OnixS C++ FMX UST BIMP Market Data Handler 1.2.0
API documentation
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OnixS::FmxUST::MarketData::Bimp Namespace Reference

Classes

struct  AddOrderMsg
class  ArgumentException
struct  Authenticity
class  BinaryFields
class  BinaryMessage
struct  BlockTierId
struct  DataSource
class  EfViFeedEngine
struct  ErrorCode
class  ErrorListener
struct  EventCode
class  Exception
struct  FeedDescriptor
class  FeedEngine
struct  FeedEngineThreadIdle
class  FeedEngineThreadPool
struct  FeedEngineThreadPoolListener
struct  FeedEngineThreadPoolSettings
class  FixedPointDecimal
class  Handler
struct  HandlerSettings
struct  HandlerState
class  HandlerStateListener
struct  IndustryIdentifierType
struct  InstrumentDirectoryMsg
struct  InstrumentStatsMsg
struct  InstrumentTradingActionMsg
struct  InstrumentType
struct  IntegralConstant
struct  LogFilePermission
struct  LogLevel
struct  LogSettings
struct  MatchAlgorithm
class  MessageListener
struct  Month
class  NetFeedEngineProcessResult
class  NicWatch
class  OperationException
class  OrderBook
class  OrderBookListener
struct  OrderDeletedMsg
struct  OrderExecutedMsg
struct  OrderInfo
struct  OrderPartiallyCancelledMsg
struct  OrderReplacedMsg
struct  OrdinaryExtractor
struct  OrdinaryExtractor< FixedPointDecimal< MantissaType, ExponentType > >
struct  PriceLevel
struct  PriceLevelCollections
struct  PriceType
struct  PrivilegeNotificationMsg
struct  PrivilegeState
class  ProtocolListener
class  ReplayListener
struct  ReplayOptions
class  Semaphore
struct  ServiceDescriptor
struct  Side
class  SocketFeedEngine
class  StrRef
struct  SystemEventMsg
struct  TcpFeedDescriptor
struct  TcpServiceDescriptor
class  ThisThread
class  ThreadAffinity
class  TimeSpan
struct  TimeSpanFormat
class  Timestamp
struct  TimestampFormat
struct  TimeTraits
struct  TradeMsg
struct  TradingState
class  UtcWatch
class  WarningListener
class  WatchService
struct  WorkupNotificationMsg
struct  WorkupState
struct  YesOrNo

Typedefs

typedef std::vector< std::string > HandlerLogs
typedef std::vector< std::string >::iterator HandlerLogsEntry
typedef std::set< std::string > Symbols
typedef UInt8 Byte
typedef std::vector< OrderInfo > OrderInfos
typedef PriceLevelCollections::Array PriceLevels
typedef PriceLevelCollections::ArrayEntry PriceLevelsEntry
typedef PriceLevelCollections::ArrayConstEntry PriceLevelsConstEntry
typedef char Char
typedef UInt8 Integer1
typedef UInt16 Integer2
typedef UInt32 Integer4
typedef UInt64 Integer8
typedef UInt8 SignedInteger1
typedef UInt16 SignedInteger2
typedef UInt32 SignedInteger4
typedef UInt64 SignedInteger8
typedef Integer8 SequenceNumber
typedef Integer8 InstrumentId
typedef Integer8 OrderId
typedef SignedInteger8 Price
typedef Integer8 Quantity
typedef Integer2 MessageSize
typedef UInt8 BitField
typedef size_t CpuIndex

