B2BITS FIX Antenna HFT  1.0.13
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fix_algo Namespace Reference

Classes

class  CmiFixConverter
 
class  MlegTags
 

Typedefs

typedef boost::function< void(Parser::LiteFixMessage &)> FN_setGenManualCxlClordId
 

Functions

static void copyTag (int tag, const Parser::LiteFixMessage &srcMsg, Parser::LiteFixMessage &trgMsg, int startIndex, int endIndex)
 
static void copyTag (int srcTag, int trgTag, const Parser::LiteFixMessage &srcMsg, Parser::LiteFixMessage &trgMsg, int startIndex, int endIndex)
 
static void copyTag (int tag, const Parser::LiteFixMessage &src, Parser::LiteFixMessage &trg)
 
static void copyTag (int srcTag, int trgTag, const Parser::LiteFixMessage &src, Parser::LiteFixMessage &trg)
 
static void copyTagGroup (const std::vector< int > &tags, const Parser::LiteFixMessage &src, Parser::LiteFixMessage &trg, int begin, int end)
 
static void copyTagOrClear (int tag, const Engine::FIXMessage &srcMsg, Engine::FIXMessage &trgMsg, Engine::FIXFieldValue &v)
 
static void copyTagOrClear (int tag, const Parser::LiteFixMessage &srcMsg, Engine::FIXMessage &trgMsg, Engine::FIXFieldValue &v, int startIndex, int endIndex)
 
static void copyTagOrSetDef (int tag, const char *defaultValue, const Engine::FIXMessage &srcMsg, Engine::FIXMessage &trgMsg, Engine::FIXFieldValue &v)
 
static bool copyTagOrSetDef (int tag, const char *defaultValue, const Parser::LiteFixMessage &srcMsg, Engine::FIXMessage &trgMsg, Engine::FIXFieldValue &v, int startIndex, int endIndex)
 
static scaled64_t decodePrice (CMI::Decimal &decPrice)
 
template<class FixApplicationT >
static void fill_reject (FixApplicationT *app, const Engine::FIXMessage *msg, const char *reason, int reason_len, Engine::FIXMessage **msgToSend, uint64_t orderID37=0)
 
template<class FixApplicationT >
static void fill_reject (FixApplicationT *app, const Parser::LiteFixMessage *msg, const char *reason, int reason_len, Engine::FIXMessage *msgToSend[2], boost::ptr_vector< Parser::LiteFixMessage > &msgToSendV, Parser::LiteFixMessage *rejectMsg_8, Parser::LiteFixMessage *rejectMsg_9)
 
static void fill_reject_8 (const Engine::FIXMessage &orderMsg, Engine::FIXMessage &msg, const char *reason, int reason_len, uint64_t orderID37=0)
 
template<class FixApplicationT >
static void fill_reject_8_complex (FixApplicationT *app, const Parser::LiteFixMessage &orderMsg, boost::ptr_vector< Parser::LiteFixMessage > &msgToSendV, const char *reason, int reason_len, int Begin=0, int End=-1)
 
template<class FixApplicationT >
static void fill_reject_8_cross (FixApplicationT *app, const Parser::LiteFixMessage &orderMsg, boost::ptr_vector< Parser::LiteFixMessage > &msgToSendV, const char *reason, int reason_len)
 
template<class FixApplicationT >
static void fill_reject_8_order_list (FixApplicationT *app, const Parser::LiteFixMessage &orderMsg, boost::ptr_vector< Parser::LiteFixMessage > &msgToSendV, const char *reason, int reason_len)
 
static void fill_reject_9 (const Engine::FIXMessage &orderMsg, Engine::FIXMessage &msg, const char *reason, int reason_len, uint64_t orderID37=0)
 
template<class FixApplicationT >
static void fill_reply_8_complex (FixApplicationT *app, bool isReject, const Parser::LiteFixMessage &orderMsg, boost::ptr_vector< Parser::LiteFixMessage > &msgToSendV, const char *reason, int reason_len, int Begin, int End)
 
template<class FixApplicationT >
static void fill_reply_8_cross (FixApplicationT *app, bool isReject, const Parser::LiteFixMessage &orderMsg, boost::ptr_vector< Parser::LiteFixMessage > &msgToSendV, const char *reason, int reason_len)
 
