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

Classes

struct  Base64Wrapper
 
class  BaseHandlerImp
 
struct  DataRepository
 
struct  DataRepositoryConfig
 
class  EditableOrderBook
 
class  EmdiDataRepository
 
struct  EmdiDataRepositoryCopmparer
 
class  EmdiHandlerImpl
 
struct  EmdiPacketProcessor
 
class  EmdiProductDataRepository
 
class  EmdsHandlerImpl
 
class  HandlerLogPlayer
 
class  IncrementalTradeWrapper
 
class  InterfaceDescriptorBuilder
 
class  ListenerHolder
 
class  MdiDataRepository
 
struct  MdiDataRepositoryCopmparer
 
class  MdiHandlerImpl
 
struct  MdiPacketProcessor
 
class  MdiProductDataRepository
 
struct  MessageInfo
 
struct  MessageMetaInfo
 
class  MessageQueue
 
class  MessagesPool
 
struct  PacketHeaderForEMDI
 
struct  PacketHeaderForEmds
 
struct  PacketHeaderForEobi
 
struct  PacketHeaderForMDI
 
struct  PacketHeaderForRDI
 
struct  PacketHeaderHelper
 
struct  PacketHelper
 
class  PacketProcessor
 
class  RdiDataRepository
 
class  RdiDataRepositoryEx
 
class  RdiDataRepositoryGeneric
 
class  RdiHandlerImpl
 
class  SanityChecker
 
struct  SecurityContext
 
class  SnapshotTradeWrapper
 
struct  VarFormatHelper
 

Typedefs

typedef DataRepositoryConfig< ListenerHolder, EmdiHandlerSettingsEmdiDataRepositoryConfig
 
typedef boost::scoped_ptr< HandlerCore::Common::HandlerLogger > LoggerPtr
 
typedef UInt32 PriceLevelIndex
 
typedef OnixS::FIX::Core::FAST::TemplateId TemplateId
 
typedef DataRepositoryConfig< ListenerHolder, MdiHandlerSettingsMdiDataRepositoryConfig
 
typedef EOBI::QuantityType QuantityType
 
typedef DataRepositoryConfig< ListenerHolder, RdiHandlerSettingsRdiDataRepositoryConfig
 

Functions

std::string os ()
 
TextBuilderoperator<< (TextBuilder &o, const Base64Wrapper &var)
 
template<size_t NLen, typename T >
VarFormatHelper< T > create_var_format (const char(&name)[NLen], const T &value)
 
template<size_t NLen>
VarFormatHelper< unsigned > create_var_format (const char(&name)[NLen], unsigned char value)
 
template<size_t NLen>
VarFormatHelper< char > create_var_format (const char(&name)[NLen], char value)
 
template<size_t NLen, size_t NVal>
VarFormatHelper< ValuePtr > create_var_format (const char(&name)[NLen], const char(&value)[NVal])
 
TextBuilderformat_var_name (TextBuilder &o, ValuePtr name)
 
TextBuilderformat_nullptr_value (TextBuilder &o)
 
template<typename T >
TextBuilderoperator<< (TextBuilder &o, const VarFormatHelper< T > &var)
 
TextBuilderoperator<< (TextBuilder &o, const VarFormatHelper< ValuePtr > &obj)
 
TextBuilderoperator<< (TextBuilder &o, const VarFormatHelper< char > &obj)
 
void userExceptionHandler (HandlerCore::Common::HandlerLogger *, OnixS::Logging::LogFacility *, const char *contextName) ONIXS_NOEXCEPT
 
const char * version ()
 
char last (const std::string &str)
 
template<size_t N>
bool oneof (const char c, const char(&literal)[N])
 
void fillFeedDescriptor (const Feed &feed, FeedDescriptor &descriptor)
 
void fillMarketDepth (const Feed &feed, UInt32 &highMarketDepth)
 
void fillDescriptor (const ProductSnapshot &msg, EmdiDescriptor &descriptor, UInt32 &depth)
 
void fillDescriptor (const ProductSnapshot &msg, MdiDescriptor &descriptor, UInt32 &depth)
 
void fillDescriptor (const ProductSnapshot &msg, EobiDescriptor &descriptor)
 