Functions

ONIXS_FMXUST_BIMP_API void toStr (std::string &, EventCode::Enum)
std::string toStr (EventCode::Enum layout)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, IndustryIdentifierType::Enum)
std::string toStr (IndustryIdentifierType::Enum layout)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, InstrumentType::Enum)
std::string toStr (InstrumentType::Enum layout)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, PriceType::Enum)
std::string toStr (PriceType::Enum layout)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, MatchAlgorithm::Enum)
std::string toStr (MatchAlgorithm::Enum layout)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, Authenticity::Enum)
std::string toStr (Authenticity::Enum layout)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, TradingState::Enum)
std::string toStr (TradingState::Enum layout)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, Side::Enum)
std::string toStr (Side::Enum layout)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, BlockTierId::Enum)
std::string toStr (BlockTierId::Enum layout)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, YesOrNo::Enum)
std::string toStr (YesOrNo::Enum layout)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, PrivilegeState::Enum)
std::string toStr (PrivilegeState::Enum layout)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, WorkupState::Enum)
std::string toStr (WorkupState::Enum layout)
ONIXS_FMXUST_BIMP_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_FMXUST_BIMP_API gatherLogs (HandlerLogs *gatheredLogs, const std::string &root)
ONIXS_FMXUST_BIMP_API ONIXS_FMXUST_BIMP_COLDPATH ONIXS_FMXUST_BIMP_NORETURN void throwIncorrectSize (const std::string &messageName, MessageSize receivedSize, MessageSize expectedSize)
ONIXS_FMXUST_BIMP_API std::string enumToString (ErrorCode::Enum)
ONIXS_FMXUST_BIMP_API std::ostream & operator<< (std::ostream &stream, const ServiceDescriptor &descriptor)
ONIXS_FMXUST_BIMP_API std::ostream & operator<< (std::ostream &stream, const FeedDescriptor &descriptor)
ONIXS_FMXUST_BIMP_API std::ostream & operator<< (std::ostream &stream, const TcpServiceDescriptor &descriptor)
ONIXS_FMXUST_BIMP_API std::ostream & operator<< (std::ostream &stream, const TcpFeedDescriptor &descriptor)
ONIXS_FMXUST_BIMP_API std::ostream & operator<< (std::ostream &stream, const HandlerSettings &settings)
template<typename Type>
void * toOpaquePtr (Type *ptr) ONIXS_FMXUST_BIMP_NOTHROW
template<typename Type>
const void * toOpaquePtr (const Type *ptr) ONIXS_FMXUST_BIMP_NOTHROW
template<typename Type>
Byte * toByteBlock (Type *ptr) ONIXS_FMXUST_BIMP_NOTHROW
template<typename Type>
const Byte * toByteBlock (const Type *ptr) ONIXS_FMXUST_BIMP_NOTHROW
template<typename Type>
Type * advanceByBytes (Type *pointer, ptrdiff_t distance) ONIXS_FMXUST_BIMP_NOTHROW
template<typename Type>
Type * advanceBackByBytes (Type *pointer, ptrdiff_t distance) ONIXS_FMXUST_BIMP_NOTHROW
template<typename Left, typename Right>
ptrdiff_t byteDistance (Left *left, Right *right) ONIXS_FMXUST_BIMP_NOTHROW
template<class FieldValue>
FieldValue unalignedCopy (const void *p) ONIXS_FMXUST_BIMP_NOTHROW
bool operator== (const PriceLevel &l, const PriceLevel &r) ONIXS_FMXUST_BIMP_NOTHROW
bool isValid (const PriceLevel &level) ONIXS_FMXUST_BIMP_NOTHROW
const Price & getPrice (const PriceLevel &level) ONIXS_FMXUST_BIMP_NOTHROW
ONIXS_FMXUST_BIMP_API std::ostream & operator<< (std::ostream &stream, const PriceLevel &value)
template<class Mantissa, class Exponent>
bool operator== (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right)
template<class Mantissa, class Exponent>
bool operator!= (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right)
template<class Mantissa, class Exponent>
bool operator< (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right)
template<class Mantissa, class Exponent>
bool operator> (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right)
template<class Mantissa, class Exponent>
bool operator<= (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right)
template<class Mantissa, class Exponent>
bool operator>= (const FixedPointDecimal< Mantissa, Exponent > &left, const FixedPointDecimal< Mantissa, Exponent > &right)
ONIXS_FMXUST_BIMP_API void decimalToStr (std::string &, Int64, Int32)
template<class Mantissa, class Exponent>
void toStr (std::string &str, const FixedPointDecimal< Mantissa, Exponent > &number)
template<class Mantissa, class Exponent>
std::string toStr (const FixedPointDecimal< Mantissa, Exponent > &number)
template<class Mantissa, class Exponent>
std::ostream & operator<< (std::ostream &stream, const FixedPointDecimal< Mantissa, Exponent > &number)
