OrderEntry Namespace Reference

Logic for sending/receiving application messages in a financial market. More...

Namespaces
	Extensions
	Extensions to the Client / Server asio context.
	Handlers
	Logic for handling CLI messages for the Client / Server.
	LOB
	Logic for maintaining a continuous double auction via a limit-order book.
	Messages
	Packet templates for the OrderEntry communication protocol.

Classes
class	Authorizer
	Logic for looking up and validating credentials for new connections. More...
class	Client
	A client for interacting with the direct market access server. More...
class	Connection
	A TCP connection to a client device for providing direct market access. More...
class	Server
	A server that manages multiple client connections for direct market access. More...
struct	SystemAccount
	A subclass of the LOB::Account that manages client state on the market server. More...

Typedefs
typedef std::set< OrderID >	OrderIDSet
	a type for keeping order IDs in an unordered set
typedef int32_t	ClientShares
	a type for storing the amount of shares a client has
typedef int64_t	ClientCapital
	a type for storing the amount of capital a client has
typedef Clock::TimeStamp	TimeStamp
	A forward a declaration for the Clock timestamp.
typedef uint32_t	SequenceNumber
	A type for sequence numbers.
typedef std::array< char, 4 >	Username
	A type for user names.
typedef std::array< char, 12 >	Password
	A type for passwords.
typedef uint32_t	Quantity
	A type for order quantities.
typedef uint64_t	Price
	A type for order prices.
typedef uint64_t	OrderID
	A type for order IDs.

Enumerations
enum	Side : char { Sell = 'S', Buy = 'B' }
	The side of an order.

Functions
Username	make_username (std::string username)
	Make a username from the given input string. More...
Password	make_password (std::string password)
	Make a password from the given input string. More...
std::ostream &	operator<< (std::ostream &stream, const Side &side)
	Write the order side to a stream. More...
constexpr double	side_to_double (Side side)
	Convert an order side character to a double. More...
constexpr bool	side_to_bool (Side side)
	Convert an order side character to a boolean value. More...
constexpr LOB::Side	side_to_LOB_side (Side side)
	Convert a side character to a LOB side value. More...
constexpr Side	bool_to_side (bool side)
	Convert a boolean to an order side. More...

Variables
class OrderEntry::Server	__attribute__

Detailed Description

Logic for sending/receiving application messages in a financial market.

A single side (buy/sell) of the LimitOrderBook.

Logic for sending/receiving application messages in a financial market.

Function Documentation

bool_to_side()

constexpr Side OrderEntry::bool_to_side ( bool  side )

inlineconstexpr

Convert a boolean to an order side.

Parameters

side	the side to convert to an order side

Returns

Side::Sell if side is false, Side::Buy if side is true

make_password()

Password OrderEntry::make_password

(

std::string

password

)

Make a password from the given input string.

Parameters

password

the string to convert to a password object

Returns

a password (char array) with the password data

make_username()

Username OrderEntry::make_username

(

std::string

username

)

Make a username from the given input string.

Parameters

username

the string to convert to a username object

Returns

a username (char array) with the username data

operator<<()

std::ostream& OrderEntry::operator<< ( std::ostream &  stream, const Side &  side  )

inline

Write the order side to a stream.

Parameters

stream	the stream to write the order side to
side	the order side to write to the stream

Returns

the stream after writing the order side to it

side_to_bool()

constexpr bool OrderEntry::side_to_bool ( Side  side )

inlineconstexpr

Convert an order side character to a boolean value.

Parameters

side	the order side to convert

Returns

true if side is Side::Buy, false if side is Side::Sell

side_to_double()

constexpr double OrderEntry::side_to_double ( Side  side )

inlineconstexpr

Convert an order side character to a double.

Parameters

side	the order side to convert to a double

Returns

1 if the side is Side::Buy, -1 if the side is Side::Sell

side_to_LOB_side()

constexpr LOB::Side OrderEntry::side_to_LOB_side ( Side  side )

inlineconstexpr

Convert a side character to a LOB side value.

Parameters

side	the order side to convert

Returns

the corresponding LOB side object