OrderEntry::Messages Namespace Reference

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

Classes
struct	CancelRequest
	A request to cancel an active limit order in the book. More...
struct	CancelResponse
	A response describing the cancellation of an active order in the book. More...
struct	Header
	A header containing type information and metadata for a message. More...
struct	LoginRequest
	A request that indicates a client is attempting to create a new session. More...
struct	LoginResponse
	A response that tells the status of a session creation to the client. More...
struct	LogoutRequest
	A request that indicates a client is attempting to close an active session. More...
struct	LogoutResponse
	A response that tells the status of a session destruction to the client. More...
struct	OrderRequest
	A request to place a new limit / market order in the book. More...
struct	OrderResponse
	A response describing the status of an order request. More...
struct	PurgeRequest
	A request to cancel all active orders in the book. More...
struct	PurgeResponse
	A response describing the status of canceling all active orders in the book. More...
struct	ReplaceRequest
	A request to replace an active order in the book with a new order. More...
struct	ReplaceResponse
	A response describing the replacement of an active order with a new order. More...
struct	TradeResponse
	A response describing a trade that occurred for a limit / market order. More...

Typedefs
typedef std::array< char, 40 >	Packet
typedef std::deque< Packet >	PacketQueue
	A type for queuing packet buffers.

Enumerations
enum	MessageID : char {   LoginRequest = 'L', LoginResponse = 'l', LogoutRequest = 'O', LogoutResponse = 'o',   OrderRequest = 'N', OrderResponse = 'n', CancelRequest = 'C', CancelResponse = 'c',   ReplaceRequest = 'R', ReplaceResponse = 'r', PurgeRequest = 'P', PurgeResponse = 'p',   TradeResponse = 't' }
	Message IDs for messages in the protocol.
enum	LoginResponseStatus : char { Accepted = 'A', NotAuthorized = 'N', AlreadyAuthorized = 'C', SessionInUse = 'B' }
	Possible statuses for a login response.
enum	LogoutReason : char { UserRequested = 'U', EndOfDay = 'E', Administrative = 'A', ProtocolViolation = '!' }
	Reasons that a user may have been logged out.
enum	OrderStatus : char { Accepted = 'A', Rejected = 'R' }
	Possible statuses for an order response.
enum	CancelStatus : char { Accepted = 'A', Rejected = 'R' }
	Possible statuses for a cancellation response.
enum	ReplaceStatus : char { Accepted = 'A', Rejected = 'R' }
	Possible statuses for a replace response.
enum	PurgeStatus : char { Accepted = 'A', Rejected = 'R' }
	Possible statuses for a purge response.

Functions
std::ostream &	operator<< (std::ostream &stream, const MessageID &uid)
	Write a template ID to a stream. More...
struct OrderEntry::Messages::Header	__attribute__ ((packed))
std::ostream &	operator<< (std::ostream &stream, const LoginResponseStatus &status)
	Write the login status to a stream. More...
std::ostream &	operator<< (std::ostream &stream, const LogoutReason &reason)
	Write the logout reason to a stream. More...
std::ostream &	operator<< (std::ostream &stream, const OrderStatus &status)
	Write the order status to a stream. More...
std::ostream &	operator<< (std::ostream &stream, const CancelStatus &status)
	Write the cancel status to a stream. More...
std::ostream &	operator<< (std::ostream &stream, const ReplaceStatus &status)
	Write the order replace status to a stream. More...
std::ostream &	operator<< (std::ostream &stream, const PurgeStatus &status)
	Write the purge status to a stream. More...

Variables
enum OrderEntry::Messages::LoginResponseStatus	__attribute__

Detailed Description

Packet templates for the OrderEntry communication protocol.

Typedef Documentation

Packet

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

A type for network buffers that is the size of an Ethernet frame the largest packet is 33 bytes, aligned to 40 (5 64-bit registers).

Function Documentation

operator<<() [1/7]

std::ostream& OrderEntry::Messages::operator<< ( std::ostream &  stream, const CancelStatus &  status  )

inline

Write the cancel status to a stream.

Parameters

stream	the stream to write the cancel status to
status	the cancel status to write to the stream

Returns

the stream after writing the cancel status to it

operator<<() [2/7]

std::ostream& OrderEntry::Messages::operator<< ( std::ostream &  stream, const LoginResponseStatus &  status  )

inline

Write the login status to a stream.

Parameters

stream	the stream to write the login status to
status	the login status to write to the stream

Returns

the stream after writing the login status to it

operator<<() [3/7]

std::ostream& OrderEntry::Messages::operator<< ( std::ostream &  stream, const LogoutReason &  reason  )

inline

Write the logout reason to a stream.

Parameters

stream	the stream to write the logout reason to
reason	the logout reason to write to the stream

Returns

the stream after writing the logout reason to it

operator<<() [4/7]

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

inline

Write a template ID to a stream.

Parameters

stream	the stream to write the template id to
uid	the template id to write to the stream

Returns

the stream after writing the template id to it

operator<<() [5/7]

std::ostream& OrderEntry::Messages::operator<< ( std::ostream &  stream, const OrderStatus &  status  )

inline

Write the order status to a stream.

Parameters

stream	the stream to write the order status to
status	the order status to write to the stream

Returns

the stream after writing the order status to it

operator<<() [6/7]

std::ostream& OrderEntry::Messages::operator<< ( std::ostream &  stream, const PurgeStatus &  status  )

inline

Write the purge status to a stream.

Parameters

stream	the stream to write the purge status to
status	the purge status to write to the stream

Returns

the stream after writing the purge status to it

operator<<() [7/7]

std::ostream& OrderEntry::Messages::operator<< ( std::ostream &  stream, const ReplaceStatus &  status  )

inline

Write the order replace status to a stream.

Parameters

stream	the stream to write the order replace status to
status	the order replace status to write to the stream

Returns

the stream after writing the order replace status to it