B2BITS FIX Antenna HFT  1.0.13
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fix_to_cmi2.h File Reference
#include <BinaryProtocols.h>
#include <fix_to_cmi_default.h>
#include <cmi_symbols.h>
#include <fix_utils.h>
+ Include dependency graph for fix_to_cmi2.h:
+ This graph shows which files directly or indirectly include this file:

Classes

class  fix_algo::CmiFixConverter
 

Namespaces

 fix_algo
 

Functions

static scaled64_t fix_algo::decodePrice (CMI::Decimal &decPrice)
 
static void fix_algo::getOrderId37 (Parser::LiteFixMessage *fix, unsigned &low, unsigned &high)
 
template<class MessageT >
static void fix_algo::mapClordIdToCmi (Parser::LiteFixMessage *fix, MessageT *cmi, int tag)
 
template<class MessageT >
static void fix_algo::mapClordIdToFix (Parser::LiteFixMessage *fix, MessageT *cmi, int tag)
 
template<class MessageT >
static void fix_algo::mapContingencyToCmi (Parser::LiteFixMessage *fix, MessageT *cmi, unsigned char &cont)
 
template<class MessageT >
static void fix_algo::mapContingencyToFix (Parser::LiteFixMessage *fix, MessageT *cmi, const unsigned cont)
 
template<class MessageT >
static void fix_algo::mapCoverageToCmi (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void fix_algo::mapCoverageToFix (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void fix_algo::mapERQtyToCmi (Parser::LiteFixMessage *fix, MessageT *cmi, char tag150)
 
template<class MessageT >
static void fix_algo::mapERQtyToFix (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void fix_algo::mapFillERQtyToCmi (Parser::LiteFixMessage *fix, MessageT *cmi, char tag150)
 
template<class MessageT >
static void fix_algo::mapFillERQtyToFix (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void fix_algo::mapOrderId17ToCmi (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void fix_algo::mapOrderId37ToCmi (Parser::LiteFixMessage *fix, MessageT *cmi)
 
static void fix_algo::mapOrderId37ToFix (Parser::LiteFixMessage *fix, unsigned low, unsigned high)
 
template<class MessageT >
static void fix_algo::mapOrderId37ToFix (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void fix_algo::mapOrigClordIdToCmi (Parser::LiteFixMessage *fix, MessageT *cmi, int tag)
 
template<class MessageT >
static void fix_algo::mapOrigClordIdToFix (Parser::LiteFixMessage *fix, MessageT *cmi, int tag)
 
template<class MessageT >
static void fix_algo::mapOriginToCmi (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void fix_algo::mapOriginToFix (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void fix_algo::mapOrigOrderId37ToCmi (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void fix_algo::mapPositionEffectToCmi (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void fix_algo::mapPositionEffectToFix (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void fix_algo::mapPriceToCmi (Parser::LiteFixMessage *fix, MessageT *cmi, bool &hasStopPrice)
 
template<class MessageT >
static void fix_algo::mapPriceToFix (Parser::LiteFixMessage *fix, MessageT *cmi, bool &hasStopPrice)
 
template<class MessageT >
static void fix_algo::mapReportTypeToCmi (Parser::LiteFixMessage *fix, MessageT *cmi, char tag150)
 
template<class MessageT >
static void fix_algo::mapReportTypeToFix (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void fix_algo::mapSideToCmi (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void fix_algo::mapSideToFix (Parser::LiteFixMessage *fix, MessageT *cmi)
 
static void fix_algo::mapSymbolToCmi (CMI::UInt16 year, CMI::UInt8 month, CMI::UInt8 day, CMI::Alpha putcall, CMI::Decimal &strikePrice, OptionParamsStr &optParams)
 
template<class MessageT >
static void fix_algo::mapSymbolToCmi (CmiProductCatalog &symbols, CmiTradeSessionId tradeSessionId, Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void fix_algo::mapSymbolToFix (CmiProductCatalog &symbols, CmiTradeSessionId tradeSessionId, Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void fix_algo::mapTradedPriceQtyToCmi (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void fix_algo::mapTradedPriceToFix (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void fix_algo::mapTransactTimeToCmi (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void fix_algo::mapTransactTimeToFix (Parser::LiteFixMessage *fix, MessageT *cmi)