ONIXS_FMXUST_BIMP_API std::string enumToString (HandlerState::Enum)
 ONIXS_FMXUST_BIMP_API_DECL (class, OrderBook)
StrRef toStrRef (const std::string &str)
StrRef toStrRef (const Char *cStr)
std::string toStr (const StrRef &ref)
void toStr (std::string &str, const StrRef &ref)
std::string toStr (Char character)
void toStr (std::string &str, Char character)
void toStr (std::string &str, const std::string &value)
bool operator== (const StrRef &left, const StrRef &right)
bool operator!= (const StrRef &left, const StrRef &right)
bool operator== (const StrRef &ref, const std::string &str)
bool operator!= (const StrRef &ref, const std::string &str)
bool operator== (const std::string &str, const StrRef &ref)
bool operator!= (const std::string &str, const StrRef &ref)
bool operator== (const StrRef &ref, const Char *str)
bool operator!= (const StrRef &ref, const Char *str)
bool operator== (const Char *str, const StrRef &ref)
bool operator!= (const Char *str, const StrRef &ref)
bool operator< (const StrRef &left, const StrRef &right)
bool operator> (const StrRef &left, const StrRef &right)
std::ostream & operator<< (std::ostream &stream, const StrRef &text)
ONIXS_FMXUST_BIMP_API std::ostream & operator<< (std::ostream &stream, const DataSource &ds)
bool process (FeedEngine &engine)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, Int8)
std::string toStr (Int8 number)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, UInt8)
std::string toStr (UInt8 number)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, Int16)
std::string toStr (Int16 number)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, UInt16)
std::string toStr (UInt16 number)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, Int32)
std::string toStr (Int32 number)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, UInt32)
std::string toStr (UInt32 number)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, Int64)
std::string toStr (Int64 number)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, UInt64)
std::string toStr (UInt64 number)
template<typename Type, Type Constant>
void toStr (std::string &str, IntegralConstant< Type, Constant > constant)
template<typename Type, Type Constant>
std::string toStr (IntegralConstant< Type, Constant > constant)
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_FMXUST_BIMP_API void toStrAsHHMMSS (std::string &, TimeSpan)
ONIXS_FMXUST_BIMP_API void toStrAsHHMMSSmsec (std::string &, TimeSpan)
ONIXS_FMXUST_BIMP_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_FMXUST_BIMP_API void toStrAsYYYYMMDD (std::string &, Timestamp)
ONIXS_FMXUST_BIMP_API void toStrAsYYYYMMDDHHMMSS (std::string &, Timestamp)
ONIXS_FMXUST_BIMP_API void toStrAsYYYYMMDDHHMMSSmsec (std::string &, Timestamp)
ONIXS_FMXUST_BIMP_API void toStrAsYYYYMMDDHHMMSSnsec (std::string &, Timestamp)
ONIXS_FMXUST_BIMP_API void toStr (std::string &str, Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSnsec)
std::string toStr (Timestamp timestamp, TimestampFormat::Enum format=TimestampFormat::YYYYMMDDHHMMSSnsec)
ONIXS_FMXUST_BIMP_API bool fromStr (Timestamp &, const char *, size_t)
bool fromStr (Timestamp &ts, const std::string &str)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, const AddOrderMsg &)
std::string toStr (const AddOrderMsg &msg)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, const InstrumentDirectoryMsg &)
std::string toStr (const InstrumentDirectoryMsg &msg)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, const InstrumentStatsMsg &)
std::string toStr (const InstrumentStatsMsg &msg)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, const InstrumentTradingActionMsg &)
std::string toStr (const InstrumentTradingActionMsg &msg)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, const OrderDeletedMsg &)
std::string toStr (const OrderDeletedMsg &msg)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, const OrderExecutedMsg &)
std::string toStr (const OrderExecutedMsg &msg)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, const OrderPartiallyCancelledMsg &)
std::string toStr (const OrderPartiallyCancelledMsg &msg)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, const OrderReplacedMsg &)
std::string toStr (const OrderReplacedMsg &msg)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, const PrivilegeNotificationMsg &)
std::string toStr (const PrivilegeNotificationMsg &msg)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, const SystemEventMsg &)
std::string toStr (const SystemEventMsg &msg)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, const TradeMsg &)
std::string toStr (const TradeMsg &msg)
ONIXS_FMXUST_BIMP_API void toStr (std::string &, const WorkupNotificationMsg &)
std::string toStr (const WorkupNotificationMsg &msg)

