B2BITS FIX Antenna HFT
1.0.15
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#include <cmi_symbols.h>
Public Member Functions | |
bool | addSymbol (SimpleSessionI *session, Parser::LiteFixMessage &msg, bool &throttle) |
void | addSymbol (CmiTradeSessionId tradeSessionId, const char *underlyingSymbol, int underlyingSymbol_len, const char *optParams, int optParams_len, CmiProductKey cmiSymbol, unsigned secondsTs) |
CmiProductCatalog () | |
std::string | currYYYYMMAsString () |
void | decrementOutstandingReqs () |
void | finishedAddingSymbols (bool wasLoadedFromLiveSource) |
int | getOutstandingReqs () |
int | getSymbolsLoadedCount () |
bool | hasTodaysRecords () |
bool | hasUnsavedData () |
void | incrementOutstandingReqs () |
void | init (const char *basepath, const char *prefix) |
void | initCommunication () |
bool | isBusyDownloading () |
bool | isLoadedFromFile () |
bool | isLoadedFromLiveSource () |
void | loadFromFile (const char *filepath) |
void | loadFromLatestFile () |
bool | lookup (CmiTradeSessionId tradeSessionId, CmiProductKey key, CmiOption **sym) |
bool | lookup (CmiTradeSessionId tradeSessionId, CmiOption &sym, CmiProductKey *cmiSymbol) |
void | replaceAll (char *start, char *end, char pattern, char replChar) |
void | resetOutstandingReqs () |
void | saveToFile () |
void | saveToFile (const std::string &filepath) |
void | sendSecurityDefinitionRequest (SimpleSessionI *session) |
void | sendSecurityDefinitionRequest (SimpleSessionI *session, Parser::LiteFixMessage &msg) |
Static Public Member Functions | |
static bool | isSymbolClassDefMessage (Parser::LiteFixMessage &msg) |
Public Attributes | |
std::string | basepath_ |
volatile int | currSymMap_ |
bool | dirty_ |
bool | hasTodaysRecords_ |
bool | isLoadedFromFile_ |
bool | isLoadedFromLiveSource_ |
int | outstandingReqs_ |
std::string | prefix_ |
boost::ptr_vector < Parser::LiteFixMessage > | reqMsg_ |
boost::ptr_vector < Parser::LiteFixMessage > | reqOptMsg_ |
unsigned | requestId_ |
volatile int | symbolsLoaded_ |
volatile int | symbolsLoadedSinceLastTime_ |
rwlock | symMap_locks_ [2] |
CmiTradeSessionSymMap | symMaps_ [2] |
tape_allocator | tapeAllocator_ |
volatile bool | unsavedData_ |
Static Public Attributes | |
static const int | MAX_OUSTANDING_PRODUCT_REQS = 5 |
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Referenced by loadFromFile().
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References CmiSymbol::addedAtSec_, tape_allocator::alloc(), ShortStr< StringLength >::assign(), CmiSymbolMap::cmi2Fix_, CmiSymbol::cmiProductKey_, currSymMap_, dirty_, CmiSymbolMap::fix2Cmi_, get_seconds_from_nanosec(), hasTodaysRecords_, CmiOption::optParams_, CmiSymbol::symbol_, symbolsLoaded_, symbolsLoadedSinceLastTime_, symMaps_, tapeAllocator_, and CmiOption::underlying_.
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References now().
Referenced by saveToFile().
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References outstandingReqs_.
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References currSymMap_, dirty_, isLoadedFromFile_, LOG_FAST_INFO, symbolsLoaded_, and symMap_locks_.
Referenced by loadFromFile().
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References outstandingReqs_.
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References symbolsLoaded_.
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References hasTodaysRecords_.
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References unsavedData_.
Referenced by isBusyDownloading().
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References outstandingReqs_.
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References hasUnsavedData().
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References isLoadedFromFile_.
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References isLoadedFromLiveSource_.
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inlinestatic |
References Parser::LiteFixMessage::get().
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References addSymbol(), finishedAddingSymbols(), Engine::UTCTimestamp::fromFixString(), getSeconds(), getTradeSessionByName(), and LOG_FAST_ERROR.
Referenced by loadFromLatestFile().
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References basepath_, System::Directory::findFiles(), loadFromFile(), prefix_, and reverse().
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References currSymMap_, symMap_locks_, and symMaps_.
Referenced by fix_algo::mapSymbolToCmi(), and fix_algo::mapSymbolToFix().
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References currSymMap_, symMap_locks_, and symMaps_.
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Referenced by init().
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References outstandingReqs_.
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References basepath_, currYYYYMMAsString(), and prefix_.
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References CmiSymbol::addedAtSec_, CmiSymbol::cmiProductKey_, currSymMap_, ShortStrRefCtor::data_, ShortStr< StringLength >::data_, System::File::deleteFile(), Engine::UTCTimestamp::fromTimeT(), get_millisec(), getTradeSessionById(), Utils::i2str(), ShortStrRefCtor::length_, ShortStr< StringLength >::length_, LOG_FAST_ERROR, System::File::moveFile(), CmiOption::optParams_, CmiSymbol::symbol_, symMap_locks_, symMaps_, Engine::UTCTimestamp::toFixString(), CmiOption::underlying_, and unsavedData_.
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std::string CmiProductCatalog::basepath_ |
Referenced by init(), loadFromLatestFile(), and saveToFile().
volatile int CmiProductCatalog::currSymMap_ |
Referenced by addSymbol(), finishedAddingSymbols(), init(), lookup(), and saveToFile().
bool CmiProductCatalog::dirty_ |
Referenced by addSymbol(), finishedAddingSymbols(), and init().
bool CmiProductCatalog::hasTodaysRecords_ |
Referenced by addSymbol(), hasTodaysRecords(), and init().
bool CmiProductCatalog::isLoadedFromFile_ |
Referenced by finishedAddingSymbols(), init(), and isLoadedFromFile().
bool CmiProductCatalog::isLoadedFromLiveSource_ |
Referenced by init(), and isLoadedFromLiveSource().
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int CmiProductCatalog::outstandingReqs_ |
Referenced by decrementOutstandingReqs(), getOutstandingReqs(), incrementOutstandingReqs(), init(), and resetOutstandingReqs().
std::string CmiProductCatalog::prefix_ |
Referenced by init(), loadFromLatestFile(), and saveToFile().
boost::ptr_vector<Parser::LiteFixMessage> CmiProductCatalog::reqMsg_ |
boost::ptr_vector<Parser::LiteFixMessage> CmiProductCatalog::reqOptMsg_ |
unsigned CmiProductCatalog::requestId_ |
volatile int CmiProductCatalog::symbolsLoaded_ |
Referenced by addSymbol(), finishedAddingSymbols(), getSymbolsLoadedCount(), and init().
volatile int CmiProductCatalog::symbolsLoadedSinceLastTime_ |
Referenced by addSymbol(), and init().
rwlock CmiProductCatalog::symMap_locks_[2] |
Referenced by finishedAddingSymbols(), lookup(), and saveToFile().
CmiTradeSessionSymMap CmiProductCatalog::symMaps_[2] |
Referenced by addSymbol(), lookup(), and saveToFile().
tape_allocator CmiProductCatalog::tapeAllocator_ |
Referenced by addSymbol().
volatile bool CmiProductCatalog::unsavedData_ |
Referenced by hasUnsavedData(), init(), and saveToFile().