Namespaces
namespace	Implementation
namespace	Messaging
namespace	System
namespace	Testing

Classes
class	ArgumentException
class	BookAtomicChange
struct	BookAtomicChangeAction
class	ConstOrdersRange
struct	DataSource
class	EfViFeedEngine
struct	ErrorCode
class	ErrorListener
class	Exception
struct	Feed
class	FeedEngine
struct	FeedEngineThreadIdle
class	FeedEngineThreadPool
struct	FeedEngineThreadPoolListener
struct	FeedEngineThreadPoolSettings
struct	FeedGroup
class	Handler
struct	HandlerSettings
struct	HandlerState
class	HandlerStateListener
struct	LogFilePermission
struct	LoggerSettings
struct	LogLevel
struct	LogSettings
class	MessageListener
struct	Month
class	NetFeedEngineProcessResult
class	NicWatch
struct	NoCheck
class	OperationException
struct	Order
class	OrderBook
class	OrderBookListener
class	OrderBookPool
struct	OrderBookPoolSettings
class	OrdersIterator
class	ReplayListener
struct	ReplayMode
struct	ReplayOptions
class	SingleThreadedEfViFeedEngine
class	SingleThreadedHardwareTimestampSocketFeedEngine
class	SingleThreadedSocketFeedEngine
class	SocketFeedEngine
class	TimeSpan
struct	TimeSpanFormat
class	Timestamp
struct	TimestampFormat
struct	TimeTraits
class	UtcWatch
class	WarningListener
class	WatchService

Typedefs
typedef std::vector< std::string >	HandlerLogs
typedef std::vector< std::string >::iterator	HandlerLogsEntry
typedef std::vector< std::string >	FilesList
typedef char	Char
typedef UInt32	PacketSequenceNumber
typedef Messaging::Int8	Int8
typedef Messaging::UInt8	UInt8
typedef Messaging::Int16	Int16
typedef Messaging::UInt16	UInt16
typedef Messaging::Int32	Int32
typedef Messaging::UInt32	UInt32
typedef Messaging::Int64	Int64
typedef Messaging::UInt64	UInt64
typedef UInt64	InstrumentId
typedef UInt64	OrderId
typedef Int64	Quantity
typedef Messaging::PriceOptional	Price

