OnixS C++ ICE Binary Order Entry Handler 1.0.0
API Documentation
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AuditTrailGenerator Class Reference

Public Types

using MessagesOfInterest = std::set<Messaging::MessageTemplateId>
using TagsOfInterest = std::set<uint16_t>

Public Member Functions

 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())
 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())
void generate ()
 ~AuditTrailGenerator ()

Static Public Member Functions

static MessagesOfInterest defaultMessagesOfInterest ()
static TagsOfInterest defaultTagsOfInterest ()

Detailed Description

Definition at line 30 of file AuditTrailGenerator.h.

Member Typedef Documentation

◆ MessagesOfInterest

Message types to be processed.

Definition at line 34 of file AuditTrailGenerator.h.

◆ TagsOfInterest

using TagsOfInterest = std::set<uint16_t>

Tags to be processed.

Definition at line 40 of file AuditTrailGenerator.h.

Constructor & Destructor Documentation

◆ AuditTrailGenerator() [1/2]

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.

Parameters
fileNameA log file file to analyze.
tradeDayStartTimeUtcTrade day start time in UTC.
messagesOfInterestMessage types to be processed.
tagsOfInterestTags to be processed.

◆ AuditTrailGenerator() [2/2]

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.

Parameters
fileNameA log file to analyze.
outputPathOutput file path.
outputBaseNameOutput file base name.
tradeDayStartTimeUtcTrade day start time in UTC.
messagesOfInterestMessage types to be processed.
tagsOfInterestTags to be processed.

◆ ~AuditTrailGenerator()

Member Function Documentation

◆ defaultMessagesOfInterest()

MessagesOfInterest defaultMessagesOfInterest ( )
static

Provides default list of messages types to be processed.

◆ defaultTagsOfInterest()

TagsOfInterest defaultTagsOfInterest ( )
static

Provides default list of tags to be processed.

◆ generate()

void generate ( )

Generate the output.