template<class FixApplicationT >
static void fill_reply_8_order_list (FixApplicationT *app, bool isReject, const char *clordid, const Parser::LiteFixMessage &orderMsg, boost::ptr_vector< Parser::LiteFixMessage > &msgToSendV, const char *reason, int reason_len)
 
template<class FixApplicationT >
static void fill_ucxl (FixApplicationT *app, const char *clordid, const Parser::LiteFixMessage *msg, const char *reason, int reason_len, Engine::FIXMessage *msgToSend[2], boost::ptr_vector< Parser::LiteFixMessage > &msgToSendV, Parser::LiteFixMessage *ucxlMsg_8)
 
static void fill_ucxl_8 (const Engine::FIXMessage &orderMsg, Engine::FIXMessage &msg, const char *reason, int reason_len)
 
template<class FixApplicationT >
static void fill_ucxl_8_complex (FixApplicationT *app, const Parser::LiteFixMessage &orderMsg, boost::ptr_vector< Parser::LiteFixMessage > &msgToSendV, const char *reason, int reason_len, int Begin=0, int End=-1)
 
template<class FixApplicationT >
static void fill_ucxl_8_cross (FixApplicationT *app, const Parser::LiteFixMessage &orderMsg, boost::ptr_vector< Parser::LiteFixMessage > &msgToSendV, const char *reason, int reason_len)
 
template<class FixApplicationT >
static void fill_ucxl_8_order_list (FixApplicationT *app, const char *clordid, const Parser::LiteFixMessage &orderMsg, boost::ptr_vector< Parser::LiteFixMessage > &msgToSendV, const char *reason, int reason_len)
 
static void fillStreetCancel (const char *clordid, const Engine::AsciiString &orderID37, const Parser::LiteFixMessage &orderMsg, const char *reason, Parser::LiteFixMessage &msg, FN_setGenManualCxlClordId setGenManualCxlClordId, bool isBOX, bool isNYSE, bool isARCA_or_AMEX_for_complex=false, const std::vector< int > &mlegGrpTags=g_mlegGrp.tags_)
 
static const char * findTag (const char *msgBuf, int msgLen, const char *sohTagEqualSignToFind, int sohTagEqualSignToFind_len, int *tagValueFound_len)
 
static bool getGTCPersistedProps (const Parser::LiteFixMessage &msg, bool &isExchange, bool &isOut, Engine::AsciiString &clientClordID, Engine::AsciiString &tag6606, Engine::AsciiString &account, Engine::AsciiString &traderCompID, Engine::AsciiString &clientID, uint64_t &orderID37)
 
static void getOrderId37 (Parser::LiteFixMessage *fix, unsigned &low, unsigned &high)
 
static bool getTag (int tag, const Parser::LiteFixMessage &srcMsg, int startIndex, int endIndex, const char **value, int *length)
 
static Engine::AsciiString getTag (int tag, const Parser::LiteFixMessage &srcMsg, int startIndex, int endIndex)
 
static int getTagAsInt (const Parser::LiteFixMessage &msg, int tag, int start, int end)
 
static Engine::AsciiString getTagAsString (const Parser::LiteFixMessage &msg, int tag, int start, int end)
 
static void initMsg (Parser::LiteFixMessage *msg, const char *msgType)
 
template<class FieldValueT >
static bool isAB (const FieldValueT &type)
 
template<class FieldValueT >
static bool isAC (const FieldValueT &type)
 
template<class FieldValueT >
static bool isComplexOrderType (const FieldValueT &type)
 
template<class FieldValueT >
static bool isCrossOrListType (const FieldValueT &type)
 
template<class FieldValueT >
static bool isCrossType (const FieldValueT &type)
 
template<class FieldValueT >
static bool isD (const FieldValueT &type)
 
template<class FieldValueT >
static bool isDG (const FieldValueT &type)
 
template<class FieldValueT >
static bool isDGF (const FieldValueT &type)
 
template<class FieldValueT >
static bool isDGF (const Parser::LiteFixMessage &msg, const FieldValueT &type, bool &isComplex_CBOE_Order)
 
template<class FieldValueT >
static bool isEB (const FieldValueT &type)
 
template<class FieldValueT >
static bool isG (const FieldValueT &type)
 
template<class FieldValueT >
static bool isGF (const FieldValueT &type)
 
static bool isMLEG167 (const Parser::LiteFixMessage &msg)
 
