FIX Engine namespace. More...

Namespaces
	FIXPropertiesNames
	List of all engine.properties parameters.

	Impl

	SessionName
	Session specific parameters prefixes.

	SessionParameters
	List of all session specific parameters which can be configured in the engine.properties.

	ThreadsAssignment

	TZTimeHelper

	v2

	v3

Classes
class	AdminApplication
	Administrative application interface. More...

class	Application
	Generic application interface. More...

class	BasicString
	Represents ASCII std::string. More...

class	CacheHolderBase

class	DebugMessage
	Represents debug message. More...

class	Decimal
	Encapsulates float type. More...

struct	EngineTagData

class	Error
	Represents error event. More...

class	Event
	Generic event. More...

class	EventListener
	Basic Event Listener. More...

class	FAProperties
	FixEngine's configuration parameters. More...

class	FastFileT

struct	FastSessionExtraParameters
	Parameters of the FIX-over-FAST session. More...

class	FieldValueT
	Represents value of field. More...

class	FileMsgStorageT
	FileT message storage. More...

class	FileStorageMgrT
	Manages FileMsgStorages. More...

class	FixEngine
	FIX Engine interface. More...

struct	FixField
	FIX field (tag & value). More...

class	FixFieldsContainer
	Auxiliary class that encapsulates FixFieldsList and helps to use it in another CRT. More...

struct	FIXFieldValue
	It is used for storing the Contents information (data + length). More...

class	FIXGroup
	FIX Repeating Group interface. More...

class	FIXMessage
	Basic FIX message. More...

struct	FIXMessageElem

class	FIXMessageEx
	The part of the FIX message storing persistent data and helpers. More...

class	FIXMessagePool

struct	FIXMessageProcessElem

class	FixMessages
	FIX Engine interface. More...

class	FIXMsgFactory
	Creates FIXMessages. More...

class	FIXMsgProcessor
	Processes raw messages and provides message verification capabilities. More...

class	FixSessionException

struct	FixT11TcpBackupParameters
	The FIXT11_TCP underlying protocol backup properties. More...

struct	FixT11TcpParameters
	The FIXT11_TCP underlying protocol properties. More...

struct	FIXTagVisitor
	FIX message Tag Visitor interface. More...

struct	FIXTagVisitorFactory
	Receive Data Listener interface. More...

struct	FixTcpBackupParameters
	The FIX_TCP underlying protocol backup properties. More...

struct	FixTcpParameters
	The FIX_TCP underlying protocol properties. More...

struct	GlobalMsgIdGen
	GlobalMsgId generator. More...

class	HeartbeatWithTestReqIDEvent
	A Heartbeat message (MsgType = 0) with the TestReqID field (tag = 112) is received. More...

struct	IndexFile_Block

struct	IndexFile_Header

class	IndexFileT

class	LinkErrorWasDetected
	A telecommunication link error was detected. More...

class	LinkWasRestored
	A telecommunication link was restored. More...

class	LocalMktDate
	Encapsulates LocalMktDate FIX type. More...

class	LogFilePosT

class	LogFileT

class	LogonEvent
	The Logon message has been received from the counterparty. More...

class	LogoutEvent
	The session was closed. More...

class	MCachedFileStorageMgr

class	MemBlock
	Represents reference to the memory block. More...

class	MonthYear
	Encapsulates MonthYear FIX type. More...

struct	MsgFilter
	Message filter. More...

struct	MsgPipeElem

class	MsgPipePool

class	MsgRejectEvent
	Encapsulates rejected application message. More...

class	MsgStorage
	Basic message storage. More...

class	MsgStorageHelper

class	NewIncomingConnection
	New Incoming Connection. More...

class	NewStateEvent
	The session has changed its state. More...

class	Notification
	Represents notification event. More...

class	ParseErrorInSession
	Parse error was detected. More...

struct	PersistentData
	The data that is stored with a FIX message in the session logs. More...

class	PersistentDataWereFound
	This event is fired when the persistent information about session is found. More...

struct	PersistentUserData
	The user-defined part of the data that is stored with a FIX message in the session logs. More...

struct	PutMessageOptions
	Options to Session::put method. More...

class	RejectMsgStorage
	Abstract storage of the rejected messages. More...

class	ResendRequestEvent
	A Resend Request (MsgType = 2) has been received. More...

class	SequenceGapEvent
	The sequence gap was detected in incoming messages. More...

class	Session
	Basic Session. More...

struct	SessionBackupParameters
	Encapsulates connection's host and port. More...

struct	SessionContext
	Keeps information about administrative session context. More...

class	SessionDebugMessage
	Represents debug message related to Session. More...

class	SessionError
	Error related to Session. More...

class	SessionEvent
	A generic session-level event. More...

struct	SessionExtraParameters
	Session's extra parameters. More...

class	SessionExtraParametersImpl

class	SessionLevelRejectEvent
	A SessionReject message was received. More...

class	SessionNotification
	Represents notification event related to Session. More...

class	SessionsManager
	An interface for managing sessions. More...

class	SessionStateFSM

class	SessionWarning
	Represents warning event related to Session. More...

class	SessionWasClosed
	Session was closed. More...

class	SessionWasCreated
	Session was created. More...

class	SessionWasEstablished
	Session was established. More...

class	SessionWasRestored
	Session was restored from Persistent Message Storage. More...

class	StorableMsg
	Defines contract of the message to be stored in storage. More...

class	StorableMsgHelper

class	StorageMgr
	Manages MsgStorages. More...

struct	StrCaseInsComp
	Meyer's case-insensitive comparision functor. More...

class	SwitchConnectionEvent
	The session has changed its state. More...

class	TagValue
	Represents tag-value structure. More...

class	TagValueEx
	TagValue extensions. More...

class	ThreadsPool
	ThreadsPool instance (singleton) used by the engine. More...

struct	ThreadsPoolListener
	ThreadsPool listener interface. More...

class	UnableToRouteMessageEvent
	The routing session wasn't found. More...

class	UnexpectedMessageEvent
	The unexpected message was received. More...

class	UTCDateOnly
	Encapsulates UTCDateOnly FIX type. More...

class	UTCTimeOnly
	Encapsulates UTCTimeOnly FIX type. More...

class	UTCTimestamp
	Encapsulates UTCTimestamp FIX type. More...

class	Warning
	Represents warning event. More...

