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