OnixS C++ ICE Binary Order Entry Handler 1.0.0
API Documentation
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AuditTrailGenerator.h
Go to the documentation of this file.
1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
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7* Access to and use of the software is governed by the terms of the applicable OnixS Software
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9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
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12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19#pragma once
20
23
24#include <set>
25
27namespace Tools {
28
31{
32public:
34 using MessagesOfInterest = std::set<Messaging::MessageTemplateId>;
35
38
40 using TagsOfInterest = std::set<uint16_t>;
41
44
54 const std::string& fileName
55 , const Messaging::Timestamp& tradeDayStartTimeUtc = Messaging::Timestamp(1970, Messaging::Month::January, 1, 0, 0, 0)
56 , const MessagesOfInterest& messagesOfInterest = defaultMessagesOfInterest()
57 , const TagsOfInterest& tagsOfInterest = defaultTagsOfInterest()
58 );
59
71 const std::string& fileName
72 , const std::string& outputPath
73 , const std::string& outputBaseName
74 , const Messaging::Timestamp& tradeDayStartTimeUtc = Messaging::Timestamp(1970, Messaging::Month::January, 1, 0, 0, 0)
75 , const MessagesOfInterest& messagesOfInterest = defaultMessagesOfInterest()
76 , const TagsOfInterest& tagsOfInterest = defaultTagsOfInterest()
77 );
78
80 void generate();
81
84
85private:
86 struct Impl;
87 Impl* const impl_;
88};
89
90}
#define ONIXS_ICEBOE_NAMESPACE_BEGIN
Definition ABI.h:94
#define ONIXS_ICEBOE_NAMESPACE_END
Definition ABI.h:98
#define ONIXS_ICEBOE_EXPORTED
Definition Compiler.h:153
The time point without the time-zone information.
Definition Time.h:470
AuditTrailGenerator(const std::string &fileName, const std::string &outputPath, const std::string &outputBaseName, const Messaging::Timestamp &tradeDayStartTimeUtc=Messaging::Timestamp(1970, Messaging::Month::January, 1, 0, 0, 0), const MessagesOfInterest &messagesOfInterest=defaultMessagesOfInterest(), const TagsOfInterest &tagsOfInterest=defaultTagsOfInterest())
Constructor.
std::set< uint16_t > TagsOfInterest
Tags to be processed.
static MessagesOfInterest defaultMessagesOfInterest()
Provides default list of messages types to be processed.
AuditTrailGenerator(const std::string &fileName, const Messaging::Timestamp &tradeDayStartTimeUtc=Messaging::Timestamp(1970, Messaging::Month::January, 1, 0, 0, 0), const MessagesOfInterest &messagesOfInterest=defaultMessagesOfInterest(), const TagsOfInterest &tagsOfInterest=defaultTagsOfInterest())
Constructor.
static TagsOfInterest defaultTagsOfInterest()
Provides default list of tags to be processed.
std::set< Messaging::MessageTemplateId > MessagesOfInterest
Message types to be processed.