIXVersion | baseVer, | ||
| std::string const & | additionalXml ) |
Register new custom FIX Protocol and returns its identifier.
| name | Unique name of the protocol |
| baseVer | Base FIX Version |
| additionalXml | FIX Protocol customization file |
| Utils::Exception | If protocol with given name already exists or additionalXml points to default additional.xml file. |
| Session * Engine::FixEngine::createSession | ( | Application * | pApp, |
| const SessionId & | sessionId, | ||
| FIXVersion | appVer = NA, | ||
| const SessionExtraParameters * | pParam = NULL, | ||
| const MessageStorageType | storageType = default_storageType, | ||
| UnderlyingProtocol | underlyingProtocolType = FIX_TCP ) |
Creates a new FIX Session.
It is user's responsibility to call Session::release method.
| pApp | a pointer to the Application that will process the incoming messages. |
| sessionId | Session Identifier |
| appVer | Application FIX protocol version or default application FIX protocol in case of FIXT 1.1 session. |
| pParam | an option session parameters, can be NULL. |
| storageType | - type of the message storage |
| Session * Engine::FixEngine::createSession | ( | Application * | pApp, |
| const SessionId & | sessionId, | ||
| ParserID | scpID, | ||
| const SessionExtraParameters * | pParam = NULL, | ||
| const MessageStorageType | storageType = default_storageType, | ||
| ProtocolIndex | defaultAppProtocol = NA ) |
Creates a new FIX Session.
It is user's responsibility to call Session::release method.
| pApp | a pointer to the Application that will process the incoming messages. |
| sessionId | Session Identifier |
| scpID | FIX session control parser identifier. |
| pParam | an option session parameters, can be NULL. |
| storageType | Message storage type |
| defaultAppProtocol | Default application FIX protocol version. Required if scpID points to FIXT 1.1 protocol. |
| Session * Engine::FixEngine::createSession | ( | Application * | pApp, |
| const SessionId & | sessionId, | ||
| ParserName const & | parserName, | ||
| const SessionExtraParameters * | pParam = NULL, | ||
| const MessageStorageType | storageType = default_storageType, | ||
| FIXVersion | defaultAppProtocol = NA ) |
Creates a new FIX Session.
It is user's responsibility to call Session::release method.
| pApp | a pointer to the Application that will process the incoming messages. |
| sessionId | Session Identifier |
| parserName | Name of the parser or parser template string, |
| pParam | an option session parameters, can be NULL. |
| storageType | - type of the message storage |
| defaultAppProtocol | Default application FIX protocol version. Required if underlyingProtocolType equals FIXT11_TCP or parserID points to FIXT 1.1 protocol. |
| Session * Engine::FixEngine::createSession | ( | Application * | pApp, |
| const std::string & | senderCompID, | ||
| const std::string & | targetCompID, | ||
| FIXVersion | appVer = NA, | ||
| const SessionExtraParameters * | pParam = NULL, | ||
| const MessageStorageType | storageType = default_storageType, | ||
| UnderlyingProtocol | underlyingProtocolType = FIX_TCP ) |
Creates a new FIX Session.
It is user's responsibility to call Session::release method.
| pApp | a pointer to the Application that will process the incoming messages. |
| senderCompID | SenderCompID of the session. |
| targetCompID | TargetCompID of the session. |
| appVer | Application FIX protocol version or default application FIX protocol in case of FIXT 1.1 session. |
| pParam | an option session parameters, can be NULL. |
| storageType | - type of the message storage |
| Session * Engine::FixEngine::createSession | ( | Application * | pApp, |
| const std::string & | senderCompID, | ||
| const std::string & | targetCompID, | ||
| ParserID | scpID, | ||
| const SessionExtraParameters * | pParam = NULL, | ||
| const MessageStorageType | storageType = default_storageType, | ||
| ProtocolIndex | defaultAppProtocol = NA ) |
Creates a new FIX Session.
It is user's responsibility to call Session::release method.
| pApp | a pointer to the Application that will process the incoming messages. |
| senderCompID | SenderCompID of the session. |
| targetCompID | TargetCompID of the session. |
| scpID | FIX session control parser identifier. |
| pParam | an option session parameters, can be NULL. |
| storageType | Message storage type |
| defaultAppProtocol | Default application FIX protocol version. Required if scpID points to FIXT 1.1 protocol. |
| Session * Engine::FixEngine::createSession | ( | Application * | pApp, |
| const std::string & | senderCompID, | ||
| const std::string & | targetCompID, | ||
| ParserName const & | parserName, | ||
| const SessionExtraParameters * | pParam = NULL, | ||
| const MessageStorageType | storageType = default_storageType, | ||
| FIXVersion | defaultAppProtocol = NA ) |
Creates a new FIX Session.