Typedefs
typedef std::vector< std::string >	Addresses
	Collection of ip addresess. More...

typedef BasicString< char >	AsciiString
	AsciiString. More...

typedef MemBlock< unsigned char >	ByteArray
	ByteArray. More...

typedef std::map< std::string, std::string >	EngineProperties

typedef FastFileT< System::FileEx >	FastFile

typedef FileMsgStorageT < System::FileEx >	FileMsgStorage

typedef FileStorageMgrT < System::FileEx >	FileStorageMgr

typedef std::vector< FixField >	FixFieldsList
	Typename for the fields list. More...

typedef list_iterator < FIXMessageElem >	FIXMessageIterator

typedef std::map< FIXVersion, std::string >	FixVersionToProtocolName

typedef Decimal	Float
	Represents float FIX type. More...

typedef Parser::HeaderFields	HeaderFields

typedef IndexFileT < System::FileEx >	IndexFile

typedef System::i64	Integer
	Represents integer FIX type. More...

typedef System::IPAddr	IPAddr

typedef std::vector< int >	ListenPorts

typedef LocalMktDate	LocalMktDateType
	Represents LocalMktDate FIX type. More...

typedef LogFileT< System::FileEx >	LogFile

typedef LogFilePosT < System::FileEx >	LogFilePos

typedef FileMsgStorageT < System::MCachedFile >	MCachedFileMsgStorage

typedef MonthYear	MonthYearType
	Represents MonthYear FIX type. More...

typedef std::vector< FIXMessage * >	MsgList
	FIX messages sequence. More...

typedef std::string	MsgType
	FIX message type. More...

typedef std::set< std::string >	MsgTypes
	Set of FIX message types. More...

typedef std::vector< char >	MultipleChar

typedef std::vector< std::string >	MultipleString

typedef unsigned int	PreparedFieldIndex

typedef unsigned int	ProtocolID
	Unique protocol identifier. More...

typedef std::string	RawMsg

typedef std::map< const char , const char , StrCaseInsComp >	StringProperties
	Map of pairs <key, value> for properties. More...

typedef UInteger	TagNum
	Represents TagNum FIX type. More...

typedef Utils::Emptily< bool >	TriBool

typedef Utils::Emptily< int >	TriInt

typedef Utils::Emptily < Engine::MessageStorageType >	TriMessageStorageType

typedef Utils::Emptily < SessionExtraParameters >	TriSessionExtraParameters

typedef Utils::Emptily < SessionExtraParametersImpl >	TriSessionExtraParametersImpl

typedef Utils::Emptily < System::u32 >	TriUInt32

typedef Utils::Emptily < System::u64 >	TriUInt64

typedef System::u64	UInteger
	Represents unsigned integer FIX type. More...

typedef UTCDateOnly	UTCDateOnlyType
	Represents UTCDateOnly FIX type. More...

typedef UTCTimeOnly	UTCTimeOnlyType
	Represents UTCTimeOnly FIX type. More...

typedef UTCTimestamp	UTCTimestampType
	Represents UTCTimestamp FIX type. More...

typedef BasicString< wchar_t >	WideString
	WideString. More...

Enumerations
enum	AdminCommand { START_ADMIN_COMMAND, STOP_ADMIN_COMMAND, CUSTOM_ADMIN_COMMAND }

enum	B3CancelOnDisconnectType : System::u8 { B3CancelOnDisconnectType::DO_NOT_CANCEL_ON_DISCONNECT_OR_TERMINATE = 0, B3CancelOnDisconnectType::CANCEL_ON_DISCONNECT_ONLY = 1, B3CancelOnDisconnectType::CANCEL_ON_TERMINATE_ONLY = 2, B3CancelOnDisconnectType::CANCEL_ON_DISCONNECT_OR_TERMINATE = 3 }

enum	EncryptMethod { NONE = 0, PKCS = 1, DES = 2, PKCS_DES = 3, PGP_DES = 4, PGP_DES_MD5 = 5, PEM_DES_MD5 = 6, EncryptMethod_Last }
	Encryption method. More...

enum	FIXVersion { NA = 0, FIX40 = 1, FIX41 = 2, FIX42 = 3, ESFIX = 4, FIX43 = 5, FIX44 = 6, FIX50 = 7, FIX50SP1 = 8, FIX50SP2 = 9, FIXT11 = 10, FIX50SP1CME = 11, FAST_FIX44 = 12, LAST_FIX_PROTO = FAST_FIX44, CMI2, ILINK3, B3, FIXVersion_Last }
	FIX protocol version. More...

enum	ForceSeqNumResetMode { FSNR_NA, FSNR_ON, FSNR_ALWAYS, FSNR_OFF }
	Force SeqNum Reset mode. More...

enum	LinkErrorCause { LinkErrorCause_Generic = 0, LinkErrorCause_NoResponse = 1 }

enum	MessageStorageType { invalid_storageType = 0, persistent_storageType, transient_storageType, persistentCached_storageType, null_storageType, default_storageType, total_storageType }
	Enumeration of the message storage types. More...

enum	OutOfSequenceMessagesStrategyEnum { OSMS_DEFAULT = 0x00000000, OSMS_REQUEST_ALWAYS = 0x00000001, OSMS_REQUEST_ONCE = 0x00000002, OSMS_QUEUE = 0x00000003, OSMS_IGNORE_GAP = 0x00000004, OSMS_TOTAL = 0x00000005 }
	Strategy for out of sequence messages. More...

