OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
OnixS::Eurex::MarketData::EOBI::Implementation Namespace Reference

Classes

struct  AddComplexInstrumentT
 
struct  AuctionBBOT
 
struct  AuctionClearingPriceT
 
struct  BaseFullOrderDepthBook
 
struct  BaseMsgData
 
struct  CrossRequestT
 
class  EobiDataRepository
 
class  EobiHandlerImpl
 
class  EobiListenerHolder
 
class  EobiMessageQueue
 
class  EobiPacketParser
 
class  EobiPacketProcessor
 
class  EobiProductDataRepository
 
class  EobiSnapshotPacketProcessor
 
struct  ExecutionSummaryT
 
struct  FullOrderExecutionT
 
struct  HeartbeatT
 
struct  InstrmtLegGrpSeqT
 
struct  InstrumentStateChangeT
 
struct  InstrumentSummaryT
 
struct  MDInstrumentEntryGrpSeqT
 
struct  MDTradeEntryGrpSeqT
 
class  MessageFactory
 
struct  MessageHeaderCompT
 
struct  Order
 
struct  OrderAddT
 
class  OrderBookAllocator
 
class  OrderBookCreator
 
class  OrderBookHolder
 
class  OrderBookInternal
 
class  OrderBookSnapshot
 
struct  OrderDeleteT
 
struct  OrderDetailsCompT
 
struct  OrderMassDeleteT
 
struct  OrderModifySamePrioT
 
struct  OrderModifyT
 
struct  PacketHeaderT
 
struct  PacketHelper
 
struct  PartialOrderExecutionT
 
struct  ProductStateChangeT
 
struct  ProductSummaryT
 
struct  QuoteRequestT
 
struct  SnapshotOrderT
 
struct  TopOfBookT
 
struct  TradeReportT
 
struct  TradeReversalT
 

Typedefs

typedef OnixS::HandlerCore::MarketData::FullOrderDepthBook< PriceLevel, Order, OrderId, Decimal, BaseFullOrderDepthBookOrderDepthBook
 
typedef MarketData::Implementation::DataRepositoryConfig< EobiListenerHolder, EobiHandlerSettingsEobiDataRepositoryConfig
 
typedef MarketData::Implementation::DataRepositoryConfig< EobiListenerHolder, EobiHandlerSettingsEobiProductDataRepositoryConfig
 
typedef OnixS::Eurex::MarketData::Int8 int8_t
 
typedef OnixS::Eurex::MarketData::Int16 int16_t
 
typedef OnixS::Eurex::MarketData::Int32 int32_t
 
typedef OnixS::Eurex::MarketData::Int64 int64_t
 
typedef OnixS::Eurex::MarketData::UInt8 uint8_t
 
typedef OnixS::Eurex::MarketData::UInt16 uint16_t
 
typedef OnixS::Eurex::MarketData::UInt32 uint32_t
 
typedef OnixS::Eurex::MarketData::UInt64 uint64_t
 
typedef HeartbeatT HeartbeatMsgData
 
typedef OrderAddT OrderAddMsgData
 
typedef OrderModifyT OrderModifyMsgData
 
typedef OrderModifySamePrioT OrderModifySamePriorityMsgData
 
typedef OrderDeleteT OrderDeleteMsgData
 
typedef OrderMassDeleteT OrderMassDeleteMsgData
 
typedef PartialOrderExecutionT PartialOrderExecutionMsgData
 
typedef FullOrderExecutionT FullOrderExecutionMsgData
 
typedef TradeReportT TradeReportMsgData
 
typedef TradeReversalT TradeReversalMsgData
 
typedef ExecutionSummaryT ExecutionSummaryMsgData
 
typedef ProductStateChangeT ProductStateChangeMsgData
 
typedef InstrumentStateChangeT InstrumentStateChangeMsgData
 
typedef AddComplexInstrumentT AddComplexInstrumentMsgData
 
typedef AuctionBBOT AuctionBestBidOfferMsgData
 
typedef AuctionClearingPriceT AuctionClearingPriceMsgData
 
typedef QuoteRequestT QuoteRequestMsgData
 
typedef CrossRequestT CrossRequestMsgData
 
typedef TopOfBookT TopOfBookMsgData
 
typedef ProductSummaryT ProductSummaryMsgData
 
typedef InstrumentSummaryT InstrumentSummaryMsgData
 
typedef SnapshotOrderT SnapshotOrderMsgData
 

Functions

TextBuilderoperator<< (TextBuilder &o, const BaseMsgData &msg)
 
void addOrder (const Order &order, PriceLevel &level)
 
void removeOrder (const Order &order, PriceLevel &level)
 
const OrderIdgetOrderId (const Order &order)
 
const DecimalgetPrice (const Order &order)
 
bool isOrderAffectsPriceLevel (const Order &order)
 
size_t hash_value (OrderBookInternal const &book)
 
