15#include <unordered_map>
20 class FixSession :
public std::enable_shared_from_this<FixSession> {
39 void doWrite(std::shared_ptr<std::string> message);
Defines the structure for a FIX Business Message Reject message.
Defines the structure for a FIX Session-Level Reject message.
Top-level entry point for the trading core service.
Represents a FIX Execution Report (35=8) message.
Definition ExecutionReport.h:14
Definition FixServer.h:15
Definition FixSession.h:20
void doWrite(std::shared_ptr< std::string > message)
Definition FixSession.cpp:80
std::vector< char > mData
Definition FixSession.h:49
void start()
Definition FixSession.cpp:32
FixServer & mServer
Definition FixSession.h:47
uint32_t mSessionId
Definition FixSession.h:51
void sendMarketDataSnapshotFullRefresh(const MarketDataSnapshotFullRefresh &snapshot)
Definition FixSession.cpp:43
void handleCancelOrderRequest(const std::string &fixMessage)
Definition FixSession.cpp:211
std::unordered_map< common::Symbol, std::string > mMarketDataReqIdMap
Definition FixSession.h:52
void doRead()
Definition FixSession.cpp:95
static constexpr size_t MaxLength
Definition FixSession.h:45
uint32_t getSessionID() const
Definition FixSession.cpp:75
trading_core::TradingCore & mTradingCore
Definition FixSession.h:48
asio::ip::tcp::socket mSocket
Definition FixSession.h:46
std::string mReadBuffer
Definition FixSession.h:50
void sendReject(const Reject &reject)
Definition FixSession.cpp:65
void sendBusinessMessageReject(const BusinessMessageReject &bizReject)
Definition FixSession.cpp:70
void sendMarketDataIncrementalRefresh(const MarketDataIncrementalRefresh &refresh)
Definition FixSession.cpp:54
void handleMarketDataRequest(const std::string &fixMessage)
Definition FixSession.cpp:266
void sendExecutionReport(const ExecutionReport &report)
Definition FixSession.cpp:37
void handleFixMessage(const std::string &fixMessage, char msgType)
Definition FixSession.cpp:136
void handleModifyOrderRequest(const std::string &fixMessage)
Definition FixSession.cpp:236
High-level manager for partitions and command dispatch.
Definition TradingCore.h:27
Definition ExecutionReport.h:6
Represents the data required to build a FIX Business Message Reject (35=j) message.
Definition BusinessMessageReject.h:21
Definition MarketDataIncrementalRefresh.h:22
Definition MarketDataSnapshotFullRefresh.h:21
Represents the data required to build a FIX Session-Level Reject (35=3) message.
Definition Reject.h:20