enum	SessionRole { NA_SESSION_ROLE, INITIATOR_SESSION_ROLE, ACCEPTOR_SESSION_ROLE }
	Defines role of session. More...

enum	SocketOpPriority { EVEN_SOCKET_OP_PRIORITY = 0, AGGRESSIVE_SEND_SOCKET_OP_PRIORITY = 1, AGGRESSIVE_RECEIVE_SOCKET_OP_PRIORITY = 2, AGGRESSIVE_SEND_AND_RECEIVE_SOCKET_OP_PRIORITY, BLOCKING_AGGRESSIVE_SEND_AND_RECEIVE_SOCKET_OP_PRIORITY = AGGRESSIVE_SEND_AND_RECEIVE_SOCKET_OP_PRIORITY \| 4 }
	The priorities of the messages send receive operations. More...

enum	UnderlyingProtocol { FIX_TCP, FIXT11_TCP }
	Set of the supported underlying protocols. More...

Functions
std::string	b3CancelOnDisconnectTypeToString (B3CancelOnDisconnectType value)

std::string const &	forceSeqNumResetModeToString (ForceSeqNumResetMode value)

System::u64	generateGlobalMsgId ()

std::shared_ptr < Parser::BinaryProtocolI >	getBinaryProtocol (enum FIXVersion ssnVer)

std::shared_ptr < Parser::BinaryFixMappingI >	getDefBinaryMapping (enum FIXVersion ssnVer)

std::shared_ptr < Parser::BinaryFixMappingI >	getUserBinaryMapping (enum FIXVersion ssnVer)

void	MCachedFileStorageMgr_addToSync (System::MCachedFile *file)

const char *	messageStorageTypeToString (MessageStorageType value)
	Converts MessageStorageType to string. More...

bool	operator!= (AsciiString lv, AsciiString rv) throw ()
	Tests if the std::string on the left side of the operator is not equal to the std::string on the right side. More...

bool	operator!= (WideString lv, WideString rv) throw ()
	Tests if the std::string on the left side of the operator is not equal to the std::string on the right side. More...

bool	operator!= (ByteArray lv, ByteArray rv) throw ()
	Tests if the std::vector on the left side of the operator is not equal to the std::vector on the right side. More...

template<typename T >
bool	operator!= (MemBlock< T > lv, MemBlock< T > rv) throw ()
	Tests if the object on the left side of the operator is not equal to the object on the right side. More...

template<typename TagValueT , typename T >
bool	operator!= (FieldValueT< TagValueT > lv, T value)
	Compares FieldValue and object. More...

template<typename TagValueT , typename T >
bool	operator!= (T value, FieldValueT< TagValueT > rv)
	Compares FieldValue and object. More...

template<typename TagValueTL , typename TagValueTR >
bool	operator!= (FieldValueT< TagValueTL > lv, FieldValueT< TagValueTR > value)
	Compares two FieldValues. More...

bool	operator< (AsciiString lv, AsciiString rv) throw ()
	Tests if the std::string on the left side of the operator is less than the std::string on the right side. More...

bool	operator< (WideString lv, WideString rv) throw ()
	Tests if the std::string on the left side of the operator is less than the std::string on the right side. More...

bool	operator< (ByteArray lv, ByteArray rv) throw ()
	Tests if the std::vector on the left side of the operator is less than the std::vector on the right side. More...

template<typename T >
bool	operator< (MemBlock< T > lv, MemBlock< T > rv) throw ()
	Tests if the iterator object on the left side of the operator is greater than the iterator object on the right side. More...

std::ostream &	operator<< (std::ostream &s, const LocalMktDate &v)
	Writes a LocalMktDate into the output stream. More...

std::ostream &	operator<< (std::ostream &s, const MonthYear &v)
	Writes a MonthYear into the output stream. More...

std::ostream &	operator<< (std::ostream &s, const UTCDateOnly &v)
	Writes a UTCDateOnly into the output stream. More...

std::ostream &	operator<< (std::ostream &s, const UTCTimeOnly &v)
	Writes a UTCTimeOnly into the output stream. More...

std::ostream &	operator<< (std::ostream &s, const Decimal &rv)
	Stream writer. More...

std::ostream &	operator<< (std::ostream &s, const UTCTimestamp &v)
	Writes a UTCTimestamp into the output stream. More...

std::ostream &	operator<< (std::ostream &stream, Engine::AsciiString value)
	Writes AsciiString to the stream. More...

std::ostream &	operator<< (std::ostream &stream, Engine::WideString value)
	Writes AsciiString to the stream. More...

std::ostream &	operator<< (std::ostream &stream, Engine::ByteArray value)
	Writes ByteArray to the stream. More...

template<typename TagValueT >
std::ostream &	operator<< (std::ostream &stream, FieldValueT< TagValueT > value)
	Writes FieldValue to the std::ostream. More...

bool	operator== (AsciiString lv, AsciiString rv) throw ()
	Tests if the std::string on the left side of the operator is equal to the std::string on the right side. More...

bool	operator== (WideString lv, WideString rv) throw ()
	Tests if the std::string on the left side of the operator is equal to the std::string on the right side. More...

bool	operator== (ByteArray lv, ByteArray rv) throw ()
	Tests if the std::vector on the left side of the operator is equal to the std::vector on the right side. More...

template<typename T >
bool	operator== (MemBlock< T > lv, MemBlock< T > rv) throw ()
	Tests if the object on the left side of the operator is equal to the object on the right side. More...

template<typename TagValueT , typename T >
bool	operator== (FieldValueT< TagValueT > lv, T value)
	Compares FieldValue and object. More...

template<typename TagValueT , typename T >
bool	operator== (T value, FieldValueT< TagValueT > rv)
	Compares FieldValue and object. More...