 BOOST_STATIC_ASSERT (MarketData::Implementation::PacketHeaderForEobi::TemplateIdValue==13005)
 

Variables

const int EOBI_EOBI_TID_MIN = 13001
 
const int EOBI_EOBI_TID_MAX = 13602
 
const Int64 UndefinedInt64 = ((Int64)0x8000000000000000LL)
 
const Int32 UndefinedInt32 = ((Int32)0x80000000)
 
const Int16 UndefinedInt16 = ((Int16)0x8000)
 
const Int8 UndefinedInt8 = ((Int8)0x80)
 
const UInt64 UndefinedUInt64 = ((Int64)0xFFFFFFFFFFFFFFFFLL)
 
const UInt32 UndefinedUInt32 = ((Int32)0xFFFFFFFF)
 
const UInt16 UndefinedUInt16 = ((Int16)0xFFFF)
 
const UInt8 UndefinedUInt8 = ((Int8)0xFFFF)
 
const Int64 UndefinedPrice = UndefinedInt64
 
const Int64 UndefinedSize = UndefinedInt64
 

Typedef Documentation

Definition at line 96 of file MessageDataStructures.h.

Definition at line 79 of file MessageDataStructures.h.

typedef OnixS::Eurex::MarketData::Int64 int64_t

Definition at line 48 of file MessageDataStructures.h.

Definition at line 45 of file MessageDataStructures.h.

Definition at line 80 of file MessageDataStructures.h.

Definition at line 83 of file MessageDataStructures.h.

typedef OnixS::HandlerCore::MarketData::FullOrderDepthBook<PriceLevel, Order, OrderId, Decimal, BaseFullOrderDepthBook> OrderDepthBook

Definition at line 63 of file EobiBookImpl.h.

Definition at line 81 of file MessageDataStructures.h.

Definition at line 98 of file MessageDataStructures.h.

Definition at line 95 of file MessageDataStructures.h.

Definition at line 100 of file MessageDataStructures.h.

Definition at line 97 of file MessageDataStructures.h.

Definition at line 87 of file MessageDataStructures.h.

Definition at line 88 of file MessageDataStructures.h.

typedef OnixS::Eurex::MarketData::UInt64 uint64_t

Definition at line 52 of file MessageDataStructures.h.

Function Documentation

void addOrder ( const Order order,
PriceLevel level 
)

Definition at line 73 of file EobiBookImpl.cpp.

OnixS::Eurex::MarketData::EOBI::Implementation::BOOST_STATIC_ASSERT ( MarketData::Implementation::PacketHeaderForEobi::TemplateIdValue  = =13005)
const OrderId & getOrderId ( const Order order)

Definition at line 83 of file EobiBookImpl.cpp.

const Decimal & getPrice ( const Order order)

Definition at line 88 of file EobiBookImpl.cpp.

size_t hash_value ( OrderBookInternal const &  book)

Definition at line 239 of file EobiBookImpl.cpp.

bool isOrderAffectsPriceLevel ( const Order order)

Definition at line 93 of file EobiBookImpl.cpp.

TextBuilder& OnixS::Eurex::MarketData::EOBI::Implementation::operator<< ( TextBuilder o,
const BaseMsgData msg 
)
inline

Definition at line 155 of file Formatting.h.

void removeOrder ( const Order order,
PriceLevel level 
)

Definition at line 78 of file EobiBookImpl.cpp.

Variable Documentation

const int EOBI_EOBI_TID_MAX = 13602

Definition at line 106 of file MessageDataStructures.h.

const int EOBI_EOBI_TID_MIN = 13001

Definition at line 105 of file MessageDataStructures.h.

const Int16 UndefinedInt16 = ((Int16)0x8000)

Definition at line 38 of file MessageDataStructures.h.

const Int32 UndefinedInt32 = ((Int32)0x80000000)

Definition at line 37 of file MessageDataStructures.h.

const Int64 UndefinedInt64 = ((Int64)0x8000000000000000LL)

Definition at line 36 of file MessageDataStructures.h.

const Int8 UndefinedInt8 = ((Int8)0x80)

Definition at line 39 of file MessageDataStructures.h.

const Int64 UndefinedPrice = UndefinedInt64

Definition at line 46 of file MessageDataStructures.h.

const Int64 UndefinedSize = UndefinedInt64

Definition at line 47 of file MessageDataStructures.h.

const UInt16 UndefinedUInt16 = ((Int16)0xFFFF)

Definition at line 43 of file MessageDataStructures.h.

const UInt32 UndefinedUInt32 = ((Int32)0xFFFFFFFF)

Definition at line 42 of file MessageDataStructures.h.

const UInt64 UndefinedUInt64 = ((Int64)0xFFFFFFFFFFFFFFFFLL)

Definition at line 41 of file MessageDataStructures.h.

const UInt8 UndefinedUInt8 = ((Int8)0xFFFF)

Definition at line 44 of file MessageDataStructures.h.