Variables

const SequenceNumber UndefinedSeqNum = 0
 
const SecurityId UndefinedSecurityId = 0
 
const TemplateId DepthSnapshotTemplateId = 93
 
const TemplateId DepthIncrementalTemplateId = 94
 
const TemplateId QuoteRequestTemplateId = 95
 
const TemplateId CrossRequestTemplateId = 96
 
const TemplateId ProductStateChangeTemplateId = 97
 
const TemplateId InstrumentStateChangeTemplateId = 98
 
const TemplateId MassInstrumentStateChangeTemplateId = 99
 
const TemplateId FlexibleInstrumentTemplateId = 100
 
const TemplateId TopOfBookImpliedTemplateId = 512
 
const TemplateId ComplexInstrumentTemplateId = 124
 
const TemplateId MdiDepthSnapshotTemplateId = 101
 
const TemplateId MdiDepthIncrementalTemplateId = 102
 
const TemplateId MdiQuoteRequestTemplateId = 106
 
const TemplateId MdiCrossRequestTemplateId = 107
 
const TemplateId MdiProductStateChangeTemplateId = 108
 
const TemplateId MdiInstrumentStateChangeTemplateId = 103
 
const TemplateId MdiMassInstrumentStateChangeTemplateId = 104
 
const TemplateId MdiFlexibleInstrumentTemplateId = 110
 
const TemplateId MdiTopOfBookImpliedTemplateId = 513
 
const TemplateId MdiComplexInstrumentTemplateId = 105
 
const TemplateId ProductSnapshotTemplateId = 122
 
const TemplateId InstrumentSnapshotTemplateId = 123
 
const TemplateId InstrumentIncrementalTemplateId = 121
 
const TemplateId VarianceFuturesStatusTemplateId = 162
 
const TemplateId TotalReturnFuturesStatusTemplateId = 514
 
const TemplateId TradeAtReferencePriceStatusTemplateId = 515
 
const TemplateId MarketDataReportTemplateId = 125
 
const TemplateId BeaconTemplateId = 109
 
const TemplateId ResetTemplateId = 120
 
const UInt32 EmdiXmlMajorVersion = 71
 
const UInt32 EmdiXmlMinorVersion = 4
 
const UInt32 RdiXmlMajorVersion = 71
 
const UInt32 RdiXmlMinorVersion = 4
 
const Licensing::ProductId productId = 67
 
const size_t InterfaceDescriptorPresetSize = 100
 

Typedef Documentation

typedef boost::scoped_ptr<HandlerCore::Common::HandlerLogger> LoggerPtr

Definition at line 149 of file HandlerLogger.h.

Definition at line 38 of file InternalDefines.h.

Definition at line 33 of file BookSanityChecker.h.

typedef OnixS::FIX::Core::FAST::TemplateId TemplateId

Definition at line 40 of file InternalDefines.h.

Function Documentation

VarFormatHelper<T> OnixS::Eurex::MarketData::Implementation::create_var_format ( const char(&)  name[NLen],
const T &  value 
)

Definition at line 166 of file HandlerLogger.h.

VarFormatHelper<unsigned> OnixS::Eurex::MarketData::Implementation::create_var_format ( const char(&)  name[NLen],
unsigned char  value 
)

Definition at line 173 of file HandlerLogger.h.

VarFormatHelper<char> OnixS::Eurex::MarketData::Implementation::create_var_format ( const char(&)  name[NLen],
char  value 
)

Definition at line 180 of file HandlerLogger.h.

VarFormatHelper<ValuePtr> OnixS::Eurex::MarketData::Implementation::create_var_format ( const char(&)  name[NLen],
const char(&)  value[NVal] 
)

Definition at line 188 of file HandlerLogger.h.

void OnixS::Eurex::MarketData::Implementation::fillDescriptor ( const ProductSnapshot msg,
EmdiDescriptor descriptor,
UInt32 depth 
)

Definition at line 61 of file InterfaceDescriptorBuilder.cpp.

void OnixS::Eurex::MarketData::Implementation::fillDescriptor ( const ProductSnapshot msg,
MdiDescriptor descriptor,
UInt32 depth 
)

Definition at line 90 of file InterfaceDescriptorBuilder.cpp.

void OnixS::Eurex::MarketData::Implementation::fillDescriptor ( const ProductSnapshot msg,
EobiDescriptor descriptor 
)

Definition at line 113 of file InterfaceDescriptorBuilder.cpp.

void OnixS::Eurex::MarketData::Implementation::fillFeedDescriptor ( const Feed feed,
FeedDescriptor descriptor 
)

Definition at line 34 of file InterfaceDescriptorBuilder.cpp.

void OnixS::Eurex::MarketData::Implementation::fillMarketDepth ( const Feed feed,
UInt32 highMarketDepth 
)

Definition at line 50 of file InterfaceDescriptorBuilder.cpp.

TextBuilder & format_nullptr_value ( TextBuilder o)

Definition at line 53 of file HandlerLogger.cpp.

TextBuilder & format_var_name ( TextBuilder o,
ValuePtr  name 
)

Definition at line 60 of file HandlerLogger.cpp.

char OnixS::Eurex::MarketData::Implementation::last ( const std::string &  str)

Definition at line 34 of file HandlerLogger.cpp.

bool OnixS::Eurex::MarketData::Implementation::oneof ( const char  c,
const char(&)  literal[N] 
)

Definition at line 43 of file HandlerLogger.cpp.

TextBuilder& OnixS::Eurex::MarketData::Implementation::operator<< ( TextBuilder o,
const Base64Wrapper var 
)
inline

Definition at line 181 of file Formatting.h.

TextBuilder& OnixS::Eurex::MarketData::Implementation::operator<< ( TextBuilder o,
const VarFormatHelper< T > &  var 
)
inline

Definition at line 207 of file HandlerLogger.h.

