OrderEntry::Connection Class Reference

A TCP connection to a client device for providing direct market access. More...

#include <connection.hpp>

Inheritance diagram for OrderEntry::Connection:

Public Types
typedef std::shared_ptr< Connection >	Pointer
	a shared pointer type for this connection object

Public Member Functions
tcp::socket &	get_socket ()
	Return the socket this connection is using. More...
bool	is_logged_in () const
	Return true if the connection is authorized, false otherwise. More...
uint32_t	get_output_buffer_size () const
	Return the size of the output buffer (number of queued messages). More...
SequenceNumber	get_sequence () const
	Return the sequence number at this sender. More...
void	start ()
	Start the connection.
void	trade (OrderID order_id, Price price, Quantity size, Quantity leaves_size, Side side)
	Send a trade message to the client. More...

Static Public Member Functions
static Pointer	create (asio::io_context &context, Authorizer< Connection > &authorizer, LOB::LimitOrderBook &book)
	Create a shared pointer to a new connection. More...

Detailed Description

A TCP connection to a client device for providing direct market access.

Member Function Documentation

create()

static Pointer OrderEntry::Connection::create ( asio::io_context &  context, Authorizer< Connection > &  authorizer, LOB::LimitOrderBook &  book  )

inlinestatic

Create a shared pointer to a new connection.

Parameters

context	the IO context to create the connection with
authorizer	the authorizer for credential / account management
book	the limit order book for the instrument

Returns

a shared pointer to the new connection

get_output_buffer_size()

uint32_t OrderEntry::Connection::get_output_buffer_size ( ) const

inline

Return the size of the output buffer (number of queued messages).

Returns

the number of messages in the outbound queue

get_sequence()

SequenceNumber OrderEntry::Connection::get_sequence ( ) const

inline

Return the sequence number at this sender.

Returns

the sequence number of the next message to send

get_socket()

tcp::socket& OrderEntry::Connection::get_socket ( )

inline

Return the socket this connection is using.

Returns

the socket this connection is using

is_logged_in()

bool OrderEntry::Connection::is_logged_in ( ) const

inline

Return true if the connection is authorized, false otherwise.

Returns

true if the connection has been authorized (logged in)

trade()

void OrderEntry::Connection::trade ( OrderID  order_id, Price  price, Quantity  size, Quantity  leaves_size, Side  side  )

inline

Send a trade message to the client.

Parameters

order_id	the ID of the trade that occurred
price	the price the trade occurred at
size	the size of the trade the occurred
leaves_size	the size left on the order after the trade
side	the side of the book the trade is for

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The documentation for this class was generated from the following file:

• include/order_entry/connection.hpp