It is user's responsibility to call Session::release method.
| pApp | a pointer to the Application that will process the incoming messages. |
| senderCompID | SenderCompID of the session. |
| targetCompID | TargetCompID of the session. |
| parserName | Name of the parser or parser template string, |
| pParam | an option session parameters, can be NULL. |
| storageType | - type of the message storage |
| defaultAppProtocol | Default application FIX protocol version. Required if underlyingProtocolType equals FIXT11_TCP or parserID points to FIXT 1.1 protocol. |
| Spectra::SpectraApplication * Engine::FixEngine::createSpectraApplication | ( | Spectra::SpectraApplicationParams const & | params, |
| MarketData::DataReaderAbstract * | dataReader, | ||
| Spectra::SpectraApplicationListener * | appListener = NULL ) |
Creates instance of the MOEX RTS SPECTRA FIX/FAST adapter It is user's responsibility to call Spectra::MDApplication::release method.
| Spectra::SpectraApplication * Engine::FixEngine::createSpectraApplication | ( | Spectra::SpectraApplicationParams const & | params, |
| Spectra::SpectraApplicationListener * | appListener = NULL ) |
Creates instance of the MOEX RTS SPECTRA FIX/FAST adapter It is user's responsibility to call Spectra::MDApplication::release method.
|
static |
Destroys the instance of this class.
| ParserID Engine::FixEngine::findParser | ( | const ParserDescription & | parserDescription | ) | const |
Finds registered parser id by partially filled parser desription.
| [in] | parserDescription | partially filled parser desription |
| AdminApplication * Engine::FixEngine::getAdminApplication | ( | ) |
Returns administrative application.
If there is no registered custom application, embedded is returned.
| DictionaryID const * Engine::FixEngine::getAppProtocolName | ( | ParserID | parserID, |
| ProtocolIndex | protocolIndex ) const |
Returns application protocol name for given parser and protocol.
| [in] | parserID | Unique parser ID |
| [in] | protocolIndex | protocol index in the parser |
| Utils::Exception | If parser with given ID or protocol in the parser is not found. |
| FIXVersion Engine::FixEngine::getBaseProtocol | ( | ParserID | parserID | ) | const |
Returns base FIX protocol version.
| Utils::Exception | If protocol with given ID is not found. |
| FixDictionary2::Dictionary const * Engine::FixEngine::getDictionary | ( | ) | const |
Returns reference to protocol dictionary.
|
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Retrieves properties defaults.
|
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| std::string Engine::FixEngine::getLicenseExpirationDate | ( | ) |
Returns license expiration date in the 'YYYY-MM-DD' format.
| int Engine::FixEngine::getListenPort | ( | ) | const |
Returns engine listen port number.
| ListenPorts Engine::FixEngine::getListenPorts | ( | ) | const |
Returns engine listen ports.
| ParserDescription Engine::FixEngine::getParserDescription | ( | Engine::ParserID | parserID | ) | const |
Returns parser description for given parser id.
| parserID | unique parser id |
| ParserID Engine::FixEngine::getParserID | ( | ParserName const & | name | ) | const |
Returns unique parser ID.
| [in] | Unique | parser name |
| ParserName const & Engine::FixEngine::getParserName | ( | ParserID | parserID | ) | const |
Returns unique parser name.
| [in] | parserID | Unique parser ID |
| Utils::Exception | If parser with given ID is not found. |
| ParserIDToParserNamePtr Engine::FixEngine::getParsers | ( | ) | const |
Returns set of registered parsers include custom parsers.
| const FAProperties * Engine::FixEngine::getProperties | ( | ) | const |
Returns settings.
| FixDictionary2::ProtocolT::CPtr Engine::FixEngine::getProtocol | ( | std::string const & | protocolName | ) | const |
Returns registered protocol by protocol name.
| protocolName | name of protocol |
| Utils::Exception | if protocol for given name is not found. |
| FIXVersion Engine::FixEngine::getProtocolBaseVersion | ( | std::string const & | protocolName | ) | const |
Returns base version of registered protocol by protocol name.
| protocolName | name of protocol |
| Utils::Exception | if protocol for given name is not found. |
|
inline |
Returns unique parser ID.
| [in] | Unique | parser name |
| Utils::Exception | If parser with given name is not found. |
| Engine::AsciiString Engine::FixEngine::getProtocolName | ( | ParserID | parserID | ) | const |
Returns unique parser name.
| [in] | parserID | Unique parser ID |
| Utils::Exception | If parser with given ID is not found. |
| ProtocolIndexToProtocolName const * Engine::FixEngine::getProtocols | ( | ParserID | parserID | ) | const |
Returns set of application level protocols for given parser.
| [in] | parserID | Unique parser ID |
| Utils::Exception | If parser with given ID is not found. |
| System::SchedulerPtr Engine::FixEngine::getScheduler | ( | ) | const |
Returns engine's scheduler used to run cobfigured schedules.
| DictionaryID const * Engine::FixEngine::getScpProtocolName | ( | ParserID | parserID | ) | const |
Returns transport protocol name for given parser.
| [in] | parserID | Unique parser ID |
| Utils::Exception | If parser with given ID is not found. |
Searches for a session by sessionId consisting of senderCompID, targetCompID and session qualifier.
