OnixS C++ Euronext Optiq MDG Handler 1.3.3
API documentation
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OnixS::Euronext::MarketData::OptiqMdg Namespace Reference

Namespaces

namespace  Messaging

Classes

class  ArgumentException
struct  DataSource
class  EfViFeedEngine
struct  ErrorCode
class  ErrorListener
class  Exception
struct  FeedDescriptor
class  FeedEngine
struct  FeedEngineThreadIdle
class  FeedEngineThreadPool
struct  FeedEngineThreadPoolListener
struct  FeedEngineThreadPoolSettings
class  Handler
struct  HandlerSettings
struct  HandlerState
class  HandlerStateListener
struct  LogFilePermission
struct  LogLevel
struct  LogSettings
class  MessageListener
struct  Month
class  NetFeedEngineProcessResult
class  NicWatch
class  OperationException
class  ReplayListener
struct  ReplayOptions
class  Semaphore
struct  ServiceDescriptor
class  SocketFeedEngine
class  ThisThread
class  ThreadAffinity
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::set< std::string > Symbols
typedef char Char
typedef UInt64 PacketSequenceNumber
typedef UInt64 MessageSequenceNumber
typedef size_t CpuIndex
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

Functions

ONIXS_EURONEXT_OPTIQMDG_API std::string enumToString (LogLevel::Enum)
LogSettings::Enum operator| (LogSettings::Enum a, LogSettings::Enum b)
LogFilePermission::Enum operator| (LogFilePermission::Enum a, LogFilePermission::Enum b)
void ONIXS_EURONEXT_OPTIQMDG_API gatherLogs (HandlerLogs *gatheredLogs, const std::string &root)
ONIXS_EURONEXT_OPTIQMDG_API std::string enumToString (ErrorCode::Enum)
ONIXS_EURONEXT_OPTIQMDG_API std::ostream & operator<< (std::ostream &stream, const ServiceDescriptor &descriptor)
ONIXS_EURONEXT_OPTIQMDG_API std::ostream & operator<< (std::ostream &stream, const FeedDescriptor &descriptor)
ONIXS_EURONEXT_OPTIQMDG_API std::ostream & operator<< (std::ostream &stream, const HandlerSettings &settings)
ONIXS_EURONEXT_OPTIQMDG_API std::string enumToString (HandlerState::Enum)
ONIXS_EURONEXT_OPTIQMDG_API std::ostream & operator<< (std::ostream &stream, const DataSource &ds)
bool process (FeedEngine &engine)
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_EURONEXT_OPTIQMDG_API void toStrAsHHMMSS (std::string &, TimeSpan)
ONIXS_EURONEXT_OPTIQMDG_API void toStrAsHHMMSSmsec (std::string &, TimeSpan)
ONIXS_EURONEXT_OPTIQMDG_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_EURONEXT_OPTIQMDG_API void toStrAsYYYYMMDD (std::string &, Timestamp)
ONIXS_EURONEXT_OPTIQMDG_API void toStrAsYYYYMMDDHHMMSS (std::string &, Timestamp)
ONIXS_EURONEXT_OPTIQMDG_API void toStrAsYYYYMMDDHHMMSSmsec (std::string &, Timestamp)
ONIXS_EURONEXT_OPTIQMDG_API void toStrAsYYYYMMDDHHMMSSnsec (std::string &, Timestamp)
ONIXS_EURONEXT_OPTIQMDG_API void toStr (std::string &str, Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSnsec)
std::string toStr (Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSnsec)
ONIXS_EURONEXT_OPTIQMDG_API bool fromStr (Timestamp &, const char *, size_t)
bool fromStr (Timestamp &ts, const std::string &str)

Variables

class ONIXS_EURONEXT_OPTIQMDG_API FeedEngineThreadPool

Typedef Documentation

◆ Char

typedef char Char

Definition at line 38 of file Defines.h.

◆ CpuIndex

typedef size_t CpuIndex

Zero-based index of CPU.

Definition at line 83 of file Defines.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.

◆ Int16

typedef Messaging::Int16 Int16

Definition at line 33 of file Integral.h.

◆ Int32

Definition at line 36 of file Integral.h.

◆ Int64

Definition at line 39 of file Integral.h.

◆ Int8

Definition at line 30 of file Integral.h.

◆ MessageSequenceNumber

Alias for Message Sequence Number type (Market Data Sequence Number, MDSN).

Definition at line 44 of file Defines.h.

◆ PacketSequenceNumber

Alias for Packet Sequence Number type (PSN).

Definition at line 41 of file Defines.h.

◆ Symbols

typedef std::set<std::string> Symbols

Alias for symbol list.

Definition at line 105 of file HandlerSettings.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_EURONEXT_OPTIQMDG_API std::string enumToString ( ErrorCode::Enum )

Returns string representation of ErrorCode value.

◆ enumToString() [2/3]

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

Returns string representation of HandlerState value.

◆ enumToString() [3/3]

ONIXS_EURONEXT_OPTIQMDG_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_EURONEXT_OPTIQMDG_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.

◆ gatherLogs()

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

Gathers log files logs which are stored in a given folder.

◆ 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<<() [1/4]

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

◆ operator<<() [2/4]

ONIXS_EURONEXT_OPTIQMDG_API std::ostream & operator<< ( std::ostream & stream,
const FeedDescriptor & descriptor )

◆ operator<<() [3/4]

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

◆ operator<<() [4/4]

ONIXS_EURONEXT_OPTIQMDG_API std::ostream & operator<< ( std::ostream & stream,
const ServiceDescriptor & descriptor )

◆ operator<=()

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

Establishes order between two instances.

Definition at line 751 of file Time.h.

◆ operator==() [1/2]

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

Compares with other instance for equality.

Definition at line 327 of file Time.h.

◆ operator==() [2/2]

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]

Typed logical operator helper.

Definition at line 118 of file LogSettings.h.

◆ operator|() [2/2]

Typed logical operator helper.

Definition at line 89 of file LogSettings.h.

◆ process()

bool process ( FeedEngine & engine)
inline

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 133 of file FeedEngine.h.

◆ 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_EURONEXT_OPTIQMDG_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_EURONEXT_OPTIQMDG_API void toStrAsHHMMSS ( std::string & ,
TimeSpan  )

◆ toStrAsHHMMSSmsec()

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

◆ toStrAsSDHHMMSSnsec()

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

◆ toStrAsYYYYMMDD()

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

Serializes timestamp in YYYYMMDD format.

◆ toStrAsYYYYMMDDHHMMSS()

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

Serializes timestamp in YYYYMMDDHHMMSS format.

◆ toStrAsYYYYMMDDHHMMSSmsec()

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

Serializes timestamp in YYYYMMDDHHMMSSmsec format.

◆ toStrAsYYYYMMDDHHMMSSnsec()

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

Serializes timestamp in YYYYMMDDHHMMSSnsec format.

Variable Documentation

◆ FeedEngineThreadPool

class ONIXS_EURONEXT_OPTIQMDG_API FeedEngineThreadPool

Definition at line 271 of file FeedEngine.h.