template<typename TagValueTL , typename TagValueTR >
bool	operator== (FieldValueT< TagValueTL > lv, FieldValueT< TagValueTR > value)
	Compares two FieldValues. More...

bool	operator> (AsciiString lv, AsciiString rv) throw ()
	Tests if the iterator std::string on the left side of the operator is greater than the iterator std::string on the right side. More...

bool	operator> (WideString lv, WideString rv) throw ()
	Tests if the iterator std::string on the left side of the operator is greater than the iterator std::string on the right side. More...

bool	operator> (ByteArray lv, ByteArray rv) throw ()
	Tests if the iterator std::vector on the left side of the operator is greater than the iterator std::vector on the right side. More...

template<typename T >
bool	operator> (MemBlock< T > lv, MemBlock< T > rv) throw ()
	Tests if the iterator object on the left side of the operator is greater than the iterator object on the right side. More...

const char *	outOfSequenceMessagesStrategyToString (OutOfSequenceMessagesStrategyEnum value)
	Converts string to OutOfSequenceMessagesStrategy. More...

void	removeCustomFields (FIXMessage *msg)
	Removes custom fields (tag > 6000) from message. More...

const char *	roleToString (SessionRole value)

B3CancelOnDisconnectType	stringToB3CancelOnDisconnectType (const std::string &value)

MessageStorageType	stringToMessageStorageType (char const *value)
	Converts string to MessageStorageType. More...

MessageStorageType	stringToMessageStorageTypeI (char const *value)

OutOfSequenceMessagesStrategyEnum	stringToOutOfSequenceMessagesStrategy (char const *value)
	Converts string to OutOfSequenceMessagesStrategy. More...

Variables
const std::string	ActConnectionPropertyName = "AC"

const std::string	ActConnectionPropertyNameOld = "ActiveConnection"

const std::string	BackupActConnectionValue = "backup"

const std::string	CorrectlyTerminatedPropertyName = "CT"

const std::string	CorrectlyTerminatedPropertyNameOld = "CorrectlyTerminated"

const std::string	EncryptMethodPropertyName = "En"

const std::string	EncryptMethodPropertyNameOld = "EncryptMethod"

static const char *	FileStorageMgr_ConfExt = ".conf"

static const char *	FileStorageMgr_IndxInExt = ".ndx.in"

static const char *	FileStorageMgr_IndxOutExt = ".ndx.out"

static const char *	FileStorageMgr_InExt = ".in"

static const char *	FileStorageMgr_OutExt = ".out"

const std::string	FIXADMIN_TARGET = "FIXADMIN"

static IndexFile_Flags const	FLG_MSG_ORIGINAL = 8

static IndexFile_Flags const	FLG_MSG_REJECTED = 1

static IndexFile_Flags const	FLG_MSG_TO_BE_RESENT = 2

static IndexFile_Flags const	FLG_SEP = 4

const std::string	ForceSeqNumResetPropertyName = "ForceSeqNumReset"

GlobalMsgIdGen	g_globalMsgIdGen

FIXMsgFactory *	g_msgFactoryLocal

const std::string	HBIPropertyName = "HBI"

const std::string	HBIPropertyNameOld = "HBI"

const std::string	HostPropertyName = "H"

const std::string	HostPropertyNameOld = "Host"

const std::string	InInitiatorPropertyNameOld = "IsInitiator"

const std::string	InSeqNumPropertyName = "IN"

const std::string	InSeqNumPropertyNameOld = "IncomingSeqNum"

static ProtocolID const	INVALID_PROTOCOL_ID = 0
	Invalid FIX protocol identifier. More...

const std::string	IsInitiatorPropertyName = "I"

const std::string	LastSentSeqNumPropertyName = "OUT"

const std::string	LastSentSeqNumPropertyNameOld = "LastSentSeqNum"

const int	MAX_FIELD_TYPE_SIZE = 64

static const int	MAX_SOCKET_READERS = 3

const std::string	MinOutSeqNumPropertyName = "MinOutgoingSeqNum"

const int	MSG_SEQ_NUM_BUF_SIZE = 128

const int	N_SECONDS_IN_24_HOURS = 24 * 60 * 60

const std::string	OutSeqNumPropertyName = "OutgoingSeqNum"

const std::string	PortPropertyName = "P"

const std::string	PortPropertyNameOld = "Port"

const std::string	PrimaryActConnectionValue = "primary"

const char	REJECTED_MARKER [] = "R"

const int	REJECTED_MARKER_SIZE = 1

const std::string	RESULT_CONDITIONS_LACK = "8"
	Conditions lack. More...

const std::string	RESULT_ENGINE_EXCEPTION = "5"
	Engine std::exception. More...

const std::string	RESULT_INCORRECT_VALUE = "4"
	Incorrect value. More...

const std::string	RESULT_INVALIDARG = "9"
	Invalid argument. More...

const std::string	RESULT_LOGIC_ERROR = "10"
	Logic error. More...

const std::string	RESULT_NOT_ENOUGH_PARAMETERS = "2"
	Not enough parameters. More...

const std::string	RESULT_NOT_IMPLEMENTED = "1"
	Not implemented. More...

const std::string	RESULT_OPERATION_REJECTED = "7"
	Operation rejected. More...

const std::string	RESULT_RUNTIME_ERROR = "11"
	Runtime error. More...

const std::string	RESULT_SUCCESS = "0"
	Success. More...

const std::string	RESULT_UNKNOWN_ERROR = "6"
	Unknown error. More...

const std::string	RESULT_UNKNOWN_SESSION = "3"
	Unknown session. More...

const std::string	RolePropertyName = "R"

const std::string	RolePropertyNameOld = "Role"

const std::string	SenderPropertyName = "49"

const std::string	SenderPropertyNameOld = "Sender"

const std::string	SessionGlobalIDPropertyName = "SessionID"

const std::string	SessionInternalStatePropertyName = "SessionInternalState"

const int	SOCKET_SEND_BUFFER_SIZE = 256 * 1024

const std::string	StorageIDPropertyName = "StorageID"

const std::string	TargetPropertyName = "56"

const std::string	TargetPropertyNameOld = "Target"

static ProtocolID const	TOTAL_PROTOCOL_ID_COUNT = 100
	Last valid FIX protocol identifier. More...

const char	UNREJECTED_MARKER [] = " "

static const int	USE_RELAXED_RECEIVE = -2

const std::string	VersionPropertyName = "8"

const std::string	VersionPropertyNameOld = "Version"

Detailed Description

FIX Engine namespace.

