OnixS C++ CME MDP Premium Market Data Handler 5.11.1
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OnixS::CME::MDH::Test::details Namespace Reference

Classes

struct  AddOrModifyInstrumentDefinitionOperation
struct  ApplicableMessageOperationResult
struct  ApplicableMessageOperationResult< Holder, Operation, Result, decltype(std::declval< const typename std::decay< Operation >::type & >().apply(std::declval< Holder & >()), void())>
struct  ApplyMessageOperations
struct  ApplyMessageOperations< Size, Size >
class  BoundMessageOperation
class  BoundMessageOperationFactory
struct  CallableOperation
class  CallableOperationFactory
struct  ContextualEntryOperation
class  DeferredMessageOperation
struct  DeleteInstrumentDefinitionOperation
struct  EntryOperationSelector
struct  EntryOperationSelector< IncrementalRefreshBook::MessageType >
struct  EntryOperationSelector< IncrementalRefreshOrderBook::MessageType >
struct  EntryOperationSelector< IncrementalRefreshSessionStatistics::MessageType >
struct  EntryOperationSelector< IncrementalRefreshTradeSummary::MessageType >
struct  EntryOperationSelector< SnapshotFullRefresh::MessageType >
struct  EntryOperationSelector< SnapshotFullRefreshOrderBook::MessageType >
class  EntryRangeOperation
class  EntryRangeStage
struct  HasExpectedMessageType
struct  HasExpectedMessageType< ExpectedHolder, Holder, true >
struct  HeldAdapter< MessageType, false >
struct  HeldAdapter< MessageType, true >
struct  IsAddOrModifyInstrumentDefinition
struct  IsByteSpanCollection
struct  IsByteSpanCollection< Collection, typename Utils::MakeVoid< decltype(std::declval< Collection & >().data()), decltype(std::declval< Collection & >().size())>::type >
struct  IsDataFeedSelfConstruction
struct  IsDataFeedSelfConstruction< Feed, Argument >
struct  IsDeleteInstrumentDefinition
struct  IsDeleteMdEntryAction
struct  IsMaterializableMessage
struct  IsMessageHolder
struct  IsMessageHolder< Holder, typename MessageHolderDiagnosticVoid< typename Holder::MessageHolderBase >::Type >
struct  IsMessageRecipe
struct  IsMessageRecipe< MessageRecipe< Holder, Operations... > >
struct  IsMutableMessageHolder
struct  IsOrderBookMdEntryAction
struct  IsOrderIdEntryAction
struct  IsSessionStatisticsAction
struct  IsSnapshotFullRefreshAction
struct  IsSnapshotFullRefreshOrderBookAction
struct  IsSpanCompatibleMessage
struct  IsTradeSummaryAction
struct  IsValueMdEntryAction
class  MaterializedMessage
class  MaterializedMessage< Message, true >
struct  MdEntryOperation
struct  MessageHolderDiagnosticVoid
struct  MessageInitializationOperation
class  MessageOperation
struct  MessageOperationBase
class  OperationResultHolder
struct  OrderBookMdEntryOperation
struct  OrderIdEntryOperation
struct  QuoteEntryOperation
struct  QuoteRequestInitializationOperation
class  QuoteSymbol
struct  SecurityStatusInitializationOperation
struct  SessionStatisticsEntryOperation
struct  SnapshotFullRefreshEntryOperation
struct  SnapshotFullRefreshInitializationOperation
struct  SnapshotFullRefreshOrderBookEntryOperation
struct  SnapshotFullRefreshOrderBookInitializationOperation
struct  SpanRange
struct  TradeEntryOperation
struct  TradeSummaryEntryOperation