Variables

class ONIXS_FMXUST_BIMP_API FeedEngineThreadPool

Typedef Documentation

◆ BitField

typedef UInt8 BitField

Definition at line 102 of file Defines.h.

◆ Byte

typedef UInt8 Byte

Alias for Byte.

Definition at line 37 of file Memory.h.

◆ Char

typedef char Char

Character type alias.

Definition at line 42 of file String.h.

◆ CpuIndex

typedef size_t CpuIndex

Zero-based index of CPU.

Definition at line 107 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.

◆ InstrumentId

typedef Integer8 InstrumentId

Alias for Instrument Id type.

Definition at line 88 of file Defines.h.

◆ Integer1

typedef UInt8 Integer1

Definition at line 74 of file Defines.h.

◆ Integer2

typedef UInt16 Integer2

Definition at line 75 of file Defines.h.

◆ Integer4

typedef UInt32 Integer4

Definition at line 76 of file Defines.h.

◆ Integer8

typedef UInt64 Integer8

Definition at line 77 of file Defines.h.

◆ MessageSize

typedef Integer2 MessageSize

Aliases message length type.

Definition at line 100 of file Defines.h.

◆ OrderId

typedef Integer8 OrderId

Alias for Order Id type.

Definition at line 91 of file Defines.h.

◆ OrderInfos

typedef std::vector<OrderInfo> OrderInfos

Definition at line 45 of file OrderBook.h.

◆ Price

typedef SignedInteger8 Price

Alias for Order Id type.

Definition at line 94 of file Defines.h.

◆ PriceLevels

typedef PriceLevelCollections::Array PriceLevels

Sequence of price levels.

Definition at line 173 of file OrderBook.h.

◆ PriceLevelsConstEntry

typedef PriceLevelCollections::ArrayConstEntry PriceLevelsConstEntry

Iterator over read-only collection of price levels.

Definition at line 179 of file OrderBook.h.

◆ PriceLevelsEntry

typedef PriceLevelCollections::ArrayEntry PriceLevelsEntry

Iterator to access price levels with write permissions.

Definition at line 176 of file OrderBook.h.

◆ Quantity

typedef Integer8 Quantity

Alias for Quantity type.

Definition at line 97 of file Defines.h.

◆ SequenceNumber

typedef Integer8 SequenceNumber

Alias for Sequence Number type.

Definition at line 85 of file Defines.h.

◆ SignedInteger1

typedef UInt8 SignedInteger1

Definition at line 79 of file Defines.h.

◆ SignedInteger2

typedef UInt16 SignedInteger2

Definition at line 80 of file Defines.h.

◆ SignedInteger4

typedef UInt32 SignedInteger4

Definition at line 81 of file Defines.h.

◆ SignedInteger8

typedef UInt64 SignedInteger8

Definition at line 82 of file Defines.h.

◆ Symbols

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

Alias for symbol list.

Definition at line 178 of file HandlerSettings.h.

Function Documentation

◆ advanceBackByBytes()

template<typename Type>
Type * advanceBackByBytes ( Type * pointer,
ptrdiff_t distance )
inline

Returns pointer which is lower than given one to a given number of bytes.

Definition at line 129 of file Memory.h.

◆ advanceByBytes()

template<typename Type>
Type * advanceByBytes ( Type * pointer,
ptrdiff_t distance )
inline

Advances given pointer to a given offset (distance) in bytes.

Definition at line 109 of file Memory.h.

◆ byteDistance()

template<typename Left, typename Right>
ptrdiff_t byteDistance ( Left * left,
Right * right )
inline

Returns distance in bytes between two pointers.

Definition at line 149 of file Memory.h.

◆ decimalToStr()

ONIXS_FMXUST_BIMP_API void decimalToStr ( std::string & ,
Int64 ,
Int32  )

Serializes decimal presented by mantissa and exponent into a string.

◆ enumToString() [1/3]

ONIXS_FMXUST_BIMP_API std::string enumToString ( ErrorCode::Enum )

Returns string representation of ErrorCode value.

◆ enumToString() [2/3]

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

Returns string representation of HandlerState value.

◆ enumToString() [3/3]

ONIXS_FMXUST_BIMP_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_FMXUST_BIMP_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_FMXUST_BIMP_API gatherLogs ( HandlerLogs * gatheredLogs,
const std::string & root )

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

◆ getPrice()

const Price & getPrice ( const PriceLevel & level)
inline

Returns value of Price8.

Definition at line 278 of file OrderBook.h.

◆ isValid()

bool isValid ( const PriceLevel & level)
inline

Indicates whether the instance of PriceLevel is valid.

Definition at line 284 of file OrderBook.h.

◆ ONIXS_FMXUST_BIMP_API_DECL()

ONIXS_FMXUST_BIMP_API_DECL ( class ,
OrderBook  )

◆ operator!=() [1/8]

bool operator!= ( const Char * str,
const StrRef & ref )
inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 373 of file String.h.

◆ operator!=() [2/8]

template<class Mantissa, class Exponent>
bool operator!= ( const FixedPointDecimal< Mantissa, Exponent > & left,
const FixedPointDecimal< Mantissa, Exponent > & right )

Compares two fixed-point decimals.

Definition at line 126 of file Decimal.h.

◆ operator!=() [3/8]

bool operator!= ( const std::string & str,
const StrRef & ref )
inline

Compares StrRef with std::string.

Definition at line 333 of file String.h.

◆ operator!=() [4/8]

bool operator!= ( const StrRef & left,
const StrRef & right )
inline

Compares with another instance.