template<class FieldValueT >
static bool isOrderListType (const FieldValueT &type)
 
static bool isSMHTag (int tag)
 
template<class MessageT >
static void mapClordIdToCmi (Parser::LiteFixMessage *fix, MessageT *cmi, int tag)
 
template<class MessageT >
static void mapClordIdToFix (Parser::LiteFixMessage *fix, MessageT *cmi, int tag)
 
template<class MessageT >
static void mapContingencyToCmi (Parser::LiteFixMessage *fix, MessageT *cmi, unsigned char &cont)
 
template<class MessageT >
static void mapContingencyToFix (Parser::LiteFixMessage *fix, MessageT *cmi, const unsigned cont)
 
template<class MessageT >
static void mapCoverageToCmi (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void mapCoverageToFix (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void mapERQtyToCmi (Parser::LiteFixMessage *fix, MessageT *cmi, char tag150)
 
template<class MessageT >
static void mapERQtyToFix (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void mapFillERQtyToCmi (Parser::LiteFixMessage *fix, MessageT *cmi, char tag150)
 
template<class MessageT >
static void mapFillERQtyToFix (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void mapOrderId17ToCmi (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void mapOrderId37ToCmi (Parser::LiteFixMessage *fix, MessageT *cmi)
 
static void mapOrderId37ToFix (Parser::LiteFixMessage *fix, unsigned low, unsigned high)
 
template<class MessageT >
static void mapOrderId37ToFix (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void mapOrigClordIdToCmi (Parser::LiteFixMessage *fix, MessageT *cmi, int tag)
 
template<class MessageT >
static void mapOrigClordIdToFix (Parser::LiteFixMessage *fix, MessageT *cmi, int tag)
 
template<class MessageT >
static void mapOriginToCmi (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void mapOriginToFix (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void mapOrigOrderId37ToCmi (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void mapPositionEffectToCmi (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void mapPositionEffectToFix (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void mapPriceToCmi (Parser::LiteFixMessage *fix, MessageT *cmi, bool &hasStopPrice)
 
template<class MessageT >
static void mapPriceToFix (Parser::LiteFixMessage *fix, MessageT *cmi, bool &hasStopPrice)
 
template<class MessageT >
static void mapReportTypeToCmi (Parser::LiteFixMessage *fix, MessageT *cmi, char tag150)
 
template<class MessageT >
static void mapReportTypeToFix (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void mapSideToCmi (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void mapSideToFix (Parser::LiteFixMessage *fix, MessageT *cmi)
 
static void mapSymbolToCmi (CMI::UInt16 year, CMI::UInt8 month, CMI::UInt8 day, CMI::Alpha putcall, CMI::Decimal &strikePrice, OptionParamsStr &optParams)
 
template<class MessageT >
static void mapSymbolToCmi (CmiProductCatalog &symbols, CmiTradeSessionId tradeSessionId, Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void mapSymbolToFix (CmiProductCatalog &symbols, CmiTradeSessionId tradeSessionId, Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void mapTradedPriceQtyToCmi (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void mapTradedPriceToFix (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void mapTransactTimeToCmi (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class MessageT >
static void mapTransactTimeToFix (Parser::LiteFixMessage *fix, MessageT *cmi)
 
template<class FixApplicationT >
static Parser::LiteFixMessagenew_8_for_reject (FixApplicationT *app)
 
template<class FixApplicationT >
static Parser::LiteFixMessagenew_8_for_ucxl (FixApplicationT *app)
 
template<class FixApplicationT >
static Parser::LiteFixMessagenew_9_for_reject (FixApplicationT *app)
 
template<class FixApplicationT >
Parser::LiteFixMessagenew_F (FixApplicationT *app)
 
template<class FixApplicationT >
Parser::LiteFixMessagenew_GMDAck (FixApplicationT *app)
 
template<class FixApplicationT >
static Parser::LiteFixMessagenew_j_for_reject (FixApplicationT *app)
 
template<class FixApplicationT >
Parser::LiteFixMessagenew_testReq (FixApplicationT *app)
 
template<class FixApplicationT >
static Parser::LiteFixMessagenewMessage (FixApplicationT *app, const char *msgType)
 
static void reorderSMHForMiax (Parser::LiteFixMessage &msg, const std::string &sender, const std::string &target, const std::string &senderSubID, const std::string &targetSubID, Engine::FIXMessagePool *tmpMsgPool, Engine::PutMessageOptions &opt)
 
static void stripGTCPersistedProps (Parser::LiteFixMessage &msg)
 
static Parser::LiteFixMessagetoLiteMessage (Engine::FIXMessage *msg)
 
template<class FixApplicationT >
static Parser::LiteFixMessageturnToLiteMessage (FixApplicationT *app, Engine::FIXMessage *msg, int initMaxFields=0)
 
static Parser::LiteFixMessageturnToLiteMessageGlob (Engine::FIXMessage *msg, int initMaxFields=0)
 