Functions
ONIXS_B3_UMDF_MD_API void	replayPcap (const std::vector< Handler * > &handlers, const ReplayOptions &options, const FilesList &instrument, const FilesList &snapshot, bool *stopRequest=nullptr)
ONIXS_B3_UMDF_MD_API void	replayLog (const std::vector< Handler * > &handlers, const ReplayOptions &options, bool *stopRequest=nullptr)
ONIXS_B3_UMDF_MD_API std::string	enumToString (LogLevel::Enum)
LogSettings::Enum	operator\| (LogSettings::Enum a, LogSettings::Enum b)
LogFilePermission::Enum	operator\| (LogFilePermission::Enum a, LogFilePermission::Enum b)
ONIXS_B3_UMDF_MD_API std::ostream &	operator<< (std::ostream &stream, const LoggerSettings &settings)
void ONIXS_B3_UMDF_MD_API	gatherFiles (FilesList *gatheredFiles, const std::string &root, const std::string &extension)
void	gatherLogs (FilesList *gatheredLogs, const std::string &root)
ONIXS_B3_UMDF_MD_API std::string	enumToString (ErrorCode::Enum)
ONIXS_B3_UMDF_MD_API std::ostream &	operator<< (std::ostream &stream, const Feed &descriptor)
ONIXS_B3_UMDF_MD_API std::ostream &	operator<< (std::ostream &stream, const FeedGroup &descriptor)
ONIXS_B3_UMDF_MD_API std::ostream &	operator<< (std::ostream &stream, const HandlerSettings &settings)
ONIXS_B3_UMDF_MD_API std::string	enumToString (HandlerState::Enum)
ONIXS_B3_UMDF_MD_API std::ostream &	operator<< (std::ostream &stream, const DataSource &ds)
template<typename EngineT>
std::enable_if< std::is_base_of< FeedEngine, EngineT >::value, bool >::type	process (EngineT &engine)
template<typename EngineT, typename... T>
bool	process (EngineT &engine, T &&... args)
bool	operator== (const TimeSpan &left, const TimeSpan &right)
bool	operator!= (const TimeSpan &left, const TimeSpan &right)
bool	operator< (const TimeSpan &left, const TimeSpan &right)
bool	operator> (const TimeSpan &left, const TimeSpan &right)
ONIXS_B3_UMDF_MD_API void	toStrAsHHMMSS (std::string &, TimeSpan)
ONIXS_B3_UMDF_MD_API void	toStrAsHHMMSSmsec (std::string &, TimeSpan)
ONIXS_B3_UMDF_MD_API void	toStrAsSDHHMMSSnsec (std::string &, TimeSpan)
void	toStr (std::string &str, TimeSpan timeSpan, TimeSpanFormat::Enum format=TimeSpanFormat::SDHHMMSSnsec)
std::string	toStr (TimeSpan timeSpan, TimeSpanFormat::Enum format=TimeSpanFormat::SDHHMMSSnsec)
Timestamp	fromSeconds (UInt32 secondsSinceEpoch)
bool	operator== (const Timestamp &left, const Timestamp &right)
bool	operator!= (const Timestamp &left, const Timestamp &right)
bool	operator< (const Timestamp &left, const Timestamp &right)
bool	operator<= (const Timestamp &left, const Timestamp &right)
bool	operator> (const Timestamp &left, const Timestamp &right)
bool	operator>= (const Timestamp &left, const Timestamp &right)
Timestamp	operator+ (const Timestamp &timestamp, const TimeSpan &timeSpan)
Timestamp	operator- (const Timestamp &timestamp, const TimeSpan &timeSpan)
TimeSpan	operator- (const Timestamp &left, const Timestamp &right)
ONIXS_B3_UMDF_MD_API void	toStrAsYYYYMMDD (std::string &, Timestamp)
ONIXS_B3_UMDF_MD_API void	toStrAsYYYYMMDDHHMMSS (std::string &, Timestamp)
ONIXS_B3_UMDF_MD_API void	toStrAsYYYYMMDDHHMMSSmsec (std::string &, Timestamp)
ONIXS_B3_UMDF_MD_API void	toStrAsYYYYMMDDHHMMSSnsec (std::string &, Timestamp)
ONIXS_B3_UMDF_MD_API void	toStr (std::string &str, Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSnsec)
std::string	toStr (Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSnsec)
ONIXS_B3_UMDF_MD_API bool	fromStr (Timestamp &, const char *, size_t)
bool	fromStr (Timestamp &ts, const std::string &str)
bool	operator== (const Order &l, const Order &r) noexcept
ONIXS_B3_UMDF_MD_API std::ostream &	operator<< (std::ostream &stream, const Order &value)
ONIXS_B3_UMDF_MD_API void	validate (const OrderBook &)

Variables
class ONIXS_B3_UMDF_MD_API	FeedEngineThreadPool

Typedef Documentation

◆ Char

typedef char Char

Definition at line 38 of file Defines.h.

◆ FilesList

typedef std::vector<std::string> FilesList

Ordered list of files to be replayed.

Definition at line 74 of file Replay.h.

◆ HandlerLogs

typedef std::vector<std::string> HandlerLogs

Ordered list of logs to be replayed.

Definition at line 34 of file Replay.h.

◆ HandlerLogsEntry

typedef std::vector<std::string>::iterator HandlerLogsEntry

Read-write iterator over ordered list of logs to be replayed.

Definition at line 37 of file Replay.h.

◆ InstrumentId

typedef UInt64 InstrumentId

Alias for Instrument Id type.

Definition at line 124 of file OrderBook.h.

◆ Int16

typedef Messaging::Int16 Int16

Definition at line 33 of file Integral.h.

◆ Int32

typedef Messaging::Int32 Int32

Definition at line 36 of file Integral.h.

◆ Int64

typedef Messaging::Int64 Int64

Definition at line 39 of file Integral.h.

◆ Int8

typedef Messaging::Int8 Int8

Definition at line 30 of file Integral.h.

◆ OrderId

typedef UInt64 OrderId

Alias for Order Id type.

Definition at line 127 of file OrderBook.h.

◆ PacketSequenceNumber

typedef UInt32 PacketSequenceNumber

Alias for Packet Sequence Number type (PSN).