Typedefs

template<typename Holder>
using UnqualifiedMessageHolder = typename std::remove_cv<typename std::remove_reference<Holder>::type>::type
template<typename ExpectedHolder, typename Holder>
using EnableMutableMessageHolder = typename std::enable_if<IsMutableMessageHolder<ExpectedHolder, Holder>::value, Holder&>::type
template<typename Holder>
using EnableRvalueMessageHolderDiagnostic
template<typename Holder>
using EnableIncrementalRefreshBook = EnableMutableMessageHolder<IncrementalRefreshBook, Holder>
template<Messaging::UpdateAction::Enum Action, typename Holder>
using EnableDeleteMdEntry
template<Messaging::UpdateAction::Enum Action, typename Holder>
using EnableValueMdEntry
template<Messaging::OrderUpdateAction::Enum Action, typename Holder>
using EnableOrderIdEntry
template<typename Holder>
using EnableIncrementalRefreshOrderBook = EnableMutableMessageHolder<IncrementalRefreshOrderBook, Holder>
template<Messaging::UpdateAction::Enum Action, typename Holder>
using EnableOrderBookMdEntry
template<typename Holder>
using EnableIncrementalRefreshSessionStatistics = EnableMutableMessageHolder<IncrementalRefreshSessionStatistics, Holder>
template<Messaging::UpdateAction::Enum Action, typename Holder>
using EnableSessionStatisticsEntry
template<typename Holder>
using EnableIncrementalRefreshTradeSummary = EnableMutableMessageHolder<IncrementalRefreshTradeSummary, Holder>
template<Messaging::UpdateAction::Enum Action, typename Holder>
using EnableTradeSummaryEntry
template<Messaging::SecurityUpdateAction::Enum Action, typename Holder>
using EnableAddOrModifyInstrumentDefinition
template<Messaging::SecurityUpdateAction::Enum Action, typename Holder>
using EnableDeleteInstrumentDefinition
template<typename Holder>
using EnableQuoteRequest = EnableMutableMessageHolder<QuoteRequest, Holder>
template<typename Holder>
using EnableSecurityStatus = EnableMutableMessageHolder<SecurityStatus, Holder>
template<typename Holder>
using EnableSnapshotFullRefresh = EnableMutableMessageHolder<SnapshotFullRefresh, Holder>
template<typename Holder>
using EnableSnapshotFullRefreshOrderBook = EnableMutableMessageHolder<SnapshotFullRefreshOrderBook, Holder>
template<class Collection>
using EnableIfByteSpanCollection = typename std::enable_if<IsByteSpanCollection<Collection>::value, int>::type

