Packet templates for the DataFeed communication protocol. More...

Classes
struct	AddOrder
	A message that indicates a limit order was added to the book. More...

struct	Clear
	A message that indicates to clear all orders in the order book. More...

struct	DeleteOrder
	A message that indicates a limit order was added to the book. More...

struct	EndOfSession
	A message that indicates the end of a trading session. More...

struct	Header
	A header containing type information and metadata for a message. More...

struct	StartOfSession
	A message that indicates the start of a trading session. More...

struct	Trade
	A message that indicates a market order matches with a limit order. More...

Typedefs
typedef std::array< char, 40 >	Packet

typedef std::deque< Packet >	PacketQueue
	A type for queuing packet buffers.

Enumerations
enum	MessageID : char { Clear = 'c', AddOrder = 'a', DeleteOrder = 'd', Trade = 't', StartOfSession = 's', EndOfSession = 'e' }
	Message IDs for messages in the protocol.

Functions
std::ostream &	operator<< (std::ostream &stream, const MessageID &uid)

struct DataFeed::Messages::Header	__attribute__ ((packed))

Detailed Description

Packet templates for the DataFeed communication protocol.

Typedef Documentation

typedef std::array<char, 40> DataFeed::Messages::Packet

A type for network buffers that is smaller than the size of an Ethernet frame. The largest packet is 37 bytes, aligned to 40 (5 64-bit registers).

std::ostream& DataFeed::Messages::operator<<	(	std::ostream &	stream,
		const MessageID &	uid
	)

inline

Write a message ID to a stream.

Parameters

stream	the stream to write the message ID to
uid	the message ID to write to the stream