B2BITS FIX Antenna HFT  1.0.18
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RiskCommon Namespace Reference

Classes

struct  CodeLocation
 
class  Exception
 
class  FileNotFoundException
 
class  InvalidGlobalMsgIDException
 
class  PropertyNotFoundException
 
class  SessionHistory
 
class  SessionHistoryErrorCode
 
class  SessionHistoryException
 
class  SessionHistoryMgr
 
class  SessionLogAccessor
 
class  SessionLogAccessorBase
 
class  SessionLogGroup
 
struct  SessionOptions
 

Typedefs

typedef
std::chrono::time_point
< std::chrono::system_clock > 
MessageDateType
 
typedef std::shared_ptr
< SessionHistory
SessionHistoryPtr
 
typedef boost::shared_ptr
< SessionLogAccessor
SessionLogAccessorPtr
 
typedef std::shared_ptr
< SessionLogGroup
SessionLogGroupPtr
 

Enumerations

enum  SessionHistoryLogTypes { SessionHistoryLogTypes::In = 0x01, SessionHistoryLogTypes::Out = 0x02, SessionHistoryLogTypes::All = In | Out }
 
enum  SessionHistoryMode {
  SessionHistoryMode::Zero = 0, SessionHistoryMode::Default = 0x00, SessionHistoryMode::CheckGlobalMsgID = 0x01, SessionHistoryMode::IgnoreDate = 0x02,
  SessionHistoryMode::StaticFilesRead = 0x04
}
 

Functions

constexpr bool bitmask_set (SessionHistoryLogTypes x)
 
constexpr bool bitmask_set (SessionHistoryMode x)
 
static bool findMessageInSessionByGlobID (uint64_t globMsgID, const std::string &senderCompID, const std::string &targetCompID, bool isOut, Parser::LiteFixMessage &msg)
 
static bool isFatalFIXPersistanceError (RiskCommon::SessionHistoryErrorCode::Enum errCode)
 
static bool loadSessionFilesForSearch (RiskCommon::SessionHistoryMgr &historyMgr, const std::string &senderCompID, const std::string &targetCompID)
 
constexpr bool operator! (SessionHistoryLogTypes x)
 
constexpr bool operator! (SessionHistoryMode x)
 
constexpr SessionHistoryLogTypes operator& (SessionHistoryLogTypes x, SessionHistoryLogTypes y)
 
constexpr SessionHistoryMode operator& (SessionHistoryMode x, SessionHistoryMode y)
 
SessionHistoryLogTypesoperator&= (SessionHistoryLogTypes &x, SessionHistoryLogTypes y)
 
SessionHistoryModeoperator&= (SessionHistoryMode &x, SessionHistoryMode y)
 
std::ostream & operator<< (std::ostream &stream, const CodeLocation &cl)
 
constexpr SessionHistoryLogTypes operator^ (SessionHistoryLogTypes x, SessionHistoryLogTypes y)
 
constexpr SessionHistoryMode operator^ (SessionHistoryMode x, SessionHistoryMode y)
 
SessionHistoryLogTypesoperator^= (SessionHistoryLogTypes &x, SessionHistoryLogTypes y)
 
SessionHistoryModeoperator^= (SessionHistoryMode &x, SessionHistoryMode y)
 
constexpr SessionHistoryLogTypes operator| (SessionHistoryLogTypes x, SessionHistoryLogTypes y)
 
constexpr SessionHistoryMode operator| (SessionHistoryMode x, SessionHistoryMode y)
 
SessionHistoryLogTypesoperator|= (SessionHistoryLogTypes &x, SessionHistoryLogTypes y)
 
SessionHistoryModeoperator|= (SessionHistoryMode &x, SessionHistoryMode y)
 
constexpr SessionHistoryLogTypes operator~ (SessionHistoryLogTypes x)
 
constexpr SessionHistoryMode operator~ (SessionHistoryMode x)
 

Typedef Documentation

typedef std::chrono::time_point<std::chrono::system_clock> RiskCommon::MessageDateType

Enumeration Type Documentation

Enumerator
In 
Out 
All 
Enumerator
Zero 
Default 
CheckGlobalMsgID 
IgnoreDate 
StaticFilesRead 

Function Documentation

constexpr bool RiskCommon::bitmask_set ( SessionHistoryLogTypes  x)
inline
constexpr bool RiskCommon::bitmask_set ( SessionHistoryMode  x)
inline
static bool RiskCommon::findMessageInSessionByGlobID ( uint64_t  globMsgID,
const std::string &  senderCompID,
const std::string &  targetCompID,
bool  isOut,
Parser::LiteFixMessage msg 
)
inlinestatic
static bool RiskCommon::isFatalFIXPersistanceError ( RiskCommon::SessionHistoryErrorCode::Enum  errCode)
inlinestatic
static bool RiskCommon::loadSessionFilesForSearch ( RiskCommon::SessionHistoryMgr historyMgr,
const std::string &  senderCompID,
const std::string &  targetCompID 
)
inlinestatic
constexpr bool RiskCommon::operator! ( SessionHistoryLogTypes  x)
inline
constexpr bool RiskCommon::operator! ( SessionHistoryMode  x)
inline
constexpr SessionHistoryLogTypes RiskCommon::operator& ( SessionHistoryLogTypes  x,
SessionHistoryLogTypes  y 
)
inline
constexpr SessionHistoryMode RiskCommon::operator& ( SessionHistoryMode  x,
SessionHistoryMode  y 
)
inline
SessionHistoryLogTypes& RiskCommon::operator&= ( SessionHistoryLogTypes &  x,
SessionHistoryLogTypes  y 
)
inline
SessionHistoryMode& RiskCommon::operator&= ( SessionHistoryMode &  x,
SessionHistoryMode  y 
)
inline
std::ostream& RiskCommon::operator<< ( std::ostream &  stream,
const CodeLocation &  cl 
)
inline
constexpr SessionHistoryLogTypes RiskCommon::operator^ ( SessionHistoryLogTypes  x,
SessionHistoryLogTypes  y 
)
inline
constexpr SessionHistoryMode RiskCommon::operator^ ( SessionHistoryMode  x,
SessionHistoryMode  y 
)
inline
SessionHistoryLogTypes& RiskCommon::operator^= ( SessionHistoryLogTypes &  x,
SessionHistoryLogTypes  y 
)
inline
SessionHistoryMode& RiskCommon::operator^= ( SessionHistoryMode &  x,
SessionHistoryMode  y 
)
inline
constexpr SessionHistoryLogTypes RiskCommon::operator| ( SessionHistoryLogTypes  x,
SessionHistoryLogTypes  y 
)
inline
constexpr SessionHistoryMode RiskCommon::operator| ( SessionHistoryMode  x,
SessionHistoryMode  y 
)
inline
SessionHistoryLogTypes& RiskCommon::operator|= ( SessionHistoryLogTypes &  x,
SessionHistoryLogTypes  y 
)
inline
SessionHistoryMode& RiskCommon::operator|= ( SessionHistoryMode &  x,
SessionHistoryMode  y 
)
inline
constexpr SessionHistoryLogTypes RiskCommon::operator~ ( SessionHistoryLogTypes  x)
inline
constexpr SessionHistoryMode RiskCommon::operator~ ( SessionHistoryMode  x)
inline