Functions

template<typename Operation, typename Holder, typename Arguments, std::size_t... Indices>
auto applyMessageOperation (Holder &&message, Arguments &&arguments, IndexSequence< Indices... >) -> decltype(Operation::apply(std::forward< Holder >(message), std::get< Indices >(std::forward< Arguments >(arguments))...))
template<typename Operation, typename... Arguments>
MessageOperation< Operation, typename std::decay< Arguments >::type... > makeMessageOperation (Arguments &&... arguments)
template<Messaging::UpdateAction::Enum Action, typename... Arguments>
auto makeContextualEntryOperation (Arguments &&... arguments) -> decltype(makeMessageOperation< ContextualEntryOperation< Action > >(std::forward< Arguments >(arguments)...))
template<typename Factory>
DeferredMessageOperation< typename std::decay< Factory >::type > deferMessageOperation (Factory &&factory)
template<typename SourceOperation, typename CustomizationOperation>
BoundMessageOperation< typename std::decay< SourceOperation >::type, typename std::decay< CustomizationOperation >::type > makeBoundMessageOperation (SourceOperation &&source, CustomizationOperation &&customization)
template<typename Holder, typename Operation>
MessageRecipe< Holder, typename std::decay< Operation >::type > makeMessageRecipe (Operation &&operation)
template<typename ExpectedHolder, typename Holder>
auto initializeMessage (Holder &message, EventFlags::Bits eventIndicator, Messaging::Timestamp transactTime) noexcept -> EnableMutableMessageHolder< ExpectedHolder, Holder >
template<typename Holder, typename ExpectedHolder, typename Operation = MessageInitializationOperation<ExpectedHolder>, typename... Arguments>
auto makeInitializationRecipe (Arguments &&... arguments) -> typename std::enable_if< IsMutableMessageHolder< ExpectedHolder, Holder >::value, decltype(makeMessageRecipe< typename std::decay< Holder >::type >(makeMessageOperation< Operation >(std::forward< Arguments >(arguments)...)))>::type
template<typename EntryCount>
EntryCount checkedIncrementedEntryCount (EntryCount count)
template<typename Group, typename Resize>
Group::Entry appendGroupEntry (Group group, Resize resize)
template<typename Range>
auto rangeBegin (Range &range) -> decltype(begin(range))
template<typename Range>
auto rangeEnd (Range &range) -> decltype(end(range))
template<Messaging::UpdateAction::Enum Action, typename Holder, typename Tuple, std::size_t... Indices>
auto appendProjectedEntryArguments (Holder &message, Tuple &&arguments, IndexSequence< Indices... >) -> decltype(ContextualEntryOperation< Action >::apply(message, std::get< Indices >(std::forward< Tuple >(arguments))...))
template<Messaging::UpdateAction::Enum Action, typename Holder, typename Tuple>
auto appendProjectedEntry (Holder &message, Tuple &&arguments) -> decltype(appendProjectedEntryArguments< Action >(message, std::forward< Tuple >(arguments), typename MakeIndexSequence< std::tuple_size< typename std::decay< Tuple >::type >::value >::Type()))
template<Messaging::UpdateAction::Enum Action, typename Tuple, std::size_t... Indices>
auto makeProjectedEntryOperationArguments (Tuple &&arguments, IndexSequence< Indices... >) -> decltype(makeContextualEntryOperation< Action >(std::get< Indices >(std::forward< Tuple >(arguments))...))
template<Messaging::UpdateAction::Enum Action, typename Tuple>
auto makeProjectedEntryOperation (Tuple &&arguments) -> decltype(makeProjectedEntryOperationArguments< Action >(std::forward< Tuple >(arguments), typename MakeIndexSequence< std::tuple_size< typename std::decay< Tuple >::type >::value >::Type()))
template<Messaging::UpdateAction::Enum Action, typename Iterator, typename Sentinel, typename Projection>
auto makeEntryRangeOperationFromIterators (Iterator first, Sentinel last, Projection &projection) -> EntryRangeOperation< typename std::decay< decltype(makeProjectedEntryOperation< Action >(projection(*first)))>::type >
template<Messaging::UpdateAction::Enum Action, typename Range, typename Projection>
auto makeEntryRangeOperation (Range &range, Projection &projection) -> decltype(makeEntryRangeOperationFromIterators< Action >(rangeBegin(range), rangeEnd(range), projection))
template<Messaging::UpdateAction::Enum Action, typename Holder, typename Iterator, typename Sentinel, typename Projection>
auto addEntriesFromIterators (Holder &message, Iterator first, Sentinel last, Projection &&projection) -> decltype(static_cast< bool >(std::declval< Iterator & >() !=std::declval< Sentinel & >()),++std::declval< Iterator & >(), appendProjectedEntry< Action >(message, std::declval< Projection & >()(*std::declval< Iterator & >())), std::declval< Holder & >())
template<Messaging::UpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshBook46::Entry appendMdEntryBase (Holder &message, SecurityId securityId, Messaging::EntryTypeBook::Enum entryType, Messaging::UInt32 rptSeq, Messaging::UInt8 priceLevel)
template<Messaging::UpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshBook46::Entry appendMdEntry (Holder &message, SecurityId securityId, Messaging::EntryTypeBook::Enum entryType, Messaging::UInt32 rptSeq, Messaging::UInt8 priceLevel)
template<Messaging::UpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshBook46::Entry appendMdEntry (Holder &message, SecurityId securityId, Messaging::EntryTypeBook::Enum entryType, Messaging::UInt32 rptSeq, Messaging::UInt8 priceLevel, Messaging::Decimal9 price, Messaging::Int32 quantity, Messaging::Int32 numberOfOrders)
template<Messaging::OrderUpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshBook46::OrderIDEntry appendOrderIdEntry (Holder &message, OrderId orderId, OrderPriority orderPriority, DisplayQuantity quantity, Messaging::UInt8 referenceId)
template<Messaging::UpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshOrderBook47::Entry appendOrderBookMdEntry (Holder &message, SecurityId securityId, OrderId orderId, OrderPriority orderPriority, Messaging::Decimal9 price, DisplayQuantity quantity, Messaging::EntryTypeBook::Enum entryType)
template<Messaging::UpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshSessionStatistics51::Entry appendSessionStatisticsEntry (Holder &message, SecurityId securityId, Messaging::EntryTypeStatistics::Enum entryType, Messaging::UInt32 rptSeq, Messaging::Decimal9 price)
template<Messaging::UpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshTradeSummary48::Entry appendTradeSummaryEntry (Holder &message, SecurityId securityId, Messaging::UInt32 rptSeq, Messaging::Decimal9 price, Messaging::Int32 quantity, Messaging::Int32 numberOfOrders)
template<typename Holder>
Messaging::IncrementalRefreshTradeSummary48::OrderIDEntry appendOrderIdEntry (Holder &message, OrderId orderId, Messaging::Int32 lastQuantity)
constexpr Messaging::StrRef InstrumentDefinitionFutureRealBookFeed () noexcept
constexpr Messaging::StrRef InstrumentDefinitionFutureImpliedBookFeed () noexcept
template<typename Holder>
Messaging::QuoteRequest39::RelatedSymEntry appendQuoteEntry (Holder &message, SecurityId securityId, Messaging::StrRef symbol, Messaging::Int8 quoteType, Messaging::Int32 orderQuantity, Messaging::Int8 side)
template<typename Holder>
Messaging::SnapshotFullRefresh52::Entry appendSnapshotFullRefreshEntry (Holder &message, Messaging::EntryType::Enum entryType, Messaging::Int8 priceLevel, Messaging::Decimal9 price, Messaging::Int32 quantity, Messaging::Int32 numberOfOrders)
template<typename Holder>
Messaging::SnapshotFullRefreshOrderBook53::Entry appendSnapshotFullRefreshOrderBookEntry (Holder &message, OrderId orderId, OrderPriority orderPriority, Messaging::Decimal9 price, DisplayQuantity quantity, Messaging::EntryTypeBook::Enum entryType)
template<class Count>
void validateNonNegativeSpanCount (Count count, std::true_type)
template<class Count>
void validateNonNegativeSpanCount (Count, std::false_type) noexcept
template<class Count>
std::size_t checkedSpanCount (Count suppliedCount, std::size_t maxSpansCount, std::size_t minSpansCount=0)
void validateSpans (const ByteSpan spans[], std::size_t spansCount)
template<class Collection>
SpanRange checkedSpans (Collection &spans, std::size_t maxSpansCount, std::size_t minSpansCount=0)