Definition at line 43 of file Defines.h.

◆ Price

typedef Messaging::PriceOptional Price

Alias for Price type (4 decimal places)

Definition at line 133 of file OrderBook.h.

◆ Quantity

typedef Int64 Quantity

Alias for Quantity type.

Definition at line 130 of file OrderBook.h.

◆ UInt16

typedef Messaging::UInt16 UInt16

Definition at line 34 of file Integral.h.

◆ UInt32

typedef Messaging::UInt32 UInt32

Definition at line 37 of file Integral.h.

◆ UInt64

typedef Messaging::UInt64 UInt64

Definition at line 40 of file Integral.h.

◆ UInt8

typedef Messaging::UInt8 UInt8

Definition at line 31 of file Integral.h.

Function Documentation

◆ enumToString() [1/3]

ONIXS_B3_UMDF_MD_API std::string enumToString ( ErrorCode::Enum )

Returns string representation of ErrorCode value.

◆ enumToString() [2/3]

ONIXS_B3_UMDF_MD_API std::string enumToString ( HandlerState::Enum )

Returns string representation of HandlerState value.

◆ enumToString() [3/3]

ONIXS_B3_UMDF_MD_API std::string enumToString ( LogLevel::Enum )

Returns string representation of ErrorCode value.

◆ fromSeconds()

Timestamp fromSeconds ( UInt32 secondsSinceEpoch )

inline

Create Timestamp from whole seconds since the Epoch.

Definition at line 703 of file Time.h.

◆ fromStr() [1/2]

ONIXS_B3_UMDF_MD_API bool fromStr	(	Timestamp &	,
		const char *	,
		size_t	)

De-serializes a timestamp from the given string.

◆ fromStr() [2/2]

bool fromStr	(	Timestamp &	ts,
		const std::string &	str )

inline

Definition at line 902 of file Time.h.

◆ gatherFiles()

void ONIXS_B3_UMDF_MD_API gatherFiles	(	FilesList *	gatheredFiles,
		const std::string &	root,
		const std::string &	extension )

Gathers files which are stored in a given folder.

◆ gatherLogs()

void gatherLogs	(	FilesList *	gatheredLogs,
		const std::string &	root )

inline

Gathers log files which are stored in a given folder.

Definition at line 81 of file Replay.h.

◆ operator!=() [1/2]

bool operator!=	(	const TimeSpan &	left,
		const TimeSpan &	right )

inline

Compares with other instance for in-equality.

Definition at line 337 of file Time.h.

◆ operator!=() [2/2]

bool operator!=	(	const Timestamp &	left,
		const Timestamp &	right )

inline

Compares with instances for inequality.

Definition at line 726 of file Time.h.

◆ operator+()

Timestamp operator+	(	const Timestamp &	timestamp,
		const TimeSpan &	timeSpan )

inline

Adds time interval to given time point.

Definition at line 791 of file Time.h.

◆ operator-() [1/2]

TimeSpan operator-	(	const Timestamp &	left,
		const Timestamp &	right )

inline

Calculates time interval between two time points.

Definition at line 819 of file Time.h.

◆ operator-() [2/2]

Timestamp operator-	(	const Timestamp &	timestamp,
		const TimeSpan &	timeSpan )

inline

Subtracts time interval from given time point.

Definition at line 805 of file Time.h.

◆ operator<() [1/2]

bool operator<	(	const TimeSpan &	left,
		const TimeSpan &	right )

inline

Checks whether left time interval less than right one.

Definition at line 346 of file Time.h.

◆ operator<() [2/2]

bool operator<	(	const Timestamp &	left,
		const Timestamp &	right )

inline

Establishes order between two instances.

Definition at line 738 of file Time.h.

