B2BITS FIX Antenna HFT  1.0.13
 All Classes Namespaces Files Functions Variables Typedefs Enumerations Enumerator Friends Macros Pages
Macros | Functions | Variables
RiskCommon.h File Reference

Macros

#define i32_accountID   i32_2
 
#define i32_flags   i32
 
#define i32_inboundSeqnum   i32_2
 
#define i32_RTTableID   i32_2
 
#define i64_exchOrderID   i64
 
#define i64_inboundMsgID   i64_3
 
#define i64_inboundSessionID   i64_5
 
#define i64_nbboPrices   i64_4
 
#define i64_orderID37   i64
 
#define i64_origExchOrderID   i64_2
 
#define i64_sorTransactionID   i64_4
 

Functions

static void decodeNBBO (unsigned long long data, double *nboPx, double *nbbPx)
 

Variables

static const unsigned FIXLOG_MSG_BAML = 4096
 
static const unsigned FIXLOG_MSG_CLIENT_ER_NOSTREET_ER = FIXLOG_MSG_RISK_ER_RISK_REJECT
 
static const unsigned FIXLOG_MSG_DROP_COPY = 32
 
static const unsigned FIXLOG_MSG_EMS = FIXLOG_MSG_DROP_COPY
 
static const unsigned FIXLOG_MSG_HAS_INSTRUMENT_TYPE = 128
 
static const unsigned FIXLOG_MSG_HAS_NBBO_PRICE = 512
 
static const unsigned FIXLOG_MSG_IS_OPT_SECURITY = 256
 
static const unsigned FIXLOG_MSG_KILL_SWITCH = 4096*2
 
static const unsigned FIXLOG_MSG_MANUAL_CXL_GEN = 2048
 
static const unsigned FIXLOG_MSG_MANUAL_CXL_IN = 1024
 
static const unsigned FIXLOG_MSG_RISK_ER_ANSWER_TO_J = 8
 
static const unsigned FIXLOG_MSG_RISK_ER_RISK_REJECT = 16
 
static const unsigned FIXLOG_MSG_RISK_ER_STREET = 4
 
static const unsigned FIXLOG_MSG_RISK_ORDER_PASSED = 2
 
static const unsigned FIXLOG_MSG_RISK_PROCESSED = 1
 
static const unsigned FIXLOG_MSG_ROUTED_TO_CLOUD = 64
 

Macro Definition Documentation

#define i32_accountID   i32_2
#define i32_flags   i32
#define i32_inboundSeqnum   i32_2
#define i32_RTTableID   i32_2
#define i64_exchOrderID   i64
#define i64_inboundMsgID   i64_3
#define i64_inboundSessionID   i64_5
#define i64_nbboPrices   i64_4
#define i64_orderID37   i64
#define i64_origExchOrderID   i64_2
#define i64_sorTransactionID   i64_4

Function Documentation

static void decodeNBBO ( unsigned long long  data,
double *  nboPx,
double *  nbbPx 
)
inlinestatic

Variable Documentation

const unsigned FIXLOG_MSG_BAML = 4096
static
const unsigned FIXLOG_MSG_CLIENT_ER_NOSTREET_ER = FIXLOG_MSG_RISK_ER_RISK_REJECT
static
const unsigned FIXLOG_MSG_DROP_COPY = 32
static
const unsigned FIXLOG_MSG_EMS = FIXLOG_MSG_DROP_COPY
static
const unsigned FIXLOG_MSG_HAS_INSTRUMENT_TYPE = 128
static
const unsigned FIXLOG_MSG_HAS_NBBO_PRICE = 512
static
const unsigned FIXLOG_MSG_IS_OPT_SECURITY = 256
static
const unsigned FIXLOG_MSG_KILL_SWITCH = 4096*2
static
const unsigned FIXLOG_MSG_MANUAL_CXL_GEN = 2048
static
const unsigned FIXLOG_MSG_MANUAL_CXL_IN = 1024
static
const unsigned FIXLOG_MSG_RISK_ER_ANSWER_TO_J = 8
static
const unsigned FIXLOG_MSG_RISK_ER_RISK_REJECT = 16
static
const unsigned FIXLOG_MSG_RISK_ER_STREET = 4
static
const unsigned FIXLOG_MSG_RISK_ORDER_PASSED = 2
static
const unsigned FIXLOG_MSG_RISK_PROCESSED = 1
static
const unsigned FIXLOG_MSG_ROUTED_TO_CLOUD = 64
static