OnixS C++ FIX Engine  4.12.0
API Documentation
OnixS::FIX Namespace Reference

Namespaces

 Core
 
 FAST
 
 SBE
 
 Scheduling
 
 TCPDirect
 
 TCPStandard
 

Classes

class  ConfirmationLogonMessageErrorException
 
class  ConnectException
 
class  DaySpan
 
class  Decimal
 
class  Dictionary
 
struct  EncryptionMethod
 
class  Engine
 
struct  EngineErrorReason
 
class  EngineSettings
 
struct  EngineWarningReason
 
struct  ErrorReason
 
struct  Field
 
class  FieldInfo
 
class  FieldSet
 
class  FieldValueRef
 
class  FirstMessageNotLogonException
 
class  FlatField
 
class  FlatFieldKey
 
class  FlatFieldRef
 
class  FlatGroup
 
class  FlatGroupInstance
 
class  FlatMessage
 
class  Group
 
class  GroupInstance
 
class  HourSpan
 
class  IEngineListener
 
struct  InputDataTraits
 
struct  InsertMode
 
class  ISessionListener
 
class  ISessionReactor
 
class  ISessionStorage
 
struct  KnownFlatFieldKeys
 
class  LinkErrorException
 
class  Message
 
struct  MessageMode
 
struct  MessageParsingFlag
 
struct  MessageStringingFlag
 
struct  MessageValidationFlag
 
class  MicrosecondSpan
 
class  MillisecondSpan
 
class  MinuteSpan
 
struct  Month
 
struct  MsgBatchTraits
 
struct  MsgBatchTraits< Message >
 
class  NanosecondSpan
 
struct  Number
 
class  PicosecondSpan
 
struct  ProtocolVersion
 
class  RawMessage
 
struct  ReactorType
 
class  SecondSpan
 
class  Session
 
struct  SessionRole
 
struct  SessionSendMode
 
struct  SessionState
 
struct  SessionStorageType
 
struct  SslProtocolMinMaxVersion
 
class  StringRef
 
struct  TagTraits
 
struct  ThreadingModel
 
class  Throttler
 
struct  TimeDetails
 
class  TimeoutException
 
class  TimeoutTimer
 
class  TimeSpan
 
struct  TimeSpanFormat
 
class  Timestamp
 
struct  TimestampFormat
 
class  UnexpectedSequenceNumberException
 
class  ValidationException
 
class  ValidFieldValue
 
class  Version
 
struct  WarningReason
 
struct  YearMonthDay
 

Typedefs

typedef std::vector< OnixS::FIX::DictionaryDictionaries
 
typedef std::vector< int > ListenPorts
 
typedef std::vector< ISessionReactor * > ISessionReactors
 
typedef std::string LocalNetworkInterface
 
typedef std::vector< LocalNetworkInterfaceLocalNetworkInterfaces
 
typedef std::exception Exception
 
typedef std::runtime_error RuntimeError
 
typedef std::vector< FieldFields
 
typedef unsigned MessageParsingFlags
 
typedef unsigned MessageStringingFlags
 
typedef unsigned MessageValidationFlags
 
typedef char Char
 
typedef short int Int16
 
typedef short unsigned int UInt16
 
typedef int Int32
 
typedef unsigned int UInt32
 
typedef long long Int64
 
typedef unsigned long long UInt64
 
typedef double Double
 
typedef Int64 DecimalMantissa
 
typedef Int32 DecimalExponent
 
typedef unsigned int SequenceNumber
 
typedef FlatMessage SerializedMessage
 
typedef FlatFieldRef SerializedFieldRef
 
typedef FlatFieldKey SerializedFieldKey
 
typedef KnownFlatFieldKeys KnownSerializedFieldKeys
 
typedef unsigned Tag
 
typedef UInt32 Amount
 
typedef UInt64 HugeAmount
 
typedef Int32 Interval
 
typedef Int64 HugeInterval
 
typedef Interval Days
 
typedef Interval Hours
 
typedef Interval Minutes
 
typedef Interval Seconds
 
typedef Interval Milliseconds
 
typedef Interval Microseconds
 
typedef Interval Nanoseconds
 
typedef HugeInterval Picoseconds
 
typedef HugeInterval TotalSeconds
 
typedef HugeInterval TotalMilliseconds
 
typedef HugeInterval TotalMicroseconds
 
typedef HugeInterval TotalNanoseconds
 
typedef HugeInterval TotalPicoseconds
 
typedef Amount Year
 
typedef Amount Day
 
typedef Amount Hour
 
typedef Amount Minute
 
typedef Amount Second
 
typedef Amount Millisecond
 
typedef Amount Microsecond
 
typedef Amount Nanosecond
 
typedef HugeAmount Picosecond
 
typedef unsigned short VersionComponent
 

Functions

 ONIXS_FIXENGINE_API_DECL (class, IEngineListener)
 