Variables

MlegTags g_mlegGrp
 

Typedef Documentation

Function Documentation

static void fix_algo::copyTag ( int  tag,
const Parser::LiteFixMessage srcMsg,
Parser::LiteFixMessage trgMsg,
int  startIndex,
int  endIndex 
)
inlinestatic
static void fix_algo::copyTag ( int  srcTag,
int  trgTag,
const Parser::LiteFixMessage srcMsg,
Parser::LiteFixMessage trgMsg,
int  startIndex,
int  endIndex 
)
inlinestatic
static void fix_algo::copyTag ( int  tag,
const Parser::LiteFixMessage src,
Parser::LiteFixMessage trg 
)
inlinestatic
static void fix_algo::copyTag ( int  srcTag,
int  trgTag,
const Parser::LiteFixMessage src,
Parser::LiteFixMessage trg 
)
inlinestatic
static void fix_algo::copyTagGroup ( const std::vector< int > &  tags,
const Parser::LiteFixMessage src,
Parser::LiteFixMessage trg,
int  begin,
int  end 
)
inlinestatic
static void fix_algo::copyTagOrClear ( int  tag,
const Engine::FIXMessage srcMsg,
Engine::FIXMessage trgMsg,
Engine::FIXFieldValue v 
)
inlinestatic
static void fix_algo::copyTagOrClear ( int  tag,
const Parser::LiteFixMessage srcMsg,
Engine::FIXMessage trgMsg,
Engine::FIXFieldValue v,
int  startIndex,
int  endIndex 
)
inlinestatic
static void fix_algo::copyTagOrSetDef ( int  tag,
const char *  defaultValue,
const Engine::FIXMessage srcMsg,
Engine::FIXMessage trgMsg,
Engine::FIXFieldValue v 
)
inlinestatic
static bool fix_algo::copyTagOrSetDef ( int  tag,
const char *  defaultValue,
const Parser::LiteFixMessage srcMsg,
Engine::FIXMessage trgMsg,
Engine::FIXFieldValue v,
int  startIndex,
int  endIndex 
)
inlinestatic
static scaled64_t fix_algo::decodePrice ( CMI::Decimal decPrice)
inlinestatic
template<class FixApplicationT >
static void fix_algo::fill_reject ( FixApplicationT *  app,
const Engine::FIXMessage msg,
const char *  reason,
int  reason_len,
Engine::FIXMessage **  msgToSend,
uint64_t  orderID37 = 0 
)
inlinestatic
template<class FixApplicationT >
static void fix_algo::fill_reject ( FixApplicationT *  app,
const Parser::LiteFixMessage msg,
const char *  reason,
int  reason_len,
Engine::FIXMessage msgToSend[2],
boost::ptr_vector< Parser::LiteFixMessage > &  msgToSendV,
Parser::LiteFixMessage rejectMsg_8,
Parser::LiteFixMessage rejectMsg_9 
)
inlinestatic
static void fix_algo::fill_reject_8 ( const Engine::FIXMessage orderMsg,
Engine::FIXMessage msg,
const char *  reason,
int  reason_len,
uint64_t  orderID37 = 0 
)
inlinestatic
template<class FixApplicationT >
static void fix_algo::fill_reject_8_complex ( FixApplicationT *  app,
const Parser::LiteFixMessage orderMsg,
boost::ptr_vector< Parser::LiteFixMessage > &  msgToSendV,
const char *  reason,
int  reason_len,
int  Begin = 0,
int  End = -1 
)
inlinestatic

References fill_reply_8_complex().

Referenced by fill_reject().

template<class FixApplicationT >
static void fix_algo::fill_reject_8_cross ( FixApplicationT *  app,
const Parser::LiteFixMessage orderMsg,
boost::ptr_vector< Parser::LiteFixMessage > &  msgToSendV,
const char *  reason,
int  reason_len 
)
inlinestatic

References fill_reply_8_cross().