FIX fields processor & helpers.

Contains all FIX related classes (Session, FIXMessage, FIXGroup etc).

Typedef Documentation

typedef std::vector<std::string> Engine::Addresses

Collection of ip addresess.

typedef BasicString<char> Engine::AsciiString

AsciiString.

Note: refers to external buffer

typedef MemBlock<unsigned char> Engine::ByteArray

ByteArray.

typedef std::map<std::string, std::string> Engine::EngineProperties

typedef FastFileT<System::FileEx> Engine::FastFile

typedef FileMsgStorageT<System::FileEx> Engine::FileMsgStorage

typedef FileStorageMgrT<System::FileEx> Engine::FileStorageMgr

typedef std::vector<FixField> Engine::FixFieldsList

Typename for the fields list.

typedef list_iterator<FIXMessageElem> Engine::FIXMessageIterator

typedef std::map<FIXVersion, std::string> Engine::FixVersionToProtocolName

typedef Decimal Engine::Float

Represents float FIX type.

typedef Parser::HeaderFields Engine::HeaderFields

typedef IndexFileT<System::FileEx> Engine::IndexFile

typedef System::i64 Engine::Integer

Represents integer FIX type.

typedef System::IPAddr Engine::IPAddr

typedef std::vector<int> Engine::ListenPorts

typedef LocalMktDate Engine::LocalMktDateType

Represents LocalMktDate FIX type.

typedef LogFileT<System::FileEx> Engine::LogFile

typedef LogFilePosT<System::FileEx> Engine::LogFilePos

typedef FileMsgStorageT<System::MCachedFile> Engine::MCachedFileMsgStorage

typedef MonthYear Engine::MonthYearType

Represents MonthYear FIX type.

typedef std::vector<FIXMessage*> Engine::MsgList

FIX messages sequence.

typedef std::string Engine::MsgType

FIX message type.

typedef std::set< std::string > Engine::MsgTypes

Set of FIX message types.

typedef std::vector<char> Engine::MultipleChar

typedef std::vector<std::string> Engine::MultipleString

typedef unsigned int Engine::PreparedFieldIndex

typedef unsigned int Engine::ProtocolID

Unique protocol identifier.

typedef std::string Engine::RawMsg

typedef std::map< const char*, const char*, StrCaseInsComp > Engine::StringProperties

Map of pairs <key, value> for properties.

typedef UInteger Engine::TagNum

Represents TagNum FIX type.

typedef Utils::Emptily<bool> Engine::TriBool

typedef Utils::Emptily<int> Engine::TriInt

typedef Utils::Emptily<Engine::MessageStorageType> Engine::TriMessageStorageType

typedef Utils::Emptily<SessionExtraParameters> Engine::TriSessionExtraParameters

typedef Utils::Emptily<SessionExtraParametersImpl> Engine::TriSessionExtraParametersImpl

typedef Utils::Emptily<System::u32> Engine::TriUInt32

typedef Utils::Emptily<System::u64> Engine::TriUInt64

typedef System::u64 Engine::UInteger

Represents unsigned integer FIX type.

typedef UTCDateOnly Engine::UTCDateOnlyType

Represents UTCDateOnly FIX type.

typedef UTCTimeOnly Engine::UTCTimeOnlyType

Represents UTCTimeOnly FIX type.

typedef UTCTimestamp Engine::UTCTimestampType

Represents UTCTimestamp FIX type.

typedef BasicString<wchar_t> Engine::WideString

WideString.

Note: refers to external buffer

Enumeration Type Documentation

enum Engine::AdminCommand

Enumerator
START_ADMIN_COMMAND
STOP_ADMIN_COMMAND
CUSTOM_ADMIN_COMMAND

enum Engine::B3CancelOnDisconnectType : System::u8

strong

Enumerator
DO_NOT_CANCEL_ON_DISCONNECT_OR_TERMINATE
CANCEL_ON_DISCONNECT_ONLY
CANCEL_ON_TERMINATE_ONLY
CANCEL_ON_DISCONNECT_OR_TERMINATE

enum Engine::EncryptMethod

Encryption method.

Enumerator
NONE	None / other.
PKCS	proprietary
DES	EBC mode.
PKCS_DES	proprietary
PGP_DES	defunct
PGP_DES_MD5	see app note on FIX home page
PEM_DES_MD5	see app note on FIX home page
EncryptMethod_Last

enum Engine::FIXVersion

FIX protocol version.

Enumerator
NA	Unknown version.
FIX40	FIX 4.0.
FIX41	FIX 4.1.
FIX42	FIX 4.2.
ESFIX	EasyScreen version of 4.2.
FIX43	FIX 4.3.
FIX44	FIX 4.4.
FIX50	FIX 5.0.
FIX50SP1	FIX 5.0 SP1.
FIX50SP2	FIX 5.0 SP2.
FIXT11	FIXT 1.1.
FIX50SP1CME	FIX 5.0 SP1 CME.
FAST_FIX44
LAST_FIX_PROTO
CMI2
ILINK3
B3
FIXVersion_Last	Represents number of FIX protocols.

enum Engine::ForceSeqNumResetMode

Force SeqNum Reset mode.

