B2BITS FIX Antenna HFT
1.0.16
|
#include <mkt_common_defs.h>
#include <boost/unordered_map.hpp>
#include <boost/pool/pool_alloc.hpp>
#include <tape_allocator.h>
#include <Directory.h>
#include <TimeUtils.h>
#include <hash_table_iface.h>
#include <boost/ptr_container/ptr_vector.hpp>
#include <LiteFixMessage.h>
#include <fstream>
#include <File.h>
Classes | |
struct | CmiOption |
struct | CmiOptionRefCtor |
struct | CmiOptionRefCtorHash |
class | CmiProductCatalog |
struct | CmiSymbol |
struct | CmiSymbolMap |
Typedefs | |
typedef boost::unordered_map < CmiProductKey, CmiSymbol *, boost::hash< CmiProductKey > , std::equal_to< CmiProductKey > , boost::fast_pool_allocator < std::pair< CmiProductKey, CmiSymbol * > > > | Cmi2FixSymMap |
typedef unsigned | CmiProductKey |
typedef unsigned char | CmiTradeSessionId |
typedef boost::unordered_map < CmiTradeSessionId, CmiSymbolMap > | CmiTradeSessionSymMap |
typedef boost::unordered_map < CmiOptionRefCtor, CmiSymbol *, CmiOptionRefCtorHash, std::equal_to < CmiOptionRefCtor > , boost::fast_pool_allocator < std::pair< CmiOptionRefCtor, CmiSymbol * > > > | Fix2CmiSymMap |
typedef ShortStr < TRADE_SESSION_LEN > | TradeSessionStr |
Functions | |
static ShortStrRefCtor | getTradeSessionById (CmiTradeSessionId id) |
static CmiTradeSessionId | getTradeSessionByName (const char *id, int len) |
static CmiTradeSessionId | getTradeSessionByName (const Engine::AsciiString &sess) |
Variables | |
static const int | TRADE_SESSION_LEN = 8 |
typedef boost::unordered_map< CmiProductKey, CmiSymbol*, boost::hash<CmiProductKey>, std::equal_to<CmiProductKey>, boost::fast_pool_allocator< std::pair<CmiProductKey, CmiSymbol*> > > Cmi2FixSymMap |
typedef unsigned CmiProductKey |
typedef unsigned char CmiTradeSessionId |
typedef boost::unordered_map< CmiTradeSessionId, CmiSymbolMap > CmiTradeSessionSymMap |
typedef boost::unordered_map< CmiOptionRefCtor, CmiSymbol*, CmiOptionRefCtorHash, std::equal_to<CmiOptionRefCtor>, boost::fast_pool_allocator< std::pair<CmiOptionRefCtor, CmiSymbol*> > > Fix2CmiSymMap |
typedef ShortStr<TRADE_SESSION_LEN> TradeSessionStr |
|
inlinestatic |
Referenced by fix_algo::CmiFixConverter::convertAppMsgToFix(), and CmiProductCatalog::saveToFile().
|
inlinestatic |
|
inlinestatic |
|
static |