B2BITS FIX Antenna HFT  1.0.13
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Functions
fix_utils.h File Reference
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Functions

static scaled64_t getPrice (const Parser::LiteFixMessage &msg, int tag)
 
static scaled64_t getPriceAtIndex (const Parser::LiteFixMessage &msg, int index)
 
static int getQty (const Parser::LiteFixMessage &msg, int tag)
 
template<typename SCALED_T >
static int scaled_to_str_2or3frac_digits (SCALED_T num, char bf[], int size)
 
template<typename SCALED_T >
static int scaled_to_str_3frac_digits (SCALED_T num, char bf[], int size)
 
static void setPrice (Parser::LiteFixMessage &msg, int tag, scaled64_t price)
 
static void setPrice (Engine::FIXMessage &msg, int tag, scaled64_t price)
 
static void setScaledPrice (Engine::FIXMessage &msg, int tag, scaled64_t price)
 
static const char * str_2_int (const char *ptr, unsigned *result)
 
static const char * str_2_int (const char *ptr, unsigned *result, int len)
 
static char * str_2_int64 (char *ptr, int64_t *result)
 
static char * str_2_int64 (char *ptr, int64_t *result, int len)
 
template<typename SCALED_T >
static char * str_2_scaled (const char *ptr, SCALED_T *result)
 
template<typename SCALED_T >
static const char * str_2_scaled (const char *ptr, SCALED_T *result, int len)
 

Function Documentation

static scaled64_t getPrice ( const Parser::LiteFixMessage msg,
int  tag 
)
inlinestatic
static scaled64_t getPriceAtIndex ( const Parser::LiteFixMessage msg,
int  index 
)
inlinestatic
static int getQty ( const Parser::LiteFixMessage msg,
int  tag 
)
inlinestatic
template<typename SCALED_T >
static int scaled_to_str_2or3frac_digits ( SCALED_T  num,
char  bf[],
int  size 
)
inlinestatic
template<typename SCALED_T >
static int scaled_to_str_3frac_digits ( SCALED_T  num,
char  bf[],
int  size 
)
inlinestatic

References SCALE_MULTIPLIER.

Referenced by fix_algo::mapSymbolToCmi().

static void setPrice ( Parser::LiteFixMessage msg,
int  tag,
scaled64_t  price 
)
inlinestatic
static void setPrice ( Engine::FIXMessage msg,
int  tag,
scaled64_t  price 
)
inlinestatic
static void setScaledPrice ( Engine::FIXMessage msg,
int  tag,
scaled64_t  price 
)
inlinestatic
static const char* str_2_int ( const char *  ptr,
unsigned *  result 
)
inlinestatic

Referenced by getQty().

static const char* str_2_int ( const char *  ptr,
unsigned *  result,
int  len 
)
inlinestatic
static char* str_2_int64 ( char *  ptr,
int64_t result 
)
inlinestatic
static char* str_2_int64 ( char *  ptr,
int64_t result,
int  len 
)
inlinestatic
template<typename SCALED_T >
static char* str_2_scaled ( const char *  ptr,
SCALED_T *  result 
)
inlinestatic
template<typename SCALED_T >
static const char* str_2_scaled ( const char *  ptr,
SCALED_T *  result,
int  len 
)
inlinestatic

References SCALE_MULTIPLIER.