Definition at line 293 of file String.h.

◆ operator!=() [5/8]

bool operator!= ( const StrRef & ref,
const Char * str )
inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 353 of file String.h.

◆ operator!=() [6/8]

bool operator!= ( const StrRef & ref,
const std::string & str )
inline

Compares StrRef with std::string.

Definition at line 313 of file String.h.

◆ operator!=() [7/8]

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!=() [8/8]

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<() [1/4]

template<class Mantissa, class Exponent>
bool operator< ( const FixedPointDecimal< Mantissa, Exponent > & left,
const FixedPointDecimal< Mantissa, Exponent > & right )

Compares two fixed-point decimals.

Definition at line 135 of file Decimal.h.

◆ operator<() [2/4]

bool operator< ( const StrRef & left,
const StrRef & right )
inline

Establishes order over string refs.

Definition at line 382 of file String.h.

◆ operator<() [3/4]

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<() [4/4]

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

Establishes order between two instances.

Definition at line 738 of file Time.h.

◆ operator<<() [1/9]

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

◆ operator<<() [2/9]

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

◆ operator<<() [3/9]

template<class Mantissa, class Exponent>
std::ostream & operator<< ( std::ostream & stream,
const FixedPointDecimal< Mantissa, Exponent > & number )

Definition at line 193 of file Decimal.h.

◆ operator<<() [4/9]

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

◆ operator<<() [5/9]

ONIXS_FMXUST_BIMP_API std::ostream & operator<< ( std::ostream & stream,
const PriceLevel & value )

◆ operator<<() [6/9]

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

◆ operator<<() [7/9]

std::ostream & operator<< ( std::ostream & stream,
const StrRef & text )
inline

StrRef serialization operator.

Definition at line 418 of file String.h.

◆ operator<<() [8/9]

ONIXS_FMXUST_BIMP_API std::ostream & operator<< ( std::ostream & stream,
const TcpFeedDescriptor & descriptor )

◆ operator<<() [9/9]

ONIXS_FMXUST_BIMP_API std::ostream & operator<< ( std::ostream & stream,
const TcpServiceDescriptor & descriptor )

◆ operator<=() [1/2]

template<class Mantissa, class Exponent>
bool operator<= ( const FixedPointDecimal< Mantissa, Exponent > & left,
const FixedPointDecimal< Mantissa, Exponent > & right )

Compares two fixed-point decimals.

Definition at line 153 of file Decimal.h.

◆ operator<=() [2/2]

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

Establishes order between two instances.

Definition at line 751 of file Time.h.

◆ operator==() [1/9]

bool operator== ( const Char * str,
const StrRef & ref )
inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 363 of file String.h.

◆ operator==() [2/9]

template<class Mantissa, class Exponent>
bool operator== ( const FixedPointDecimal< Mantissa, Exponent > & left,
const FixedPointDecimal< Mantissa, Exponent > & right )

Compares two fixed-point decimals.

Definition at line 117 of file Decimal.h.

◆ operator==() [3/9]

bool operator== ( const PriceLevel & l,
const PriceLevel & r )
inline

compare

Definition at line 302 of file OrderBook.h.

◆ operator==() [4/9]

bool operator== ( const std::string & str,
const StrRef & ref )
inline

Compares StrRef with std::string.

Definition at line 323 of file String.h.

◆ operator==() [5/9]

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

Compares StrRef instance with another one.

Definition at line 279 of file String.h.

◆ operator==() [6/9]

bool operator== ( const StrRef & ref,
const Char * str )
inline

Compares StrRef with zero-terminated/C-like string.

Definition at line 343 of file String.h.

◆ operator==() [7/9]

bool operator== ( const StrRef & ref,
const std::string & str )
inline

Compares StrRef with std::string.

Definition at line 303 of file String.h.

◆ operator==() [8/9]

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

Compares with other instance for equality.

Definition at line 327 of file Time.h.

◆ operator==() [9/9]

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

Compares with instances for equality.

Definition at line 713 of file Time.h.

◆ operator>() [1/4]

template<class Mantissa, class Exponent>
bool operator> ( const FixedPointDecimal< Mantissa, Exponent > & left,
const FixedPointDecimal< Mantissa, Exponent > & right )

Compares two fixed-point decimals.

Definition at line 144 of file Decimal.h.

◆ operator>() [2/4]

bool operator> ( const StrRef & left,
const StrRef & right )
inline

Establishes order over string refs.

Definition at line 409 of file String.h.

◆ operator>() [3/4]

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>() [4/4]

bool operator> ( const Timestamp & left,
const Timestamp & right )
inline

Establishes order between two instances.