Enumerator
FSNR_NA	Default value; take the value from properties file.
FSNR_ON	Use tag 141 at first Logon to reset sequence number.
FSNR_ALWAYS	Reset sequence number at every Logon.
FSNR_OFF	Do not use tag 141 at Logon to reset sequence number.

enum Engine::LinkErrorCause

Enumerator
LinkErrorCause_Generic
LinkErrorCause_NoResponse

enum Engine::MessageStorageType

Enumeration of the message storage types.

Enumerator
invalid_storageType
persistent_storageType	file storage - slow and safe Deprecated: Use Engine::persistentMM_storageType instead
transient_storageType	memory storage - quick but dangerous
persistentCached_storageType	Memory cashed file storage - fast and safe.
null_storageType	Simple storage, that does not store anything - fast.
default_storageType	Configurable from engine.properties.
total_storageType

enum Engine::OutOfSequenceMessagesStrategyEnum

Strategy for out of sequence messages.

Enumerator
OSMS_DEFAULT	Default value; for engine parameter used OSMS_REQUEST_ALWAYS for session parameter used value of engine parameter.
OSMS_REQUEST_ALWAYS	send resend request on any out of sequence message
OSMS_REQUEST_ONCE	Send resend request on gap. Suppress new resend request if gap not closed
OSMS_QUEUE	Use out of sequence queue for storing out of sequence messages and processing them after closing gap.
OSMS_IGNORE_GAP	Send out of sequence request on gap and processing out of sequence messages.
OSMS_TOTAL

enum Engine::SessionRole

Defines role of session.

Enumerator
NA_SESSION_ROLE	NA.
INITIATOR_SESSION_ROLE	Session is acceptor.
ACCEPTOR_SESSION_ROLE	Session is initiator.

enum Engine::SocketOpPriority

The priorities of the messages send receive operations.

Enumerator
EVEN_SOCKET_OP_PRIORITY	Use thread pool to send/receive messages.
AGGRESSIVE_SEND_SOCKET_OP_PRIORITY	Use dedicated thread to send messages.
AGGRESSIVE_RECEIVE_SOCKET_OP_PRIORITY	Use dedicated thread to receive messages.
AGGRESSIVE_SEND_AND_RECEIVE_SOCKET_OP_PRIORITY	Use two dedicated threads to send/receive messages.
BLOCKING_AGGRESSIVE_SEND_AND_RECEIVE_SOCKET_OP_PRIORITY	The same as above but uses blocking socket.

enum Engine::UnderlyingProtocol

Set of the supported underlying protocols.

Enumerator
FIX_TCP	simple TCP socket with same application and session protocols.
FIXT11_TCP	The FIXT.1.1 session protocol will be used for the FIX50 application protocol.

Function Documentation

std::string Engine::b3CancelOnDisconnectTypeToString ( B3CancelOnDisconnectType value )

std::string const& Engine::forceSeqNumResetModeToString ( ForceSeqNumResetMode value )

System::u64 Engine::generateGlobalMsgId ( )

std::shared_ptr<Parser::BinaryProtocolI> Engine::getBinaryProtocol ( enum FIXVersion ssnVer )

std::shared_ptr<Parser::BinaryFixMappingI> Engine::getDefBinaryMapping ( enum FIXVersion ssnVer )

std::shared_ptr<Parser::BinaryFixMappingI> Engine::getUserBinaryMapping ( enum FIXVersion ssnVer )

void Engine::MCachedFileStorageMgr_addToSync ( System::MCachedFile * file )

const char* Engine::messageStorageTypeToString ( MessageStorageType value )

Converts MessageStorageType to string.

bool Engine::operator!=	(	AsciiString	lv,
		AsciiString	rv
	)
throw	(
	)

inline

Tests if the std::string on the left side of the operator is not equal to the std::string on the right side.

bool Engine::operator!=	(	WideString	lv,
		WideString	rv
	)
throw	(
	)

inline

Tests if the std::string on the left side of the operator is not equal to the std::string on the right side.

bool Engine::operator!=	(	ByteArray	lv,
		ByteArray	rv
	)
throw	(
	)

inline

Tests if the std::vector on the left side of the operator is not equal to the std::vector on the right side.

template<typename T >

bool Engine::operator!=	(	MemBlock< T >	lv,
		MemBlock< T >	rv
	)
throw	(
	)

inline

Tests if the object on the left side of the operator is not equal to the object on the right side.

template<typename TagValueT , typename T >

bool Engine::operator!=	(	FieldValueT< TagValueT >	lv,
		T	value
	)

inline

Compares FieldValue and object.

References Engine::FieldValueT< TagValueT >::equal().

template<typename TagValueT , typename T >

bool Engine::operator!=	(	T	value,
		FieldValueT< TagValueT >	rv
	)

inline

Compares FieldValue and object.

References Engine::FieldValueT< TagValueT >::equal().

template<typename TagValueTL , typename TagValueTR >

bool Engine::operator!=	(	FieldValueT< TagValueTL >	lv,
		FieldValueT< TagValueTR >	value
	)

inline

Compares two FieldValues.

References Engine::FieldValueT< TagValueT >::equal().

bool Engine::operator<	(	AsciiString	lv,
		AsciiString	rv
	)
throw	(
	)

inline

Tests if the std::string on the left side of the operator is less than the std::string on the right side.

bool Engine::operator<	(	WideString	lv,
		WideString	rv
	)
throw	(
	)

inline

Tests if the std::string on the left side of the operator is less than the std::string on the right side.

bool Engine::operator<	(	ByteArray	lv,
		ByteArray	rv
	)
throw	(
	)

inline

Tests if the std::vector on the left side of the operator is less than the std::vector on the right side.

template<typename T >

bool Engine::operator<	(	MemBlock< T >	lv,
		MemBlock< T >	rv
	)
throw	(
	)

inline

Tests if the iterator object on the left side of the operator is greater than the iterator object on the right side.

