B2BITS FIX Antenna HFT  1.0.13
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fix_algo::CmiFixConverter Class Reference

#include <fix_to_cmi2.h>

+ Inheritance diagram for fix_algo::CmiFixConverter:
+ Collaboration diagram for fix_algo::CmiFixConverter:

Public Member Functions

 CmiFixConverter (CmiProductCatalog &symbols)
 
bool convertAppMsgToBinary (Parser::LiteFixMessage *ownerMsg, Utils::RawBuffer *binaryMsg, int *size)
 
bool convertAppMsgToFix (Parser::LiteFixMessage *ownerMsg, const char *binaryMessage, int size, bool clearTheMessageBeforeUse, bool isMakeStandalone, Engine::FIXTagVisitor *callback)
 
bool convertSessionLevelMsgToBinary (Parser::LiteFixMessage *ownerMsg, Utils::RawBuffer *binaryMsg, int *size, bool isIncoming, bool isInitiator, Engine::SessionExtraParametersImpl *params)
 
bool convertSessionLevelMsgToFix (Parser::LiteFixMessage *ownerMsg, const char *binaryMessage, int size, bool clearTheMessageBeforeUse, bool isMakeStandalone, Engine::FIXTagVisitor *callback, bool isIncoming, bool isInitiator, Engine::SessionExtraParametersImpl *params)
 

Public Attributes

CmiProductCatalogsymbols_
 

Constructor & Destructor Documentation

fix_algo::CmiFixConverter::CmiFixConverter ( CmiProductCatalog symbols)
inline

Member Function Documentation

bool fix_algo::CmiFixConverter::convertAppMsgToBinary ( Parser::LiteFixMessage ownerMsg,
Utils::RawBuffer binaryMsg,
int *  size 
)
inlinevirtual

Implements Parser::BinaryFixMappingI.