Definition at line 765 of file Time.h.

◆ operator>=() [1/2]

template<class Mantissa, class Exponent>
bool operator>= ( const FixedPointDecimal< Mantissa, Exponent > & left,
const FixedPointDecimal< Mantissa, Exponent > & right )

Compares two fixed-point decimals.

Definition at line 162 of file Decimal.h.

◆ operator>=() [2/2]

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]

LogFilePermission::Enum operator| ( LogFilePermission::Enum a,
LogFilePermission::Enum b )
inline

Typed logical operator helper.

Definition at line 118 of file LogSettings.h.

◆ operator|() [2/2]

LogSettings::Enum operator| ( LogSettings::Enum a,
LogSettings::Enum b )
inline

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.

◆ throwIncorrectSize()

ONIXS_FMXUST_BIMP_API ONIXS_FMXUST_BIMP_COLDPATH ONIXS_FMXUST_BIMP_NORETURN void throwIncorrectSize ( const std::string & messageName,
MessageSize receivedSize,
MessageSize expectedSize )

◆ toByteBlock() [1/2]

template<typename Type>
const Byte * toByteBlock ( const Type * ptr)
inline

Reinterprets pointer to one referencing to byte block.

Definition at line 92 of file Memory.h.

◆ toByteBlock() [2/2]

template<typename Type>
Byte * toByteBlock ( Type * ptr)
inline

Reinterprets pointer to one referencing to byte block.

Definition at line 74 of file Memory.h.

◆ toOpaquePtr() [1/2]

template<typename Type>
const void * toOpaquePtr ( const Type * ptr)
inline

Makes pointer as opaque one.

Definition at line 59 of file Memory.h.

◆ toOpaquePtr() [2/2]

template<typename Type>
void * toOpaquePtr ( Type * ptr)
inline

Makes pointer as opaque one.

Definition at line 46 of file Memory.h.

◆ toStr() [1/77]

std::string toStr ( Authenticity::Enum layout)
inline

Returns string presentation of object.

Definition at line 189 of file Enumerations.h.

◆ toStr() [2/77]

std::string toStr ( BlockTierId::Enum layout)
inline

Returns string presentation of object.

Definition at line 269 of file Enumerations.h.

◆ toStr() [3/77]

std::string toStr ( Char character)
inline

Constructs std::string from a character.

Definition at line 250 of file String.h.

◆ toStr() [4/77]

std::string toStr ( const AddOrderMsg & msg)
inline

Serializes object into string.

Definition at line 149 of file AddOrder.h.

◆ toStr() [5/77]

template<class Mantissa, class Exponent>
std::string toStr ( const FixedPointDecimal< Mantissa, Exponent > & number)
inline

Serializes fixed-point decimal into a string.

Definition at line 182 of file Decimal.h.

◆ toStr() [6/77]

std::string toStr ( const InstrumentDirectoryMsg & msg)
inline

Serializes object into string.

Definition at line 375 of file InstrumentDirectory.h.

◆ toStr() [7/77]

std::string toStr ( const InstrumentStatsMsg & msg)
inline

Serializes object into string.

Definition at line 103 of file InstrumentStats.h.

◆ toStr() [8/77]

std::string toStr ( const InstrumentTradingActionMsg & msg)
inline

Serializes object into string.

Definition at line 90 of file InstrumentTradingAction.h.

◆ toStr() [9/77]

std::string toStr ( const OrderDeletedMsg & msg)
inline

Serializes object into string.

Definition at line 89 of file OrderDeleted.h.

◆ toStr() [10/77]

std::string toStr ( const OrderExecutedMsg & msg)
inline

Serializes object into string.

Definition at line 125 of file OrderExecuted.h.

◆ toStr() [11/77]

std::string toStr ( const OrderPartiallyCancelledMsg & msg)
inline

Serializes object into string.

Definition at line 103 of file OrderPartiallyCancelled.h.

◆ toStr() [12/77]

std::string toStr ( const OrderReplacedMsg & msg)
inline

Serializes object into string.

Definition at line 124 of file OrderReplaced.h.

◆ toStr() [13/77]

std::string toStr ( const PrivilegeNotificationMsg & msg)
inline

Serializes object into string.

Definition at line 118 of file PrivilegeNotification.h.

◆ toStr() [14/77]

std::string toStr ( const StrRef & ref)
inline

Constructs std::string instance from StrRef one.

Definition at line 231 of file String.h.

◆ toStr() [15/77]

std::string toStr ( const SystemEventMsg & msg)
inline

Serializes object into string.