Typedef Documentation

◆ EnableAddOrModifyInstrumentDefinition

template<Messaging::SecurityUpdateAction::Enum Action, typename Holder>
using EnableAddOrModifyInstrumentDefinition
Initial value:
typename std::enable_if<
IsAddOrModifyInstrumentDefinition<Action>::value &&
IsMutableMessageHolder<InstrumentDefinitionFuture, Holder>::value,
Holder&>::type

Definition at line 94 of file InstrumentDefinitionFuture.h.

◆ EnableDeleteInstrumentDefinition

template<Messaging::SecurityUpdateAction::Enum Action, typename Holder>
using EnableDeleteInstrumentDefinition
Initial value:
typename std::enable_if<
IsDeleteInstrumentDefinition<Action>::value &&
IsMutableMessageHolder<InstrumentDefinitionFuture, Holder>::value,
Holder&>::type

Definition at line 100 of file InstrumentDefinitionFuture.h.

◆ EnableDeleteMdEntry

template<Messaging::UpdateAction::Enum Action, typename Holder>
using EnableDeleteMdEntry
Initial value:
typename std::enable_if<
IsDeleteMdEntryAction<Action>::value, EnableIncrementalRefreshBook<Holder>>::type
OnixS::CME::MDH::Test::details::EnableIncrementalRefreshBook
EnableMutableMessageHolder< IncrementalRefreshBook, Holder > EnableIncrementalRefreshBook
Definition IncrementalRefreshBook.h:42

Definition at line 61 of file IncrementalRefreshBook.h.

◆ EnableIfByteSpanCollection

template<class Collection>
using EnableIfByteSpanCollection = typename std::enable_if<IsByteSpanCollection<Collection>::value, int>::type

Definition at line 53 of file Utils.h.

◆ EnableIncrementalRefreshBook

template<typename Holder>
using EnableIncrementalRefreshBook = EnableMutableMessageHolder<IncrementalRefreshBook, Holder>

Definition at line 42 of file IncrementalRefreshBook.h.

◆ EnableIncrementalRefreshOrderBook

template<typename Holder>
using EnableIncrementalRefreshOrderBook = EnableMutableMessageHolder<IncrementalRefreshOrderBook, Holder>

Definition at line 42 of file IncrementalRefreshOrderBook.h.

◆ EnableIncrementalRefreshSessionStatistics

template<typename Holder>
using EnableIncrementalRefreshSessionStatistics = EnableMutableMessageHolder<IncrementalRefreshSessionStatistics, Holder>

Definition at line 41 of file IncrementalRefreshSessionStatistics.h.