Session can be found after Session::connect call. Calls addRef before returning the pointer, it is user's responsibility to call Session::release method.
| sessionId | Session Identifier |
| Session * Engine::FixEngine::getSession | ( | const std::string & | senderCompID, |
| const std::string & | targetCompID ) |
Searches for a session with given senderCompID/targetCompID with empty session qualifier.
Use overloaded method with SessionId parameter to get session with qualifier. Session can be found after Session::connect call Calls addRef before returning the pointer, it is user's responsibility to call Session::release method.
| senderCompID | SenderCompID of the session. |
| targetCompID | TargetCompID of the session. |
| Engine::SessionsManager * Engine::FixEngine::getSessionsManager | ( | ) |
Returns the current SessionsManager.
| void Engine::FixEngine::getStatistics | ( | Statistics * | apS | ) |
Returns the statistical information.
| [out] | apS | Instance of Statistics to store result. |
| MessageStorageType Engine::FixEngine::getUnregisteredAcceptorSessionStorageType | ( | ) | const |
Returns the default unregistered session's storage type.
|
static |
Initializes the Engine.
| engineProperties | Engine parameters. List of parameters can be find in the B2BITS_FAProperties.h file. |
| licenseKey | License key |
| initUtilsLogger | Specifies either FixEngine should initalize LogSystem. Pass true to force FixEngine to initialize LogSystem; false otherwise. |
| customSSLContextProperties | SSLCustomContextProperties interface used to custom SSL configuration if any. |
|
static |
Initializes the Engine.
| propertiesFileName | the FIX Engine configuration parameters file name. If it is equal to "", then "./engine.properties" is used. |
| listenPort | Engine's listen port. Overrides the value from the properties file. If it is equal to -1 then the value from the properties file is used. |
| engineRoot | The top of the directory tree under which the engine's configuration, and log files are kept. Do NOT add a slash at the end of the directory path. Overrides the value from the properties file. If it is equal to "", then the value from the properties file is used. |
| additionalFields | Specifies additional messages fields. |
| licenseKey | License key |
| initUtilsLogger | Specifies either FixEngine should initalize LogSystem. Pass true to force FixEngine to initialize LogSystem; false otherwise. |
| customSSLContextProperties | SSLCustomContextProperties interface used to custom SSL configuration if any. |
|
static |
|
static |
Returns true if FixEngine was initialized; false otherwise.
| FixDictionary2::Dictionary::DictionariesInfo Engine::FixEngine::loadProtocolFile | ( | std::string const & | fileName | ) |
Loads protocol definition/customization file.
| [in] | fileName | Path to the protocol file |
| void Engine::FixEngine::registerAdminApplication | ( | AdminApplication * | app | ) |
Register administrative application.
| app | custom administrative application. |
| Utils::Exception | if administrative application already registered. |
| void Engine::FixEngine::registerEventListener | ( | Engine::EventListener * | apListener | ) |
Registers the given EventListener with FixEngine.
| apListener | EventListener |
| void Engine::FixEngine::registerSessionsManager | ( | SessionsManager * | apManager | ) |
Registers SessionsManager with the engine.
| apManager | Instance of SessionsManager. |
|
static |
Using by FA to log real revision number, to avoid static relink.
|
static |
Initializes the additional fields.
| propertiesFileName | the FIX Engine configuration parameters file name. If it is equal to "", then "./engine.properties" is used. |
| engineRoot | The top of the directory tree under which the engine's configuration, and log files are kept. Do NOT add a slash at the end of the directory path. Overrides the value from the properties file. If it is equal to "", then the value from the proterties file is used. |
| additionalFields | Specifies additional messages fields. |
| void Engine::FixEngine::setUnregisteredAcceptorSessionStorageType | ( | const MessageStorageType | type | ) |
Sets the default unregistered session's storage type.
| type | storage type that will be used in new sessions. |
|
static |
| void Engine::FixEngine::startListeningIncomingConnections | ( | ) |
Makes the engine listen to incoming connections.
| void Engine::FixEngine::stop | ( | ) |
Stops the engine's worker threads.
| void Engine::FixEngine::stopListeningIncomingConnections | ( | ) |
Pauses the engine listen to incoming connections.
| bool Engine::FixEngine::unregisterEventListener | ( | Engine::EventListener * | apListener | ) |
Unregisters the given EventListener.
| apListener | EventListener |