Definition at line 82 of file SystemEvent.h.

◆ toStr() [16/77]

std::string toStr ( const TradeMsg & msg)
inline

Serializes object into string.

Definition at line 117 of file Trade.h.

◆ toStr() [17/77]

std::string toStr ( const WorkupNotificationMsg & msg)
inline

Serializes object into string.

Definition at line 125 of file WorkupNotification.h.

◆ toStr() [18/77]

std::string toStr ( EventCode::Enum layout)
inline

Returns string presentation of object.

Definition at line 53 of file Enumerations.h.

◆ toStr() [19/77]

std::string toStr ( IndustryIdentifierType::Enum layout)
inline

Returns string presentation of object.

Definition at line 80 of file Enumerations.h.

◆ toStr() [20/77]

std::string toStr ( InstrumentType::Enum layout)
inline

Returns string presentation of object.

Definition at line 106 of file Enumerations.h.

◆ toStr() [21/77]

std::string toStr ( Int16 number)
inline

Serializes given integer into a string.

Definition at line 146 of file Integral.h.

◆ toStr() [22/77]

std::string toStr ( Int32 number)
inline

Serializes given integer into a string.

Definition at line 172 of file Integral.h.

◆ toStr() [23/77]

std::string toStr ( Int64 number)
inline

Serializes given integer into a string.

Definition at line 198 of file Integral.h.

◆ toStr() [24/77]

std::string toStr ( Int8 number)
inline

Serializes given integer into a string.

Definition at line 120 of file Integral.h.

◆ toStr() [25/77]

template<typename Type, Type Constant>
std::string toStr ( IntegralConstant< Type, Constant > constant)
inline

Serializes given constant into a string.

Definition at line 229 of file Integral.h.

◆ toStr() [26/77]

std::string toStr ( MatchAlgorithm::Enum layout)
inline

Returns string presentation of object.

Definition at line 163 of file Enumerations.h.

◆ toStr() [27/77]

std::string toStr ( PriceType::Enum layout)
inline

Returns string presentation of object.

Definition at line 137 of file Enumerations.h.

◆ toStr() [28/77]

std::string toStr ( PrivilegeState::Enum layout)
inline

Returns string presentation of object.

Definition at line 321 of file Enumerations.h.

◆ toStr() [29/77]

std::string toStr ( Side::Enum layout)
inline

Returns string presentation of object.

Definition at line 242 of file Enumerations.h.

◆ toStr() [30/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
Authenticity::Enum  )

Appends string presentation of object.

◆ toStr() [31/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
BlockTierId::Enum  )

Appends string presentation of object.

◆ toStr() [32/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
const AddOrderMsg &  )

Serializes object into string.

◆ toStr() [33/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
const InstrumentDirectoryMsg &  )

Serializes object into string.

◆ toStr() [34/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
const InstrumentStatsMsg &  )

Serializes object into string.

◆ toStr() [35/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
const InstrumentTradingActionMsg &  )

Serializes object into string.

◆ toStr() [36/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
const OrderDeletedMsg &  )

Serializes object into string.

◆ toStr() [37/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
const OrderExecutedMsg &  )

Serializes object into string.

◆ toStr() [38/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
const OrderPartiallyCancelledMsg &  )

Serializes object into string.

◆ toStr() [39/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
const OrderReplacedMsg &  )

Serializes object into string.

◆ toStr() [40/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
const PrivilegeNotificationMsg &  )

Serializes object into string.

◆ toStr() [41/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
const SystemEventMsg &  )

Serializes object into string.

◆ toStr() [42/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
const TradeMsg &  )

Serializes object into string.

◆ toStr() [43/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
const WorkupNotificationMsg &  )

Serializes object into string.

◆ toStr() [44/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
EventCode::Enum  )

Appends string presentation of object.

◆ toStr() [45/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
IndustryIdentifierType::Enum  )

Appends string presentation of object.

◆ toStr() [46/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
InstrumentType::Enum  )

Appends string presentation of object.

◆ toStr() [47/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
Int16  )

Serializes given integer into a string.

◆ toStr() [48/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
Int32  )

Serializes given integer into a string.

◆ toStr() [49/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
Int64  )

Serializes given integer into a string.

◆ toStr() [50/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
Int8  )

Serializes given integer into a string.

◆ toStr() [51/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
MatchAlgorithm::Enum  )

Appends string presentation of object.

◆ toStr() [52/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
PriceType::Enum  )

Appends string presentation of object.

◆ toStr() [53/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
PrivilegeState::Enum  )

Appends string presentation of object.

◆ toStr() [54/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
Side::Enum  )

Appends string presentation of object.

