fix_client::FixMessageParser Class Reference

Parses raw FIX messages received from the server into strongly-typed structures. More...

#include <FixMessageParser.h>

Collaboration diagram for fix_client::FixMessageParser:

Static Public Member Functions
static ParsedFixMessage	parse (const std::string &fixMessage)
	Parses a raw FIX message string.

Static Private Member Functions
static std::optional< fix::ExecutionReport >	parseExecutionReport (const std::string &fixMessage)
static std::optional< fix::MarketDataIncrementalRefresh >	parseMarketDataIncremental (const std::string &fixMessage)
static std::optional< fix::MarketDataSnapshotFullRefresh >	parseMarketDataSnapshot (const std::string &fixMessage)

Detailed Description

Parses raw FIX messages received from the server into strongly-typed structures.

Handles '8' (ExecutionReport), 'W' (MarketDataSnapshotFullRefresh), and 'X' (MarketDataIncrementalRefresh).

Member Function Documentation

parse()

ParsedFixMessage fix_client::FixMessageParser::parse ( const std::string &  fixMessage )

static

Parses a raw FIX message string.

Parameters

fixMessage

The raw FIX message including SOH delimiters.

Returns

A parsed variant representing the message. Returns monostate if unparseable or irrelevant.

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parseExecutionReport()

std::optional< fix::ExecutionReport > fix_client::FixMessageParser::parseExecutionReport ( const std::string &  fixMessage )

staticprivate

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parseMarketDataIncremental()

std::optional< fix::MarketDataIncrementalRefresh > fix_client::FixMessageParser::parseMarketDataIncremental ( const std::string &  fixMessage )

staticprivate

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parseMarketDataSnapshot()

std::optional< fix::MarketDataSnapshotFullRefresh > fix_client::FixMessageParser::parseMarketDataSnapshot ( const std::string &  fixMessage )

staticprivate

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

• client/client_fix/include/fix_client/FixMessageParser.h
• client/client_fix/src/FixMessageParser.cpp