TextBuilder & operator<< ( TextBuilder o,
const VarFormatHelper< ValuePtr > &  obj 
)

Definition at line 66 of file HandlerLogger.cpp.

TextBuilder & operator<< ( TextBuilder o,
const VarFormatHelper< char > &  obj 
)

Definition at line 77 of file HandlerLogger.cpp.

std::string os ( )

Definition at line 167 of file BaseHandlerImp.cpp.

void userExceptionHandler ( HandlerCore::Common::HandlerLogger *  logger,
OnixS::Logging::LogFacility *  logFacility,
const char *  contextName 
)

Definition at line 87 of file HandlerLogger.cpp.

const char * version ( )

Definition at line 27 of file Version.cpp.

Variable Documentation

const TemplateId BeaconTemplateId = 109

Definition at line 78 of file InternalDefines.h.

const TemplateId ComplexInstrumentTemplateId = 124

Definition at line 53 of file InternalDefines.h.

const TemplateId CrossRequestTemplateId = 96

Definition at line 47 of file InternalDefines.h.

const TemplateId DepthIncrementalTemplateId = 94

Definition at line 45 of file InternalDefines.h.

const TemplateId DepthSnapshotTemplateId = 93

Definition at line 44 of file InternalDefines.h.

const UInt32 EmdiXmlMajorVersion = 71

Definition at line 82 of file InternalDefines.h.

const UInt32 EmdiXmlMinorVersion = 4

Definition at line 83 of file InternalDefines.h.

const TemplateId FlexibleInstrumentTemplateId = 100

Definition at line 51 of file InternalDefines.h.

const TemplateId InstrumentIncrementalTemplateId = 121

Definition at line 70 of file InternalDefines.h.

const TemplateId InstrumentSnapshotTemplateId = 123

Definition at line 69 of file InternalDefines.h.

const TemplateId InstrumentStateChangeTemplateId = 98

Definition at line 49 of file InternalDefines.h.

const size_t InterfaceDescriptorPresetSize = 100

Definition at line 135 of file InterfaceDescriptorBuilder.cpp.

const TemplateId MarketDataReportTemplateId = 125

Definition at line 74 of file InternalDefines.h.

const TemplateId MassInstrumentStateChangeTemplateId = 99

Definition at line 50 of file InternalDefines.h.

const TemplateId MdiComplexInstrumentTemplateId = 105

Definition at line 65 of file InternalDefines.h.

const TemplateId MdiCrossRequestTemplateId = 107

Definition at line 59 of file InternalDefines.h.

const TemplateId MdiDepthIncrementalTemplateId = 102

Definition at line 57 of file InternalDefines.h.

const TemplateId MdiDepthSnapshotTemplateId = 101

Definition at line 56 of file InternalDefines.h.

const TemplateId MdiFlexibleInstrumentTemplateId = 110

Definition at line 63 of file InternalDefines.h.

const TemplateId MdiInstrumentStateChangeTemplateId = 103

Definition at line 61 of file InternalDefines.h.

const TemplateId MdiMassInstrumentStateChangeTemplateId = 104

Definition at line 62 of file InternalDefines.h.

const TemplateId MdiProductStateChangeTemplateId = 108

Definition at line 60 of file InternalDefines.h.

const TemplateId MdiQuoteRequestTemplateId = 106

Definition at line 58 of file InternalDefines.h.

const TemplateId MdiTopOfBookImpliedTemplateId = 513

Definition at line 64 of file InternalDefines.h.

const Licensing::ProductId productId = 67

Definition at line 43 of file BaseHandlerImp.cpp.

const TemplateId ProductSnapshotTemplateId = 122

Definition at line 68 of file InternalDefines.h.

const TemplateId ProductStateChangeTemplateId = 97

Definition at line 48 of file InternalDefines.h.

const TemplateId QuoteRequestTemplateId = 95

Definition at line 46 of file InternalDefines.h.

const UInt32 RdiXmlMajorVersion = 71

Definition at line 85 of file InternalDefines.h.

const UInt32 RdiXmlMinorVersion = 4

Definition at line 86 of file InternalDefines.h.

const TemplateId ResetTemplateId = 120

Definition at line 79 of file InternalDefines.h.

const TemplateId TopOfBookImpliedTemplateId = 512

Definition at line 52 of file InternalDefines.h.

const TemplateId TotalReturnFuturesStatusTemplateId = 514

Definition at line 72 of file InternalDefines.h.

const TemplateId TradeAtReferencePriceStatusTemplateId = 515

Definition at line 73 of file InternalDefines.h.

const SecurityId UndefinedSecurityId = 0

Definition at line 36 of file InternalDefines.h.

const SequenceNumber UndefinedSeqNum = 0

Definition at line 35 of file InternalDefines.h.

const TemplateId VarianceFuturesStatusTemplateId = 162

Definition at line 71 of file InternalDefines.h.