Referenced by fill_reject().

template<class FixApplicationT >
static void fix_algo::fill_reject_8_order_list ( FixApplicationT *  app,
const Parser::LiteFixMessage orderMsg,
boost::ptr_vector< Parser::LiteFixMessage > &  msgToSendV,
const char *  reason,
int  reason_len 
)
inlinestatic

References fill_reply_8_order_list().

Referenced by fill_reject().

static void fix_algo::fill_reject_9 ( const Engine::FIXMessage orderMsg,
Engine::FIXMessage msg,
const char *  reason,
int  reason_len,
uint64_t  orderID37 = 0 
)
inlinestatic
template<class FixApplicationT >
static void fix_algo::fill_reply_8_complex ( FixApplicationT *  app,
bool  isReject,
const Parser::LiteFixMessage orderMsg,
boost::ptr_vector< Parser::LiteFixMessage > &  msgToSendV,
const char *  reason,
int  reason_len,
int  Begin,
int  End 
)
inlinestatic
template<class FixApplicationT >
static void fix_algo::fill_reply_8_cross ( FixApplicationT *  app,
bool  isReject,
const Parser::LiteFixMessage orderMsg,
boost::ptr_vector< Parser::LiteFixMessage > &  msgToSendV,
const char *  reason,
int  reason_len 
)
inlinestatic
template<class FixApplicationT >
static void fix_algo::fill_reply_8_order_list ( FixApplicationT *  app,
bool  isReject,
const char *  clordid,
const Parser::LiteFixMessage orderMsg,
boost::ptr_vector< Parser::LiteFixMessage > &  msgToSendV,
const char *  reason,
int  reason_len 
)
inlinestatic
template<class FixApplicationT >
static void fix_algo::fill_ucxl ( FixApplicationT *  app,
const char *  clordid,
const Parser::LiteFixMessage msg,
const char *  reason,
int  reason_len,
Engine::FIXMessage msgToSend[2],
boost::ptr_vector< Parser::LiteFixMessage > &  msgToSendV,
Parser::LiteFixMessage ucxlMsg_8 
)
inlinestatic
static void fix_algo::fill_ucxl_8 ( const Engine::FIXMessage orderMsg,
Engine::FIXMessage msg,
const char *  reason,
int  reason_len 
)
inlinestatic
template<class FixApplicationT >
static void fix_algo::fill_ucxl_8_complex ( FixApplicationT *  app,
const Parser::LiteFixMessage orderMsg,
boost::ptr_vector< Parser::LiteFixMessage > &  msgToSendV,
const char *  reason,
int  reason_len,
int  Begin = 0,
int  End = -1 
)
inlinestatic

References fill_reply_8_complex().

Referenced by fill_ucxl().

template<class FixApplicationT >
static void fix_algo::fill_ucxl_8_cross ( FixApplicationT *  app,
const Parser::LiteFixMessage orderMsg,
boost::ptr_vector< Parser::LiteFixMessage > &  msgToSendV,
const char *  reason,
int  reason_len 
)
inlinestatic

References fill_reply_8_cross().

Referenced by fill_ucxl().

template<class FixApplicationT >
static void fix_algo::fill_ucxl_8_order_list ( FixApplicationT *  app,
const char *  clordid,
const Parser::LiteFixMessage orderMsg,
boost::ptr_vector< Parser::LiteFixMessage > &  msgToSendV,
const char *  reason,
int  reason_len 
)
inlinestatic

References fill_reply_8_order_list().

Referenced by fill_ucxl().

static void fix_algo::fillStreetCancel ( const char *  clordid,
const Engine::AsciiString orderID37,
const Parser::LiteFixMessage orderMsg,
const char *  reason,
Parser::LiteFixMessage msg,
FN_setGenManualCxlClordId  setGenManualCxlClordId,
bool  isBOX,
bool  isNYSE,
bool  isARCA_or_AMEX_for_complex = false,
const std::vector< int > &  mlegGrpTags = g_mlegGrp.tags_ 
)
inlinestatic
static const char* fix_algo::findTag ( const char *  msgBuf,
int  msgLen,
const char *  sohTagEqualSignToFind,
int  sohTagEqualSignToFind_len,
int *  tagValueFound_len 
)
inlinestatic