◆ toStr() [55/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
TradingState::Enum  )

Appends string presentation of object.

◆ toStr() [56/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
UInt16  )

Serializes given integer into a string.

◆ toStr() [57/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
UInt32  )

Serializes given integer into a string.

◆ toStr() [58/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
UInt64  )

Serializes given integer into a string.

◆ toStr() [59/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
UInt8  )

Serializes given integer into a string.

◆ toStr() [60/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
WorkupState::Enum  )

Appends string presentation of object.

◆ toStr() [61/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & ,
YesOrNo::Enum  )

Appends string presentation of object.

◆ toStr() [62/77]

void toStr ( std::string & str,
Char character )
inline

Appends character to given std::string instance.

Definition at line 259 of file String.h.

◆ toStr() [63/77]

template<class Mantissa, class Exponent>
void toStr ( std::string & str,
const FixedPointDecimal< Mantissa, Exponent > & number )
inline

Serializes fixed-point decimal into a string.

Definition at line 175 of file Decimal.h.

◆ toStr() [64/77]

void toStr ( std::string & str,
const std::string & value )
inline

Appends one string another one.

Definition at line 269 of file String.h.

◆ toStr() [65/77]

void toStr ( std::string & str,
const StrRef & ref )
inline

Appends text referenced by StrRef to given std::string instance.

Definition at line 240 of file String.h.

◆ toStr() [66/77]

template<typename Type, Type Constant>
void toStr ( std::string & str,
IntegralConstant< Type, Constant > constant )
inline

Serializes given constant into a string.

Definition at line 222 of file Integral.h.

◆ toStr() [67/77]

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() [68/77]

ONIXS_FMXUST_BIMP_API void toStr ( std::string & str,
Timestamp timestamp,
TimestampFormat::Enum format = TimestampFormat::YYYYMMDDHHMMSSnsec )

Serializes timestamp according to specified pattern.

◆ toStr() [69/77]

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() [70/77]

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.

◆ toStr() [71/77]

std::string toStr ( TradingState::Enum layout)
inline

Returns string presentation of object.

Definition at line 216 of file Enumerations.h.

◆ toStr() [72/77]

std::string toStr ( UInt16 number)
inline

Serializes given integer into a string.

Definition at line 159 of file Integral.h.

◆ toStr() [73/77]

std::string toStr ( UInt32 number)
inline

Serializes given integer into a string.

Definition at line 185 of file Integral.h.

◆ toStr() [74/77]

std::string toStr ( UInt64 number)
inline

Serializes given integer into a string.

Definition at line 211 of file Integral.h.

◆ toStr() [75/77]

std::string toStr ( UInt8 number)
inline

Serializes given integer into a string.

Definition at line 133 of file Integral.h.

◆ toStr() [76/77]

std::string toStr ( WorkupState::Enum layout)
inline

Returns string presentation of object.

Definition at line 349 of file Enumerations.h.

◆ toStr() [77/77]

std::string toStr ( YesOrNo::Enum layout)
inline

Returns string presentation of object.

Definition at line 295 of file Enumerations.h.

◆ toStrAsHHMMSS()

ONIXS_FMXUST_BIMP_API void toStrAsHHMMSS ( std::string & ,
TimeSpan  )

◆ toStrAsHHMMSSmsec()

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

◆ toStrAsSDHHMMSSnsec()

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

◆ toStrAsYYYYMMDD()

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

Serializes timestamp in YYYYMMDD format.

◆ toStrAsYYYYMMDDHHMMSS()

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

Serializes timestamp in YYYYMMDDHHMMSS format.

◆ toStrAsYYYYMMDDHHMMSSmsec()

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

Serializes timestamp in YYYYMMDDHHMMSSmsec format.

◆ toStrAsYYYYMMDDHHMMSSnsec()

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

Serializes timestamp in YYYYMMDDHHMMSSnsec format.

◆ toStrRef() [1/2]

StrRef toStrRef ( const Char * cStr)
inline

Initializes instance from zero-terminated/C-like string.

Definition at line 216 of file String.h.

◆ toStrRef() [2/2]

StrRef toStrRef ( const std::string & str)
inline

Constructs StrRef instance over std::string content.

Definition at line 207 of file String.h.

◆ unalignedCopy()

template<class FieldValue>
FieldValue unalignedCopy ( const void * p)
inline

Definition at line 166 of file Memory.h.

Variable Documentation

◆ FeedEngineThreadPool

class ONIXS_FMXUST_BIMP_API FeedEngineThreadPool

Definition at line 271 of file FeedEngine.h.