OnixS C++ SGX Titan ITCH Market Data Handler  1.2.2
API documentation
MessageRepository.cpp File Reference
#include "MessageRepository.h"
#include <OnixS/SgxTitan/MarketData/Itch/Exception.h>
#include <OnixS/SgxTitan/MarketData/Itch/Messages.h>
#include <OnixS/HandlerCore/OrderBook.h>
#include <OnixS/ItchCore/MoldUDP64/PacketHeader.h>
#include <OnixS/ItchCore/MoldUDP64/PacketHelper.h>
#include "ListenerHolder.h"
#include "HandlerLogger.h"
#include "Formatting.h"
#include "OrderBookHolder.h"
#include "GlimpseService.Messages.h"
#include "Formatting.Messages.h"
#include <boost/bind.hpp>
#include <util/String.h>

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Namespaces

 OnixS
 
 OnixS::SgxTitan
 
 OnixS::SgxTitan::MarketData
 
 OnixS::SgxTitan::MarketData::Itch
 

Functions

template<typename MessageType >
bool isMarketOrder (const MessageType *message, const std::set< OrderId > &marketOrderIds)
 
bool isMarketOrder (const AddOrderMsg *message)