References Engine::MemBlock< T >::compareTo().

std::ostream& Engine::operator<<	(	std::ostream &	s,
		const LocalMktDate &	v
	)

Writes a LocalMktDate into the output stream.

std::ostream& Engine::operator<<	(	std::ostream &	s,
		const MonthYear &	v
	)

Writes a MonthYear into the output stream.

std::ostream& Engine::operator<<	(	std::ostream &	s,
		const UTCDateOnly &	v
	)

Writes a UTCDateOnly into the output stream.

std::ostream& Engine::operator<<	(	std::ostream &	s,
		const UTCTimeOnly &	v
	)

Writes a UTCTimeOnly into the output stream.

std::ostream& Engine::operator<<	(	std::ostream &	s,
		const Decimal &	rv
	)

inline

Stream writer.

std::ostream& Engine::operator<<	(	std::ostream &	s,
		const UTCTimestamp &	v
	)

Writes a UTCTimestamp into the output stream.

std::ostream& Engine::operator<<	(	std::ostream &	stream,
		Engine::AsciiString	value
	)

Writes AsciiString to the stream.

std::ostream& Engine::operator<<	(	std::ostream &	stream,
		Engine::WideString	value
	)

Writes AsciiString to the stream.

std::ostream& Engine::operator<<	(	std::ostream &	stream,
		Engine::ByteArray	value
	)

Writes ByteArray to the stream.

template<typename TagValueT >

std::ostream& Engine::operator<<	(	std::ostream &	stream,
		FieldValueT< TagValueT >	value
	)

inline

Writes FieldValue to the std::ostream.

bool Engine::operator==	(	AsciiString	lv,
		AsciiString	rv
	)
throw	(
	)

inline

Tests if the std::string on the left side of the operator is equal to the std::string on the right side.

bool Engine::operator==	(	WideString	lv,
		WideString	rv
	)
throw	(
	)

inline

Tests if the std::string on the left side of the operator is equal to the std::string on the right side.

bool Engine::operator==	(	ByteArray	lv,
		ByteArray	rv
	)
throw	(
	)

inline

Tests if the std::vector on the left side of the operator is equal to the std::vector on the right side.

template<typename T >

bool Engine::operator==	(	MemBlock< T >	lv,
		MemBlock< T >	rv
	)
throw	(
	)

inline

Tests if the object on the left side of the operator is equal to the object on the right side.

template<typename TagValueT , typename T >

bool Engine::operator==	(	FieldValueT< TagValueT >	lv,
		T	value
	)

inline

Compares FieldValue and object.

template<typename TagValueT , typename T >

bool Engine::operator==	(	T	value,
		FieldValueT< TagValueT >	rv
	)

inline

Compares FieldValue and object.

References Engine::FieldValueT< TagValueT >::equal().

template<typename TagValueTL , typename TagValueTR >

bool Engine::operator==	(	FieldValueT< TagValueTL >	lv,
		FieldValueT< TagValueTR >	value
	)

inline

Compares two FieldValues.

References Engine::FieldValueT< TagValueT >::equal().

bool Engine::operator>	(	AsciiString	lv,
		AsciiString	rv
	)
throw	(
	)

inline

Tests if the iterator std::string on the left side of the operator is greater than the iterator std::string on the right side.

bool Engine::operator>	(	WideString	lv,
		WideString	rv
	)
throw	(
	)

inline

Tests if the iterator std::string on the left side of the operator is greater than the iterator std::string on the right side.

bool Engine::operator>	(	ByteArray	lv,
		ByteArray	rv
	)
throw	(
	)

inline

Tests if the iterator std::vector on the left side of the operator is greater than the iterator std::vector on the right side.

template<typename T >

bool Engine::operator>	(	MemBlock< T >	lv,
		MemBlock< T >	rv
	)
throw	(
	)

inline

Tests if the iterator object on the left side of the operator is greater than the iterator object on the right side.

const char* Engine::outOfSequenceMessagesStrategyToString ( OutOfSequenceMessagesStrategyEnum value )

Converts string to OutOfSequenceMessagesStrategy.

void Engine::removeCustomFields ( FIXMessage * msg )

Removes custom fields (tag > 6000) from message.

Parameters

msg	Instance of FIXMessage

const char* Engine::roleToString ( SessionRole value )

B3CancelOnDisconnectType Engine::stringToB3CancelOnDisconnectType ( const std::string & value )

MessageStorageType Engine::stringToMessageStorageType ( char const * value )

Converts string to MessageStorageType.

MessageStorageType Engine::stringToMessageStorageTypeI ( char const * value )

OutOfSequenceMessagesStrategyEnum Engine::stringToOutOfSequenceMessagesStrategy ( char const * value )

Converts string to OutOfSequenceMessagesStrategy.

Variable Documentation

const std::string Engine::ActConnectionPropertyName = "AC"

const std::string Engine::ActConnectionPropertyNameOld = "ActiveConnection"

const std::string Engine::BackupActConnectionValue = "backup"

const std::string Engine::CorrectlyTerminatedPropertyName = "CT"

const std::string Engine::CorrectlyTerminatedPropertyNameOld = "CorrectlyTerminated"

const std::string Engine::EncryptMethodPropertyName = "En"

const std::string Engine::EncryptMethodPropertyNameOld = "EncryptMethod"

const char* Engine::FileStorageMgr_ConfExt = ".conf"

static

const char* Engine::FileStorageMgr_IndxInExt = ".ndx.in"

static

Referenced by SessionLogRwBase::buildIndexFileName().

const char* Engine::FileStorageMgr_IndxOutExt = ".ndx.out"

static

Referenced by SessionLogRwBase::buildIndexFileName().

const char* Engine::FileStorageMgr_InExt = ".in"

static

Referenced by SessionLogRwBase::buildLogFileName().

const char* Engine::FileStorageMgr_OutExt = ".out"

static

Referenced by SessionLogRwBase::buildLogFileName().

const std::string Engine::FIXADMIN_TARGET = "FIXADMIN"

IndexFile_Flags const Engine::FLG_MSG_ORIGINAL = 8

static

IndexFile_Flags const Engine::FLG_MSG_REJECTED = 1

static

Referenced by Engine::LogFileT< FileT >::isRejected(), Engine::LogFileT< FileT >::markRejected(), and Engine::LogFileT< FileT >::unmarkRejected().