◆ EnableIncrementalRefreshTradeSummary

template<typename Holder>
using EnableIncrementalRefreshTradeSummary = EnableMutableMessageHolder<IncrementalRefreshTradeSummary, Holder>

Definition at line 42 of file IncrementalRefreshTradeSummary.h.

◆ EnableMutableMessageHolder

template<typename ExpectedHolder, typename Holder>
using EnableMutableMessageHolder = typename std::enable_if<IsMutableMessageHolder<ExpectedHolder, Holder>::value, Holder&>::type

Definition at line 62 of file MessageBuilder.h.

◆ EnableOrderBookMdEntry

template<Messaging::UpdateAction::Enum Action, typename Holder>
using EnableOrderBookMdEntry
Initial value:
typename std::enable_if<
IsOrderBookMdEntryAction<Action>::value, EnableIncrementalRefreshOrderBook<Holder>>::type
OnixS::CME::MDH::Test::details::EnableIncrementalRefreshOrderBook
EnableMutableMessageHolder< IncrementalRefreshOrderBook, Holder > EnableIncrementalRefreshOrderBook
Definition IncrementalRefreshOrderBook.h:42

Definition at line 56 of file IncrementalRefreshOrderBook.h.

◆ EnableOrderIdEntry

template<Messaging::OrderUpdateAction::Enum Action, typename Holder>
using EnableOrderIdEntry
Initial value:
typename std::enable_if<
IsOrderIdEntryAction<Action>::value, EnableIncrementalRefreshBook<Holder>>::type

Definition at line 75 of file IncrementalRefreshBook.h.

◆ EnableQuoteRequest

template<typename Holder>
using EnableQuoteRequest = EnableMutableMessageHolder<QuoteRequest, Holder>

Definition at line 46 of file QuoteRequest.h.

◆ EnableRvalueMessageHolderDiagnostic

template<typename Holder>
using EnableRvalueMessageHolderDiagnostic
Initial value:
typename std::enable_if<
!std::is_lvalue_reference<Holder>::value &&
!std::is_const<typename std::remove_reference<Holder>::type>::value &&
IsMessageHolder<typename std::remove_cv<typename std::remove_reference<Holder>::type>::type>::value,
void>::type

Definition at line 53 of file MessageBuilderDiagnostics.h.

◆ EnableSecurityStatus

template<typename Holder>
using EnableSecurityStatus = EnableMutableMessageHolder<SecurityStatus, Holder>

Definition at line 41 of file SecurityStatus.h.

◆ EnableSessionStatisticsEntry

template<Messaging::UpdateAction::Enum Action, typename Holder>
using EnableSessionStatisticsEntry
Initial value:
typename std::enable_if<
IsSessionStatisticsAction<Action>::value, EnableIncrementalRefreshSessionStatistics<Holder>>::type
OnixS::CME::MDH::Test::details::EnableIncrementalRefreshSessionStatistics
EnableMutableMessageHolder< IncrementalRefreshSessionStatistics, Holder > EnableIncrementalRefreshSessionStatistics
Definition IncrementalRefreshSessionStatistics.h:41

Definition at line 53 of file IncrementalRefreshSessionStatistics.h.

◆ EnableSnapshotFullRefresh

template<typename Holder>
using EnableSnapshotFullRefresh = EnableMutableMessageHolder<SnapshotFullRefresh, Holder>

Definition at line 40 of file SnapshotFullRefresh.h.

◆ EnableSnapshotFullRefreshOrderBook

template<typename Holder>
using EnableSnapshotFullRefreshOrderBook = EnableMutableMessageHolder<SnapshotFullRefreshOrderBook, Holder>

Definition at line 41 of file SnapshotFullRefreshOrderBook.h.

◆ EnableTradeSummaryEntry

template<Messaging::UpdateAction::Enum Action, typename Holder>
using EnableTradeSummaryEntry
Initial value:
typename std::enable_if<
IsTradeSummaryAction<Action>::value, EnableIncrementalRefreshTradeSummary<Holder>>::type
OnixS::CME::MDH::Test::details::EnableIncrementalRefreshTradeSummary
EnableMutableMessageHolder< IncrementalRefreshTradeSummary, Holder > EnableIncrementalRefreshTradeSummary
Definition IncrementalRefreshTradeSummary.h:42

Definition at line 56 of file IncrementalRefreshTradeSummary.h.