References Utils::RawBuffer::alloc(), CMI::StandardHeader::cmiMarker, FIXFields::CMIUserSessionKey, Parser::LiteFixMessage::get(), Parser::LiteFixMessage::getAsChar(), Parser::LiteFixMessage::getAsUInt32(), CMI::OrderFormat1::Contingency::getElement(), CMI::ProductDownloadRequestForClass::ClassKeys::getElements(), CMI::CommonFieldsIterator::getGroupFieldValue(), CMI::StandardHeader::getMessageLength(), CMI::OrderFillReport::getMinMessageSize(), CMI::OrderResponse::getMinMessageSize(), getPrice(), CMI::OrderFillReport::getSetIterator(), CMI::OrderFormat1::getSetIterator(), CMI::OrderResponse::getSetIterator(), CMI::ProductDownloadRequestForClass::getSetIterator(), Parser::LiteFixMessage::getTagAsIntAtIndex(), Parser::LiteFixMessage::getTagIndex(), Parser::LiteFixMessage::getTagOccurrenceIndex(), getTradeSessionByName(), fix_algo::mapClordIdToCmi(), fix_algo::mapContingencyToCmi(), fix_algo::mapCoverageToCmi(), fix_algo::mapERQtyToCmi(), fix_algo::mapFillERQtyToCmi(), fix_algo::mapOrderId37ToCmi(), fix_algo::mapOrigClordIdToCmi(), fix_algo::mapOriginToCmi(), fix_algo::mapOrigOrderId37ToCmi(), fix_algo::mapPositionEffectToCmi(), fix_algo::mapPriceToCmi(), fix_algo::mapReportTypeToCmi(), fix_algo::mapSideToCmi(), fix_algo::mapSymbolToCmi(), fix_algo::mapTradedPriceQtyToCmi(), fix_algo::mapTransactTimeToCmi(), CMI::FieldsSetIterator::markExist(), CMI::CommonFieldsIterator::next(), CMI::OrderFillReport_Contras, CMI::OrderFillReport_optionalData, CMI::OrderFormat1_clearingInfo, CMI::OrderFormat1_cmtaFirmNumber, CMI::OrderFormat1_Contingency, CMI::OrderFormat1_correspondentFirm, CMI::OrderFormat1_userAssignedId, CMI::OrderResponse_LegOrderDetails, CMI::ProductDownloadRequestForClass_ClassKeys, CMI::StandardHeader::reserved2, CMI::OrderFormat1::setAccount(), CMI::FieldsSetIterator::setAlpha20FieldValue(), CMI::FieldsSetIterator::setAlpha4FieldValue(), CMI::FieldsSetIterator::setAlpha8FieldValue(), CMI::ProductDownloadRequestForClass::ClassKeys::ClassKeysElement::setClassKey(), CMI::OrderFormat1::Contingency::ContingencyElement::setContingencyType(), CMI::OrderResponse::setCorrespondentFirm(), CMI::ProductDownloadRequestForClass::ClassKeys::setElementsCount(), CMI::OrderFormat1::setExecutingGiveUpFirmNumber(), CMI::OrderResponse::setExecutingGiveUpFirmNumber(), CMI::StandardHeader::setMessageLength(), CMI::StandardHeader::setMessageSequenceNumber(), CMI::StandardHeader::setMessageType(), CMI::OrderFormat1::setNBBOProtection(), CMI::OrderFormat1::setOptionalFieldIndicator(), CMI::OrderFormat1CancelRequest::setOriginalOrderCorrespondentFirm(), CMI::OrderFormat1CancelRequest::setOriginalOrderExecutingGiveUpFirmNumber(), CMI::OrderFormat1CancelRequest::setOriginalOrderTradingSessionId(), CMI::OrderFormat1::setOriginalQuantity(), CMI::ProductDownloadRequestForTradingSession::setProductType(), CMI::OrderFormat1CancelRequest::setQuantityToCancel(), CMI::GMDAcknowledgement::setReferenceSequenceNumber(), CMI::ProductDownloadRequestForClass::setRequestId(), CMI::ProductDownloadRequestForTradingSession::setRequestId(), CMI::FieldsSetIterator::setStringFieldValue(), CMI::ProductDownloadRequestForClass::setSubscriptionType(), CMI::OrderFillReport::setTradingSessionId(), CMI::OrderFormat1::setTradingSessionId(), CMI::OrderResponse::setTradingSessionId(), CMI::ProductDownloadRequestForClass::setTradingSessionId(), CMI::ProductDownloadRequestForTradingSession::setTradingSessionId(), CMI::OrderFillReport::setUserAssignedId(), CMI::OrderFormat1CancelRequest::setUserAssignedId(), CMI::OrderResponse::setUserAssignedId(), CMI::OrderFormat1::setUserSessionKey(), CMI::OrderFormat1CancelRequest::setUserSessionKey(), Utils::RawBuffer::size(), symbols_, CMI::GMDAcknowledgement::TYPE, CMI::OrderFillReport::TYPE, CMI::OrderFormat1::TYPE, CMI::OrderFormat1CancelRequest::TYPE, CMI::OrderResponse::TYPE, CMI::ProductDownloadRequestForClass::TYPE, CMI::ProductDownloadRequestForTradingSession::TYPE, CMI::OrderFillReport::updateMessageLength(), CMI::OrderFormat1::updateMessageLength(), CMI::OrderResponse::updateMessageLength(), and CMI::ProductDownloadRequestForClass::updateMessageLength().

bool fix_algo::CmiFixConverter::convertAppMsgToFix ( Parser::LiteFixMessage ownerMsg,
const char *  binaryMessage,
int  size,
bool  clearTheMessageBeforeUse,
bool  isMakeStandalone,
Engine::FIXTagVisitor callback 
)
inlinevirtual

Implements Parser::BinaryFixMappingI.