References Utils::memmem().

static bool fix_algo::getGTCPersistedProps ( const Parser::LiteFixMessage msg,
bool &  isExchange,
bool &  isOut,
Engine::AsciiString clientClordID,
Engine::AsciiString tag6606,
Engine::AsciiString account,
Engine::AsciiString traderCompID,
Engine::AsciiString clientID,
uint64_t orderID37 
)
inlinestatic
static void fix_algo::getOrderId37 ( Parser::LiteFixMessage fix,
unsigned &  low,
unsigned &  high 
)
inlinestatic
static bool fix_algo::getTag ( int  tag,
const Parser::LiteFixMessage srcMsg,
int  startIndex,
int  endIndex,
const char **  value,
int *  length 
)
inlinestatic
static Engine::AsciiString fix_algo::getTag ( int  tag,
const Parser::LiteFixMessage srcMsg,
int  startIndex,
int  endIndex 
)
inlinestatic
static int fix_algo::getTagAsInt ( const Parser::LiteFixMessage msg,
int  tag,
int  start,
int  end 
)
inlinestatic
static Engine::AsciiString fix_algo::getTagAsString ( const Parser::LiteFixMessage msg,
int  tag,
int  start,
int  end 
)
inlinestatic
static void fix_algo::initMsg ( Parser::LiteFixMessage msg,
const char *  msgType 
)
inlinestatic
template<class FieldValueT >
static bool fix_algo::isAB ( const FieldValueT &  type)
inlinestatic

Referenced by fill_reject(), and fill_ucxl().

template<class FieldValueT >
static bool fix_algo::isAC ( const FieldValueT &  type)
inlinestatic

Referenced by fill_reject(), and fill_ucxl().

template<class FieldValueT >
static bool fix_algo::isComplexOrderType ( const FieldValueT &  type)
inlinestatic

Referenced by fillStreetCancel().

template<class FieldValueT >
static bool fix_algo::isCrossOrListType ( const FieldValueT &  type)
inlinestatic

Referenced by fillStreetCancel().

template<class FieldValueT >
static bool fix_algo::isCrossType ( const FieldValueT &  type)
inlinestatic
template<class FieldValueT >
static bool fix_algo::isD ( const FieldValueT &  type)
inlinestatic

Referenced by fill_reject(), and fill_ucxl().

template<class FieldValueT >
static bool fix_algo::isDG ( const FieldValueT &  type)
inlinestatic

Referenced by fillStreetCancel().

template<class FieldValueT >
static bool fix_algo::isDGF ( const FieldValueT &  type)
inlinestatic
template<class FieldValueT >
static bool fix_algo::isDGF ( const Parser::LiteFixMessage msg,
const FieldValueT &  type,
bool &  isComplex_CBOE_Order 
)
inlinestatic
template<class FieldValueT >
static bool fix_algo::isEB ( const FieldValueT &  type)
inlinestatic

Referenced by fill_reply_8_order_list().

template<class FieldValueT >
static bool fix_algo::isG ( const FieldValueT &  type)
inlinestatic

Referenced by fill_ucxl().

template<class FieldValueT >
static bool fix_algo::isGF ( const FieldValueT &  type)
inlinestatic

Referenced by fill_reject().

static bool fix_algo::isMLEG167 ( const Parser::LiteFixMessage msg)
inlinestatic
template<class FieldValueT >
static bool fix_algo::isOrderListType ( const FieldValueT &  type)
inlinestatic
static bool fix_algo::isSMHTag ( int  tag)
inlinestatic

Referenced by reorderSMHForMiax().

template<class MessageT >
static void fix_algo::mapClordIdToCmi ( Parser::LiteFixMessage fix,
MessageT *  cmi,
int  tag 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapClordIdToFix ( Parser::LiteFixMessage fix,
MessageT *  cmi,
int  tag 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapContingencyToCmi ( Parser::LiteFixMessage fix,
MessageT *  cmi,
unsigned char &  cont 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapContingencyToFix ( Parser::LiteFixMessage fix,
MessageT *  cmi,
const unsigned  cont 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapCoverageToCmi ( Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapCoverageToFix ( Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapERQtyToCmi ( Parser::LiteFixMessage fix,
MessageT *  cmi,
char  tag150 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapERQtyToFix ( Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapFillERQtyToCmi ( Parser::LiteFixMessage fix,
MessageT *  cmi,
char  tag150 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapFillERQtyToFix ( Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapOrderId17ToCmi ( Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapOrderId37ToCmi ( Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
static void fix_algo::mapOrderId37ToFix ( Parser::LiteFixMessage fix,
unsigned  low,
unsigned  high 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapOrderId37ToFix ( Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic

