B2BITS FIX Antenna HFT: fix_utils.h File Reference

B2BITS FIX Antenna HFT 1.0.16

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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

References Parser::LiteFixMessage::get(), and str_2_scaled().

Referenced by fix_algo::CmiFixConverter::convertAppMsgToBinary().

static scaled64_t getPriceAtIndex	(	const Parser::LiteFixMessage &	msg,
		int	index
	)

inlinestatic

References Parser::LiteFixMessage::getTagAtIndex(), and str_2_scaled().

static int getQty	(	const Parser::LiteFixMessage &	msg,
		int	tag
	)

inlinestatic

References Parser::LiteFixMessage::get(), and str_2_int().

template<typename SCALED_T >

static int scaled_to_str_2or3frac_digits	(	SCALED_T	num,
		char	bf[],
		int	size
	)

inlinestatic

References SCALE_MULTIPLIER.

Referenced by fix_algo::mapPriceToFix(), fix_algo::mapTradedPriceToFix(), setPrice(), and setScaledPrice().

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

References likely(), SCALE_MULTIPLIER, scaled_to_str_2or3frac_digits(), and Parser::LiteFixMessage::set().

static void setPrice	(	Engine::FIXMessage &	msg,
		int	tag,
		scaled64_t	price
	)

inlinestatic

References likely(), SCALE_MULTIPLIER, Engine::TagValue::set(), and setScaledPrice().

static void setScaledPrice	(	Engine::FIXMessage &	msg,
		int	tag,
		scaled64_t	price
	)

inlinestatic

References scaled_to_str_2or3frac_digits(), and Engine::TagValue::set().

Referenced by setPrice().

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

References SCALE_MULTIPLIER.

Referenced by getPrice(), getPriceAtIndex(), fix_algo::mapPriceToCmi(), fix_algo::mapSymbolToCmi(), and fix_algo::mapTradedPriceQtyToCmi().

template<typename SCALED_T >

static const char* str_2_scaled	(	const char *	ptr,
		SCALED_T *	result,
		int	len
	)

inlinestatic

References SCALE_MULTIPLIER.