◆ EnableValueMdEntry

template<Messaging::UpdateAction::Enum Action, typename Holder>
using EnableValueMdEntry
Initial value:
typename std::enable_if<
IsValueMdEntryAction<Action>::value, EnableIncrementalRefreshBook<Holder>>::type

Definition at line 65 of file IncrementalRefreshBook.h.

◆ UnqualifiedMessageHolder

template<typename Holder>
using UnqualifiedMessageHolder = typename std::remove_cv<typename std::remove_reference<Holder>::type>::type

Definition at line 45 of file MessageBuilder.h.

Function Documentation

◆ addEntriesFromIterators()

template<Messaging::UpdateAction::Enum Action, typename Holder, typename Iterator, typename Sentinel, typename Projection>
auto addEntriesFromIterators ( Holder & message,
Iterator first,
Sentinel last,
Projection && projection ) -> decltype( static_cast< bool >(std::declval< Iterator & >() !=std::declval< Sentinel & >()),++std::declval< Iterator & >(), appendProjectedEntry< Action >(message, std::declval< Projection & >()(*std::declval< Iterator & >())), std::declval< Holder & >())

Definition at line 246 of file MessageBuilder.h.

◆ appendGroupEntry()

template<typename Group, typename Resize>
Group::Entry appendGroupEntry ( Group group,
Resize resize )

Definition at line 110 of file MessageBuilder.h.

◆ appendMdEntry() [1/2]

template<Messaging::UpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshBook46::Entry appendMdEntry ( Holder & message,
SecurityId securityId,
Messaging::EntryTypeBook::Enum entryType,
Messaging::UInt32 rptSeq,
Messaging::UInt8 priceLevel )

Definition at line 96 of file IncrementalRefreshBook.h.

◆ appendMdEntry() [2/2]

template<Messaging::UpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshBook46::Entry appendMdEntry ( Holder & message,
SecurityId securityId,
Messaging::EntryTypeBook::Enum entryType,
Messaging::UInt32 rptSeq,
Messaging::UInt8 priceLevel,
Messaging::Decimal9 price,
Messaging::Int32 quantity,
Messaging::Int32 numberOfOrders )

Definition at line 110 of file IncrementalRefreshBook.h.

◆ appendMdEntryBase()

template<Messaging::UpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshBook46::Entry appendMdEntryBase ( Holder & message,
SecurityId securityId,
Messaging::EntryTypeBook::Enum entryType,
Messaging::UInt32 rptSeq,
Messaging::UInt8 priceLevel )

Definition at line 79 of file IncrementalRefreshBook.h.

◆ appendOrderBookMdEntry()

template<Messaging::UpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshOrderBook47::Entry appendOrderBookMdEntry ( Holder & message,
SecurityId securityId,
OrderId orderId,
OrderPriority orderPriority,
Messaging::Decimal9 price,
DisplayQuantity quantity,
Messaging::EntryTypeBook::Enum entryType )

Definition at line 60 of file IncrementalRefreshOrderBook.h.

◆ appendOrderIdEntry() [1/2]

template<typename Holder>
Messaging::IncrementalRefreshTradeSummary48::OrderIDEntry appendOrderIdEntry ( Holder & message,
OrderId orderId,
Messaging::Int32 lastQuantity )

Definition at line 80 of file IncrementalRefreshTradeSummary.h.

◆ appendOrderIdEntry() [2/2]

template<Messaging::OrderUpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshBook46::OrderIDEntry appendOrderIdEntry ( Holder & message,
OrderId orderId,
OrderPriority orderPriority,
DisplayQuantity quantity,
Messaging::UInt8 referenceId )

Definition at line 125 of file IncrementalRefreshBook.h.

◆ appendProjectedEntry()

template<Messaging::UpdateAction::Enum Action, typename Holder, typename Tuple>
auto appendProjectedEntry ( Holder & message,
Tuple && arguments ) -> decltype(appendProjectedEntryArguments< Action >(message, std::forward< Tuple >(arguments), typename MakeIndexSequence< std::tuple_size< typename std::decay< Tuple >::type >::value >::Type()))

Definition at line 137 of file MessageBuilder.h.

◆ appendProjectedEntryArguments()

template<Messaging::UpdateAction::Enum Action, typename Holder, typename Tuple, std::size_t... Indices>
auto appendProjectedEntryArguments ( Holder & message,
Tuple && arguments,
IndexSequence< Indices... >  ) -> decltype(ContextualEntryOperation< Action >::apply(message, std::get< Indices >(std::forward< Tuple >(arguments))...))