References mapOrderId37ToFix().

template<class MessageT >
static void fix_algo::mapOrigClordIdToCmi ( Parser::LiteFixMessage fix,
MessageT *  cmi,
int  tag 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapOrigClordIdToFix ( Parser::LiteFixMessage fix,
MessageT *  cmi,
int  tag 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapOriginToCmi ( Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapOriginToFix ( Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapOrigOrderId37ToCmi ( Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapPositionEffectToCmi ( Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapPositionEffectToFix ( Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapPriceToCmi ( Parser::LiteFixMessage fix,
MessageT *  cmi,
bool &  hasStopPrice 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapPriceToFix ( Parser::LiteFixMessage fix,
MessageT *  cmi,
bool &  hasStopPrice 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapReportTypeToCmi ( Parser::LiteFixMessage fix,
MessageT *  cmi,
char  tag150 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapReportTypeToFix ( Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapSideToCmi ( Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapSideToFix ( Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
static void fix_algo::mapSymbolToCmi ( CMI::UInt16  year,
CMI::UInt8  month,
CMI::UInt8  day,
CMI::Alpha  putcall,
CMI::Decimal strikePrice,
OptionParamsStr optParams 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapSymbolToCmi ( CmiProductCatalog symbols,
CmiTradeSessionId  tradeSessionId,
Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapSymbolToFix ( CmiProductCatalog symbols,
CmiTradeSessionId  tradeSessionId,
Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapTradedPriceQtyToCmi ( Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapTradedPriceToFix ( Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapTransactTimeToCmi ( Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
template<class MessageT >
static void fix_algo::mapTransactTimeToFix ( Parser::LiteFixMessage fix,
MessageT *  cmi 
)
inlinestatic
template<class FixApplicationT >
static Parser::LiteFixMessage* fix_algo::new_8_for_reject ( FixApplicationT *  app)
inlinestatic
template<class FixApplicationT >
static Parser::LiteFixMessage* fix_algo::new_8_for_ucxl ( FixApplicationT *  app)
inlinestatic
template<class FixApplicationT >
static Parser::LiteFixMessage* fix_algo::new_9_for_reject ( FixApplicationT *  app)
inlinestatic
template<class FixApplicationT >
Parser::LiteFixMessage* fix_algo::new_F ( FixApplicationT *  app)

References newMessage().

template<class FixApplicationT >
Parser::LiteFixMessage* fix_algo::new_GMDAck ( FixApplicationT *  app)

References newMessage().

template<class FixApplicationT >
static Parser::LiteFixMessage* fix_algo::new_j_for_reject ( FixApplicationT *  app)
inlinestatic

References newMessage().

template<class FixApplicationT >
Parser::LiteFixMessage* fix_algo::new_testReq ( FixApplicationT *  app)

References newMessage().

template<class FixApplicationT >
static Parser::LiteFixMessage* fix_algo::newMessage ( FixApplicationT *  app,
const char *  msgType 
)
inlinestatic
static void fix_algo::reorderSMHForMiax ( Parser::LiteFixMessage msg,
const std::string &  sender,
const std::string &  target,
const std::string &  senderSubID,
const std::string &  targetSubID,
Engine::FIXMessagePool tmpMsgPool,
Engine::PutMessageOptions opt 
)
inlinestatic
static void fix_algo::stripGTCPersistedProps ( Parser::LiteFixMessage msg)
inlinestatic
static Parser::LiteFixMessage* fix_algo::toLiteMessage ( Engine::FIXMessage msg)
inlinestatic
template<class FixApplicationT >
static Parser::LiteFixMessage* fix_algo::turnToLiteMessage ( FixApplicationT *  app,
Engine::FIXMessage msg,
int  initMaxFields = 0 
)
inlinestatic
static Parser::LiteFixMessage* fix_algo::turnToLiteMessageGlob ( Engine::FIXMessage msg,
int  initMaxFields = 0 
)
inlinestatic

Variable Documentation

MlegTags fix_algo::g_mlegGrp