◆ operator<<() [1/6]

ONIXS_B3_UMDF_MD_API std::ostream & operator<<	(	std::ostream &	stream,
		const DataSource &	ds )

◆ operator<<() [2/6]

ONIXS_B3_UMDF_MD_API std::ostream & operator<<	(	std::ostream &	stream,
		const Feed &	descriptor )

◆ operator<<() [3/6]

ONIXS_B3_UMDF_MD_API std::ostream & operator<<	(	std::ostream &	stream,
		const FeedGroup &	descriptor )

◆ operator<<() [4/6]

ONIXS_B3_UMDF_MD_API std::ostream & operator<<	(	std::ostream &	stream,
		const HandlerSettings &	settings )

◆ operator<<() [5/6]

ONIXS_B3_UMDF_MD_API std::ostream & operator<<	(	std::ostream &	stream,
		const LoggerSettings &	settings )

◆ operator<<() [6/6]

ONIXS_B3_UMDF_MD_API std::ostream & operator<<	(	std::ostream &	stream,
		const Order &	value )

◆ operator<=()

bool operator<=	(	const Timestamp &	left,
		const Timestamp &	right )

inline

Establishes order between two instances.

Definition at line 751 of file Time.h.

◆ operator==() [1/3]

bool operator==	(	const Order &	l,
		const Order &	r )

inlinenoexcept

compare

Definition at line 524 of file OrderBook.h.

◆ operator==() [2/3]

bool operator==	(	const TimeSpan &	left,
		const TimeSpan &	right )

inline

Compares with other instance for equality.

Definition at line 327 of file Time.h.

◆ operator==() [3/3]

bool operator==	(	const Timestamp &	left,
		const Timestamp &	right )

inline

Compares with instances for equality.

Definition at line 713 of file Time.h.

◆ operator>() [1/2]

bool operator>	(	const TimeSpan &	left,
		const TimeSpan &	right )

inline

Checks whether left time interval greater than right one.

Definition at line 357 of file Time.h.

◆ operator>() [2/2]

bool operator>	(	const Timestamp &	left,
		const Timestamp &	right )

inline

Establishes order between two instances.

Definition at line 765 of file Time.h.

◆ operator>=()

bool operator>=	(	const Timestamp &	left,
		const Timestamp &	right )

inline

Establishes order between two instances.

Definition at line 778 of file Time.h.

◆ operator|() [1/2]

LogFilePermission::Enum operator\|	(	LogFilePermission::Enum	a,
		LogFilePermission::Enum	b )

inline

Typed logical operator helper.

Definition at line 117 of file LogSettings.h.

◆ operator|() [2/2]

LogSettings::Enum operator\|	(	LogSettings::Enum	a,
		LogSettings::Enum	b )

inline

Typed logical operator helper.

Definition at line 88 of file LogSettings.h.

◆ process() [1/2]

template<typename EngineT>

std::enable_if< std::is_base_of< FeedEngine, EngineT >::value, bool >::type process ( EngineT & engine )

Carries out pending actions like data retrieval and event dispatching.

The returned value indicates whether any events have been handled by the engine.

Definition at line 327 of file FeedEngine.h.

◆ process() [2/2]

template<typename EngineT, typename... T>

bool process	(	EngineT &	engine,
		T &&...	args )

Definition at line 333 of file FeedEngine.h.

◆ replayLog()

ONIXS_B3_UMDF_MD_API void replayLog	(	const std::vector< Handler * > &	handlers,
		const ReplayOptions &	options,
		bool *	stopRequest = nullptr )

Replays log files.

◆ replayPcap()

ONIXS_B3_UMDF_MD_API void replayPcap	(	const std::vector< Handler * > &	handlers,
		const ReplayOptions &	options,
		const FilesList &	instrument,
		const FilesList &	snapshot,
		bool *	stopRequest = nullptr )

Replays pcap files.

◆ toStr() [1/4]

void toStr	(	std::string &	str,
		TimeSpan	timeSpan,
		TimeSpanFormat::Enum	format = TimeSpanFormat::SDHHMMSSnsec )

inline

Appends timespan formatted in specified pattern to given string.

Definition at line 400 of file Time.h.

◆ toStr() [2/4]

ONIXS_B3_UMDF_MD_API void toStr	(	std::string &	str,
		Timestamp	timestamp,
		TimestampFormat::Enum	format = TimestampFormat::YYYYMMDDHHMMSSnsec )

Serializes timestamp according to specified pattern.

◆ toStr() [3/4]

std::string toStr	(	TimeSpan	timeSpan,
		TimeSpanFormat::Enum	format = TimeSpanFormat::SDHHMMSSnsec )

inline

Formats timespan according to specified pattern.

Definition at line 430 of file Time.h.