 ONIXS_FIXENGINE_API_DECL (class, ISessionReactor)
 
 ONIXS_FIXENGINE_API_DECL (class, EngineSettings)
 
 ONIXS_FIXENGINE_API_DECL (class, Message)
 
 ONIXS_FIXENGINE_API_DECL (class, Dictionary)
 
 ONIXS_FIXENGINE_API_DECL (class, Group)
 
bool operator== (const FieldValueRef &ref, const std::string &str)
 
bool operator!= (const FieldValueRef &ref, const std::string &str)
 
bool operator== (const std::string &str, const FieldValueRef &ref)
 
bool operator!= (const std::string &str, const FieldValueRef &ref)
 
bool operator== (const FieldValueRef &ref, const char *str)
 
bool operator!= (const FieldValueRef &ref, const char *str)
 
bool operator== (const char *str, const FieldValueRef &ref)
 
bool operator!= (const char *str, const FieldValueRef &ref)
 
ONIXS_FIXENGINE_API std::ostream & operator<< (std::ostream &os, const Group &group)
 
ONIXS_FIXENGINE_API std::ostream & operator<< (std::ostream &os, const GroupInstance &instance)
 
 ONIXS_FIXENGINE_API_DECL (class, FlatMessage)
 
 ONIXS_FIXENGINE_API_DECL (class, Session)
 
class ONIXS_FIXENGINE_API OnixS::FIX::ISessionStorage sessionCreationTime ()=0
 
virtual void flush ()=0
 
virtual size_t resendingQueueSize () const =0
 
virtual void resendingQueueSize (size_t value)=0
 
virtual void warmup (size_t)
 
ONIXS_FIXENGINE_API std::ostream & operator<< (std::ostream &os, const Message &message)
 
ONIXS_FIXENGINE_API std::ostream & operator<< (std::ostream &, Decimal const &)
 
ONIXS_FIXENGINE_API std::ostream & operator<< (std::ostream &os, const RawMessage &message)
 
 ONIXS_FIXENGINE_API_DECL (class, FlatGroup)
 
ONIXS_FIXENGINE_API std::ostream & operator<< (std::ostream &os, const FlatMessage &message)
 
 ONIXS_FIXENGINE_API_DECL (class, Engine)
 
 ONIXS_FIXENGINE_API_DECL (class, ISessionListener)
 
 ONIXS_FIXENGINE_API_DECL (class, ISessionStorage)
 
ONIXS_FIXENGINE_API std::ostream & operator<< (std::ostream &os, const Session &session)
 
bool operator== (const StringRef &ref, const std::string &str)
 
bool operator!= (const StringRef &ref, const std::string &str)
 
bool operator== (const std::string &str, const StringRef &ref)
 
bool operator!= (const std::string &str, const StringRef &ref)
 
bool operator== (const StringRef &ref, const char *str)
 
bool operator!= (const StringRef &ref, const char *str)
 
bool operator== (const char *str, const StringRef &ref)
 
bool operator!= (const char *str, const StringRef &ref)
 
std::ostream & operator<< (std::ostream &out, const StringRef &ref)
 
template<size_t Size>
ONIXS_FIXENGINE_NODISCARD ONIXS_FIXENGINE_CONSTEXPR StringRef constructStrRef (const char(&value)[Size]) ONIXS_FIXENGINE_NOTHROW
 
ONIXS_FIXENGINE_API std::ostream & operator<< (std::ostream &, Version const &)
 

Typedef Documentation

typedef UInt32 Amount

Definition at line 31 of file TimeSpan.h.

typedef char Char

Definition at line 30 of file Numeric.h.

typedef Amount Day

Definition at line 30 of file Timestamp.h.

typedef Interval Days

Definition at line 37 of file TimeSpan.h.

Definition at line 44 of file Numeric.h.

Definition at line 43 of file Numeric.h.

typedef std::vector<OnixS::FIX::Dictionary> Dictionaries

Definition at line 35 of file Engine.h.

typedef double Double

Definition at line 41 of file Numeric.h.

typedef std::exception Exception

The Engine-level exception.

Definition at line 31 of file Exception.h.

typedef std::vector<Field> Fields

The ordered collection of fields.