IndexFile_Flags const Engine::FLG_MSG_TO_BE_RESENT = 2

static

Referenced by Engine::LogFileT< FileT >::markToBeResent(), Engine::LogFileT< FileT >::toBeResent(), and Engine::LogFileT< FileT >::unmarkToBeResent().

IndexFile_Flags const Engine::FLG_SEP = 4

static

Referenced by Engine::LogFileT< FileT >::log(), and Engine::LogFileT< FileT >::LogFileT().

const std::string Engine::ForceSeqNumResetPropertyName = "ForceSeqNumReset"

GlobalMsgIdGen Engine::g_globalMsgIdGen

Referenced by Engine::FIXMessageEx::generateNewGlobalId(), Engine::FIXMessageEx::generateNewGlobalIdBeforeSend(), Engine::FIXMessageEx::getCurrGlobalMsgId(), and Engine::FIXMessageEx::seedGlobalMsgId().

FIXMsgFactory* Engine::g_msgFactoryLocal

const std::string Engine::HBIPropertyName = "HBI"

const std::string Engine::HBIPropertyNameOld = "HBI"

const std::string Engine::HostPropertyName = "H"

const std::string Engine::HostPropertyNameOld = "Host"

const std::string Engine::InInitiatorPropertyNameOld = "IsInitiator"

const std::string Engine::InSeqNumPropertyName = "IN"

const std::string Engine::InSeqNumPropertyNameOld = "IncomingSeqNum"

ProtocolID const Engine::INVALID_PROTOCOL_ID = 0

static

Invalid FIX protocol identifier.

Referenced by FixProtocols::getPredefinedProtocolID(), and FixProtocols::getProtocolID().

const std::string Engine::IsInitiatorPropertyName = "I"

const std::string Engine::LastSentSeqNumPropertyName = "OUT"

const std::string Engine::LastSentSeqNumPropertyNameOld = "LastSentSeqNum"

const int Engine::MAX_FIELD_TYPE_SIZE = 64

const int Engine::MAX_SOCKET_READERS = 3

static

const std::string Engine::MinOutSeqNumPropertyName = "MinOutgoingSeqNum"

const int Engine::MSG_SEQ_NUM_BUF_SIZE = 128

const int Engine::N_SECONDS_IN_24_HOURS = 24 * 60 * 60

const std::string Engine::OutSeqNumPropertyName = "OutgoingSeqNum"

const std::string Engine::PortPropertyName = "P"

const std::string Engine::PortPropertyNameOld = "Port"

const std::string Engine::PrimaryActConnectionValue = "primary"

const char Engine::REJECTED_MARKER[] = "R"

Referenced by Engine::LogFileT< FileT >::markRejected().

const int Engine::REJECTED_MARKER_SIZE = 1

Referenced by Engine::LogFileT< FileT >::markRejected(), and Engine::LogFileT< FileT >::unmarkRejected().

const std::string Engine::RESULT_CONDITIONS_LACK = "8"

Conditions lack.

const std::string Engine::RESULT_ENGINE_EXCEPTION = "5"

Engine std::exception.

const std::string Engine::RESULT_INCORRECT_VALUE = "4"

Incorrect value.

const std::string Engine::RESULT_INVALIDARG = "9"

Invalid argument.

const std::string Engine::RESULT_LOGIC_ERROR = "10"

Logic error.

const std::string Engine::RESULT_NOT_ENOUGH_PARAMETERS = "2"

Not enough parameters.

const std::string Engine::RESULT_NOT_IMPLEMENTED = "1"

Not implemented.

const std::string Engine::RESULT_OPERATION_REJECTED = "7"

Operation rejected.

const std::string Engine::RESULT_RUNTIME_ERROR = "11"

Runtime error.

const std::string Engine::RESULT_SUCCESS = "0"

Success.

const std::string Engine::RESULT_UNKNOWN_ERROR = "6"

Unknown error.

const std::string Engine::RESULT_UNKNOWN_SESSION = "3"

Unknown session.

const std::string Engine::RolePropertyName = "R"

const std::string Engine::RolePropertyNameOld = "Role"

const std::string Engine::SenderPropertyName = "49"

const std::string Engine::SenderPropertyNameOld = "Sender"

const std::string Engine::SessionGlobalIDPropertyName = "SessionID"

const std::string Engine::SessionInternalStatePropertyName = "SessionInternalState"

const int Engine::SOCKET_SEND_BUFFER_SIZE = 256 * 1024

const std::string Engine::StorageIDPropertyName = "StorageID"

const std::string Engine::TargetPropertyName = "56"

const std::string Engine::TargetPropertyNameOld = "Target"

ProtocolID const Engine::TOTAL_PROTOCOL_ID_COUNT = 100

static

Last valid FIX protocol identifier.

const char Engine::UNREJECTED_MARKER[] = " "

Referenced by Engine::LogFileT< FileT >::unmarkRejected().

const int Engine::USE_RELAXED_RECEIVE = -2

static

const std::string Engine::VersionPropertyName = "8"

const std::string Engine::VersionPropertyNameOld = "Version"

Namespaces

Classes

Typedefs

Enumerations

Functions

Variables

Detailed Description

Typedef Documentation

Enumeration Type Documentation

Function Documentation

Variable Documentation