◆ toStr() [4/4]

std::string toStr	(	Timestamp	timestamp,
		TimestampFormat::Enum	format = TimestampFormat::YYYYMMDDHHMMSSnsec )

inline

Serializes timestamp according to specified pattern.

Definition at line 880 of file Time.h.

◆ toStrAsHHMMSS()

ONIXS_B3_UMDF_MD_API void toStrAsHHMMSS	(	std::string &	,
		TimeSpan	)

◆ toStrAsHHMMSSmsec()

ONIXS_B3_UMDF_MD_API void toStrAsHHMMSSmsec	(	std::string &	,
		TimeSpan	)

◆ toStrAsSDHHMMSSnsec()

ONIXS_B3_UMDF_MD_API void toStrAsSDHHMMSSnsec	(	std::string &	,
		TimeSpan	)

◆ toStrAsYYYYMMDD()

ONIXS_B3_UMDF_MD_API void toStrAsYYYYMMDD	(	std::string &	,
		Timestamp	)

Serializes timestamp in YYYYMMDD format.

◆ toStrAsYYYYMMDDHHMMSS()

ONIXS_B3_UMDF_MD_API void toStrAsYYYYMMDDHHMMSS	(	std::string &	,
		Timestamp	)

Serializes timestamp in YYYYMMDDHHMMSS format.

◆ toStrAsYYYYMMDDHHMMSSmsec()

ONIXS_B3_UMDF_MD_API void toStrAsYYYYMMDDHHMMSSmsec	(	std::string &	,
		Timestamp	)

Serializes timestamp in YYYYMMDDHHMMSSmsec format.

◆ toStrAsYYYYMMDDHHMMSSnsec()

ONIXS_B3_UMDF_MD_API void toStrAsYYYYMMDDHHMMSSnsec	(	std::string &	,
		Timestamp	)

Serializes timestamp in YYYYMMDDHHMMSSnsec format.

◆ validate()

ONIXS_B3_UMDF_MD_API void validate ( const OrderBook & )

For testing only.

Variable Documentation

◆ FeedEngineThreadPool

class ONIXS_B3_UMDF_MD_API FeedEngineThreadPool

Definition at line 427 of file FeedEngine.h.

Namespaces

Classes

Typedefs

Functions

Variables

Typedef Documentation

◆ Char

◆ FilesList

◆ HandlerLogs

◆ HandlerLogsEntry

◆ InstrumentId

◆ Int16

◆ Int32

◆ Int64

◆ Int8

◆ OrderId

◆ PacketSequenceNumber

◆ Price

◆ Quantity

◆ UInt16

◆ UInt32

◆ UInt64

◆ UInt8

Function Documentation

◆ enumToString() [1/3]

◆ enumToString() [2/3]

◆ enumToString() [3/3]

◆ fromSeconds()

◆ fromStr() [1/2]

◆ fromStr() [2/2]

◆ gatherFiles()

◆ gatherLogs()

◆ operator!=() [1/2]

◆ operator!=() [2/2]

◆ operator+()

◆ operator-() [1/2]

◆ operator-() [2/2]

◆ operator<() [1/2]

◆ operator<() [2/2]

◆ operator<<() [1/6]

◆ operator<<() [2/6]

◆ operator<<() [3/6]

◆ operator<<() [4/6]

◆ operator<<() [5/6]

◆ operator<<() [6/6]

◆ operator<=()

◆ operator==() [1/3]

◆ operator==() [2/3]

◆ operator==() [3/3]

◆ operator>() [1/2]

◆ operator>() [2/2]

◆ operator>=()

◆ operator|() [1/2]

◆ operator|() [2/2]

◆ process() [1/2]

◆ process() [2/2]

◆ replayLog()

◆ replayPcap()

◆ toStr() [1/4]

◆ toStr() [2/4]

◆ toStr() [3/4]

◆ toStr() [4/4]

◆ toStrAsHHMMSS()

◆ toStrAsHHMMSSmsec()

◆ toStrAsSDHHMMSSnsec()

◆ toStrAsYYYYMMDD()

◆ toStrAsYYYYMMDDHHMMSS()

◆ toStrAsYYYYMMDDHHMMSSmsec()

◆ toStrAsYYYYMMDDHHMMSSnsec()

◆ validate()

Variable Documentation

◆ FeedEngineThreadPool