Definition at line 58 of file FieldSet.h.

typedef Amount Hour

Definition at line 32 of file Timestamp.h.

typedef Interval Hours

Definition at line 38 of file TimeSpan.h.

typedef UInt64 HugeAmount

Definition at line 32 of file TimeSpan.h.

Definition at line 35 of file TimeSpan.h.

typedef short int Int16

Definition at line 32 of file Numeric.h.

typedef int Int32

Definition at line 35 of file Numeric.h.

typedef long long Int64

Definition at line 38 of file Numeric.h.

typedef Int32 Interval

Definition at line 34 of file TimeSpan.h.

typedef std::vector<ISessionReactor *> ISessionReactors

Definition at line 37 of file Engine.h.

typedef std::vector< int > ListenPorts

Listen ports.

Definition at line 36 of file Engine.h.

typedef std::string LocalNetworkInterface

Local interfaces.

Definition at line 41 of file EngineSettings.h.

Definition at line 42 of file EngineSettings.h.

typedef unsigned MessageParsingFlags

The collection of message parsing flags.

Definition at line 49 of file MessageParsingFlags.h.

typedef unsigned MessageStringingFlags

The collection of message stringing flags.

Definition at line 47 of file MessageStringingFlags.h.

typedef unsigned MessageValidationFlags

The collection of message validation flags.

Definition at line 49 of file MessageValidationFlags.h.

Definition at line 37 of file Timestamp.h.

Definition at line 43 of file TimeSpan.h.

Definition at line 36 of file Timestamp.h.

Definition at line 42 of file TimeSpan.h.

typedef Amount Minute

Definition at line 33 of file Timestamp.h.

typedef Interval Minutes

Definition at line 39 of file TimeSpan.h.

typedef Amount Nanosecond

Definition at line 38 of file Timestamp.h.

Definition at line 44 of file TimeSpan.h.

Definition at line 39 of file Timestamp.h.

Definition at line 45 of file TimeSpan.h.

typedef std::runtime_error RuntimeError

The Engine-level runtime error;.

Definition at line 34 of file Exception.h.

typedef Amount Second

Definition at line 34 of file Timestamp.h.

typedef Interval Seconds

Definition at line 40 of file TimeSpan.h.

typedef unsigned int SequenceNumber

Alias for the sequence number.

Definition at line 27 of file SequenceNumber.h.

Definition at line 133 of file FlatFieldRefAndKey.h.

Definition at line 85 of file FlatFieldRefAndKey.h.

Definition at line 507 of file FlatMessage.h.

typedef unsigned Tag

Alias for tag numbers.

Definition at line 28 of file Tag.h.

Definition at line 49 of file TimeSpan.h.

Definition at line 48 of file TimeSpan.h.

Definition at line 50 of file TimeSpan.h.

Definition at line 51 of file TimeSpan.h.

Definition at line 47 of file TimeSpan.h.

typedef short unsigned int UInt16

Definition at line 33 of file Numeric.h.

typedef unsigned int UInt32

Definition at line 36 of file Numeric.h.

typedef unsigned long long UInt64

Definition at line 39 of file Numeric.h.

typedef unsigned short VersionComponent

Alias for the numeric component of the version.

Definition at line 29 of file Version.h.

typedef Amount Year

Definition at line 29 of file Timestamp.h.

Function Documentation

ONIXS_FIXENGINE_NODISCARD ONIXS_FIXENGINE_CONSTEXPR StringRef OnixS::FIX::constructStrRef ( const char(&)  value[Size])
inline

Definition at line 303 of file StringRef.h.

virtual void OnixS::FIX::flush ( )
pure virtual

Flushes all internal buffers.

ONIXS_FIXENGINE_API_DECL ( class  ,
FlatMessage   
)
ONIXS_FIXENGINE_API_DECL ( class  ,
Session   
)
ONIXS_FIXENGINE_API_DECL ( class  ,
FlatGroup   
)
OnixS::FIX::ONIXS_FIXENGINE_API_DECL ( class  ,
IEngineListener   
)
ONIXS_FIXENGINE_API_DECL ( class  ,
Group   
)
OnixS::FIX::ONIXS_FIXENGINE_API_DECL ( class  ,
ISessionReactor   
)
OnixS::FIX::ONIXS_FIXENGINE_API_DECL ( class  ,
EngineSettings   
)
ONIXS_FIXENGINE_API_DECL ( class  ,
Message   
)
ONIXS_FIXENGINE_API_DECL ( class  ,
Dictionary   
)
OnixS::FIX::ONIXS_FIXENGINE_API_DECL ( class  ,
Engine   
)
OnixS::FIX::ONIXS_FIXENGINE_API_DECL ( class  ,
ISessionListener   
)
OnixS::FIX::ONIXS_FIXENGINE_API_DECL ( class  ,
ISessionStorage   
)
bool OnixS::FIX::operator!= ( const StringRef ref,
const std::string &  str 
)
inline