Definition at line 130 of file MessageBuilder.h.

◆ appendQuoteEntry()

template<typename Holder>
Messaging::QuoteRequest39::RelatedSymEntry appendQuoteEntry ( Holder & message,
SecurityId securityId,
Messaging::StrRef symbol,
Messaging::Int8 quoteType,
Messaging::Int32 orderQuantity,
Messaging::Int8 side )

Definition at line 93 of file QuoteRequest.h.

◆ appendSessionStatisticsEntry()

template<Messaging::UpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshSessionStatistics51::Entry appendSessionStatisticsEntry ( Holder & message,
SecurityId securityId,
Messaging::EntryTypeStatistics::Enum entryType,
Messaging::UInt32 rptSeq,
Messaging::Decimal9 price )

Definition at line 57 of file IncrementalRefreshSessionStatistics.h.

◆ appendSnapshotFullRefreshEntry()

template<typename Holder>
Messaging::SnapshotFullRefresh52::Entry appendSnapshotFullRefreshEntry ( Holder & message,
Messaging::EntryType::Enum entryType,
Messaging::Int8 priceLevel,
Messaging::Decimal9 price,
Messaging::Int32 quantity,
Messaging::Int32 numberOfOrders )

Definition at line 75 of file SnapshotFullRefresh.h.

◆ appendSnapshotFullRefreshOrderBookEntry()

template<typename Holder>
Messaging::SnapshotFullRefreshOrderBook53::Entry appendSnapshotFullRefreshOrderBookEntry ( Holder & message,
OrderId orderId,
OrderPriority orderPriority,
Messaging::Decimal9 price,
DisplayQuantity quantity,
Messaging::EntryTypeBook::Enum entryType )

Definition at line 74 of file SnapshotFullRefreshOrderBook.h.

◆ appendTradeSummaryEntry()

template<Messaging::UpdateAction::Enum Action, typename Holder>
Messaging::IncrementalRefreshTradeSummary48::Entry appendTradeSummaryEntry ( Holder & message,
SecurityId securityId,
Messaging::UInt32 rptSeq,
Messaging::Decimal9 price,
Messaging::Int32 quantity,
Messaging::Int32 numberOfOrders )

Definition at line 60 of file IncrementalRefreshTradeSummary.h.

◆ applyMessageOperation()

template<typename Operation, typename Holder, typename Arguments, std::size_t... Indices>
auto applyMessageOperation ( Holder && message,
Arguments && arguments,
IndexSequence< Indices... >  ) -> decltype( Operation::apply(std::forward< Holder >(message), std::get< Indices >(std::forward< Arguments >(arguments))...))

Definition at line 46 of file MessageOperation.h.

◆ checkedIncrementedEntryCount()

template<typename EntryCount>
EntryCount checkedIncrementedEntryCount ( EntryCount count)

Definition at line 101 of file MessageBuilder.h.

◆ checkedSpanCount()

template<class Count>
std::size_t checkedSpanCount ( Count suppliedCount,
std::size_t maxSpansCount,
std::size_t minSpansCount = 0 )

Definition at line 66 of file Utils.h.

◆ checkedSpans()

template<class Collection>
SpanRange checkedSpans ( Collection & spans,
std::size_t maxSpansCount,
std::size_t minSpansCount = 0 )

Definition at line 98 of file Utils.h.

◆ deferMessageOperation()

template<typename Factory>
DeferredMessageOperation< typename std::decay< Factory >::type > deferMessageOperation ( Factory && factory)

Definition at line 174 of file MessageOperation.h.

◆ initializeMessage()

template<typename ExpectedHolder, typename Holder>
auto initializeMessage ( Holder & message,
EventFlags::Bits eventIndicator,
Messaging::Timestamp transactTime ) -> EnableMutableMessageHolder< ExpectedHolder, Holder >
noexcept

Definition at line 80 of file MessageBuilder.h.

◆ InstrumentDefinitionFutureImpliedBookFeed()

Messaging::StrRef InstrumentDefinitionFutureImpliedBookFeed ( )
inlineconstexprnoexcept

Definition at line 79 of file InstrumentDefinitionFuture.h.

◆ InstrumentDefinitionFutureRealBookFeed()

Messaging::StrRef InstrumentDefinitionFutureRealBookFeed ( )
inlineconstexprnoexcept

Definition at line 74 of file InstrumentDefinitionFuture.h.