References Parser::LiteFixMessage::add(), Parser::LiteFixMessage::clear(), FIXFields::CMIUserSessionKey, CMI::OrderFormat1::getAccount(), CMI::getAlpha20FieldValue(), CMI::getAlpha4FieldValue(), CMI::getAlpha8FieldValue(), CMI::OrderFormat1::Contingency::ContingencyElement::getContingencyType(), CMI::OrderFormat1::Contingency::getElement(), CMI::ProductDownloadForOptionClassResponse::Products::getElements(), CMI::ProductDownloadResponseForTradingSession::ProductsForTradingSession::getElements(), CMI::ProductDownloadForOptionClassResponse::Products::getElementsCount(), CMI::ProductDownloadResponseForTradingSession::ProductsForTradingSession::getElementsCount(), CMI::OrderFormat1::getExecutingGiveUpFirmNumber(), CMI::OrderResponse::getExecutingGiveUpFirmNumber(), CMI::CommonFieldsIterator::getField(), CMI::ProductDownloadForOptionClassResponse::getFinalResponse(), CMI::ProductDownloadResponseForTradingSession::getFinalResponse(), CMI::CommonFieldsIterator::getGroupFieldValue(), CMI::OrderFormat1::getIterator(), CMI::ProductDownloadForOptionClassResponse::getIterator(), CMI::ProductDownloadResponseForTradingSession::getIterator(), CMI::StandardHeader::getMessageSequenceNumber(), CMI::OrderFormat1CancelRequest::getOriginalOrderCorrespondentFirm(), CMI::OrderFormat1CancelRequest::getOriginalOrderExecutingGiveUpFirmNumber(), CMI::OrderFormat1CancelRequest::getOriginalOrderTradingSessionId(), CMI::OrderFormat1::getOriginalQuantity(), CMI::OrderFormat1CancelRequest::getQuantityToCancel(), CMI::GMDAcknowledgement::getReferenceSequenceNumber(), CMI::getStringFieldValue(), getTradeSessionById(), CMI::OrderFillReport::getTradingSessionId(), CMI::OrderFormat1::getTradingSessionId(), CMI::OrderResponse::getTradingSessionId(), CMI::ProductDownloadForOptionClassResponse::getTradingSessionId(), CMI::ProductDownloadResponseForTradingSession::getTradingSessionId(), CMI::ProductDownloadForOptionClassResponse::getUnderlyingSymbol(), CMI::OrderFillReport::getUserAssignedId(), CMI::OrderFormat1CancelRequest::getUserAssignedId(), CMI::OrderResponse::getUserAssignedId(), CMI::OrderFormat1::getUserSessionKey(), CMI::OrderFormat1CancelRequest::getUserSessionKey(), fix_algo::mapClordIdToFix(), fix_algo::mapContingencyToFix(), fix_algo::mapCoverageToFix(), fix_algo::mapERQtyToFix(), fix_algo::mapFillERQtyToFix(), fix_algo::mapOrderId37ToFix(), fix_algo::mapOrigClordIdToFix(), fix_algo::mapOriginToFix(), fix_algo::mapPositionEffectToFix(), fix_algo::mapPriceToFix(), fix_algo::mapReportTypeToFix(), fix_algo::mapSideToFix(), fix_algo::mapSymbolToCmi(), fix_algo::mapSymbolToFix(), fix_algo::mapTradedPriceToFix(), fix_algo::mapTransactTimeToFix(), CMI::MessageType::MessageType_GMDAcknowledgement, CMI::MessageType::MessageType_OrderFillReport, CMI::MessageType::MessageType_OrderFormat1, CMI::MessageType::MessageType_OrderFormat1CancelRequest, CMI::MessageType::MessageType_OrderResponse, CMI::MessageType::MessageType_ProductDownloadForOptionClassResponse, CMI::MessageType::MessageType_ProductDownloadResponseForTradingSession, CMI::CommonFieldsIterator::next(), CMI::OrderFormat1_clearingInfo, CMI::OrderFormat1_cmtaFirmNumber, CMI::OrderFormat1_Contingency, CMI::OrderFormat1_correspondentFirm, CMI::OrderFormat1_userAssignedId, CMI::ProductDownloadForOptionClassResponse_Products, CMI::ProductDownloadResponseForTradingSession_ProductsForTradingSession, Parser::LiteFixMessage::set(), symbols_, and CMI::MessageField::valueBuffer.

bool fix_algo::CmiFixConverter::convertSessionLevelMsgToBinary ( Parser::LiteFixMessage ownerMsg,
Utils::RawBuffer binaryMsg,
int *  size,
bool  isIncoming,
bool  isInitiator,
Engine::SessionExtraParametersImpl params 
)
inlinevirtual
bool fix_algo::CmiFixConverter::convertSessionLevelMsgToFix ( Parser::LiteFixMessage ownerMsg,
const char *  binaryMessage,
int  size,
bool  clearTheMessageBeforeUse,
bool  isMakeStandalone,
Engine::FIXTagVisitor callback,
bool  isIncoming,
bool  isInitiator,
Engine::SessionExtraParametersImpl params 
)
inlinevirtual

Member Data Documentation

CmiProductCatalog& fix_algo::CmiFixConverter::symbols_