Definition at line 226 of file StringRef.h.

bool OnixS::FIX::operator!= ( const std::string &  str,
const StringRef ref 
)
inline

Definition at line 244 of file StringRef.h.

bool OnixS::FIX::operator!= ( const StringRef ref,
const char *  str 
)
inline

Definition at line 264 of file StringRef.h.

bool OnixS::FIX::operator!= ( const FieldValueRef ref,
const std::string &  str 
)
inline

Definition at line 271 of file FieldValueRef.h.

bool OnixS::FIX::operator!= ( const char *  str,
const StringRef ref 
)
inline

Definition at line 282 of file StringRef.h.

bool OnixS::FIX::operator!= ( const std::string &  str,
const FieldValueRef ref 
)
inline

Definition at line 289 of file FieldValueRef.h.

bool OnixS::FIX::operator!= ( const FieldValueRef ref,
const char *  str 
)
inline

Definition at line 309 of file FieldValueRef.h.

bool OnixS::FIX::operator!= ( const char *  str,
const FieldValueRef ref 
)
inline

Definition at line 327 of file FieldValueRef.h.

ONIXS_FIXENGINE_API std::ostream& OnixS::FIX::operator<< ( std::ostream &  os,
const RawMessage message 
)

The stream output.

ONIXS_FIXENGINE_API std::ostream& OnixS::FIX::operator<< ( std::ostream &  ,
Version const &   
)
ONIXS_FIXENGINE_API std::ostream& OnixS::FIX::operator<< ( std::ostream &  ,
Decimal const &   
)
ONIXS_FIXENGINE_API std::ostream& OnixS::FIX::operator<< ( std::ostream &  os,
const Group group 
)

Stream output.

ONIXS_FIXENGINE_API std::ostream& OnixS::FIX::operator<< ( std::ostream &  os,
const GroupInstance instance 
)

Stream output.

std::ostream& OnixS::FIX::operator<< ( std::ostream &  out,
const StringRef ref 
)
inline

Definition at line 289 of file StringRef.h.

ONIXS_FIXENGINE_API std::ostream& OnixS::FIX::operator<< ( std::ostream &  os,
const Message message 
)

The stream output.

ONIXS_FIXENGINE_API std::ostream& OnixS::FIX::operator<< ( std::ostream &  os,
const FlatMessage message 
)

The stream output.

ONIXS_FIXENGINE_API std::ostream& OnixS::FIX::operator<< ( std::ostream &  os,
const Session session 
)

Stream output.

bool OnixS::FIX::operator== ( const StringRef ref,
const std::string &  str 
)
inline

Definition at line 217 of file StringRef.h.

bool OnixS::FIX::operator== ( const std::string &  str,
const StringRef ref 
)
inline

Definition at line 235 of file StringRef.h.

bool OnixS::FIX::operator== ( const StringRef ref,
const char *  str 
)
inline

Definition at line 255 of file StringRef.h.

bool OnixS::FIX::operator== ( const FieldValueRef ref,
const std::string &  str 
)
inline

Definition at line 262 of file FieldValueRef.h.

bool OnixS::FIX::operator== ( const char *  str,
const StringRef ref 
)
inline

Definition at line 273 of file StringRef.h.

bool OnixS::FIX::operator== ( const std::string &  str,
const FieldValueRef ref 
)
inline

Definition at line 280 of file FieldValueRef.h.

bool OnixS::FIX::operator== ( const FieldValueRef ref,
const char *  str 
)
inline

Definition at line 300 of file FieldValueRef.h.

bool OnixS::FIX::operator== ( const char *  str,
const FieldValueRef ref 
)
inline

Definition at line 318 of file FieldValueRef.h.

virtual size_t OnixS::FIX::resendingQueueSize ( ) const
pure virtual

Returns the number of sent messages that are available for resending on counterparty's Resend Request <2> message.

virtual void OnixS::FIX::resendingQueueSize ( size_t  value)
pure virtual

Sets the number of sent messages that are available for resending on counterparty's Resend Request <2> message.

class ONIXS_FIXENGINE_API OnixS::FIX::ISessionStorage OnixS::FIX::sessionCreationTime ( )
pure virtual
virtual void OnixS::FIX::warmup ( size_t  )
virtual

Warm ups the storage.

Definition at line 171 of file ISessionStorage.h.