◆ makeBoundMessageOperation()

template<typename SourceOperation, typename CustomizationOperation>
BoundMessageOperation< typename std::decay< SourceOperation >::type, typename std::decay< CustomizationOperation >::type > makeBoundMessageOperation ( SourceOperation && source,
CustomizationOperation && customization )

Definition at line 262 of file MessageOperation.h.

◆ makeContextualEntryOperation()

template<Messaging::UpdateAction::Enum Action, typename... Arguments>
auto makeContextualEntryOperation ( Arguments &&... arguments) -> decltype( makeMessageOperation< ContextualEntryOperation< Action > >( std::forward< Arguments >(arguments)...))

Definition at line 102 of file MessageOperation.h.

◆ makeEntryRangeOperation()

template<Messaging::UpdateAction::Enum Action, typename Range, typename Projection>
auto makeEntryRangeOperation ( Range & range,
Projection & projection ) -> decltype(makeEntryRangeOperationFromIterators< Action >(rangeBegin(range), rangeEnd(range), projection))

Definition at line 201 of file MessageBuilder.h.

◆ makeEntryRangeOperationFromIterators()

template<Messaging::UpdateAction::Enum Action, typename Iterator, typename Sentinel, typename Projection>
auto makeEntryRangeOperationFromIterators ( Iterator first,
Sentinel last,
Projection & projection ) -> EntryRangeOperation< typename std::decay< decltype(makeProjectedEntryOperation< Action >(projection(*first)))>::type >

Definition at line 188 of file MessageBuilder.h.

◆ makeInitializationRecipe()

template<typename Holder, typename ExpectedHolder, typename Operation = MessageInitializationOperation<ExpectedHolder>, typename... Arguments>
auto makeInitializationRecipe ( Arguments &&... arguments) -> typename std::enable_if< IsMutableMessageHolder< ExpectedHolder, Holder >::value, decltype(makeMessageRecipe< typename std::decay< Holder >::type >( makeMessageOperation< Operation >(std::forward< Arguments >(arguments)...)))>::type

Definition at line 91 of file MessageBuilder.h.

◆ makeMessageOperation()

template<typename Operation, typename... Arguments>
MessageOperation< Operation, typename std::decay< Arguments >::type... > makeMessageOperation ( Arguments &&... arguments)

Definition at line 82 of file MessageOperation.h.

◆ makeMessageRecipe()

template<typename Holder, typename Operation>
MessageRecipe< Holder, typename std::decay< Operation >::type > makeMessageRecipe ( Operation && operation)

Definition at line 473 of file MessageOperation.h.

◆ makeProjectedEntryOperation()

template<Messaging::UpdateAction::Enum Action, typename Tuple>
auto makeProjectedEntryOperation ( Tuple && arguments) -> decltype(makeProjectedEntryOperationArguments< Action >(std::forward< Tuple >(arguments), typename MakeIndexSequence< std::tuple_size< typename std::decay< Tuple >::type >::value >::Type()))

Definition at line 155 of file MessageBuilder.h.

◆ makeProjectedEntryOperationArguments()

template<Messaging::UpdateAction::Enum Action, typename Tuple, std::size_t... Indices>
auto makeProjectedEntryOperationArguments ( Tuple && arguments,
IndexSequence< Indices... >  ) -> decltype(makeContextualEntryOperation< Action >( std::get< Indices >(std::forward< Tuple >(arguments))...))

Definition at line 147 of file MessageBuilder.h.

◆ rangeBegin()

template<typename Range>
auto rangeBegin ( Range & range) -> decltype(begin(range))

Definition at line 118 of file MessageBuilder.h.

◆ rangeEnd()

template<typename Range>
auto rangeEnd ( Range & range) -> decltype(end(range))

Definition at line 124 of file MessageBuilder.h.

◆ validateNonNegativeSpanCount() [1/2]

template<class Count>
void validateNonNegativeSpanCount ( Count count,
std::true_type  )

Definition at line 56 of file Utils.h.

◆ validateNonNegativeSpanCount() [2/2]

template<class Count>
void validateNonNegativeSpanCount ( Count ,
std::false_type  )
noexcept

Definition at line 63 of file Utils.h.

◆ validateSpans()

void validateSpans ( const ByteSpan spans[],
std::size_t spansCount )
inline

Definition at line 87 of file Utils.h.