15#include <unordered_map>
20 class FixSession :
public std::enable_shared_from_this<FixSession> {
40 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:17
Definition FixSession.h:20
void doWrite(std::shared_ptr< std::string > message)
Definition FixSession.cpp:106
std::vector< char > mData
Definition FixSession.h:50
void start()
Definition FixSession.cpp:33
void stop()
Definition FixSession.cpp:38
FixServer & mServer
Definition FixSession.h:48
uint32_t mSessionId
Definition FixSession.h:52
void sendMarketDataSnapshotFullRefresh(const MarketDataSnapshotFullRefresh &snapshot)
Definition FixSession.cpp:54
void handleCancelOrderRequest(const std::string &fixMessage)
Definition FixSession.cpp:381
std::unordered_map< common::Symbol, std::string > mMarketDataReqIdMap
Definition FixSession.h:53
void doRead()
Definition FixSession.cpp:125
static constexpr size_t MaxLength
Definition FixSession.h:46
uint32_t getSessionID() const
Definition FixSession.cpp:101
trading_core::TradingCore & mTradingCore
Definition FixSession.h:49
asio::ip::tcp::socket mSocket
Definition FixSession.h:47
std::string mReadBuffer
Definition FixSession.h:51
void sendReject(const Reject &reject)
Definition FixSession.cpp:86
void sendBusinessMessageReject(const BusinessMessageReject &bizReject)
Definition FixSession.cpp:93
void sendMarketDataIncrementalRefresh(const MarketDataIncrementalRefresh &refresh)
Definition FixSession.cpp:70
void handleMarketDataRequest(const std::string &fixMessage)
Definition FixSession.cpp:450
void sendExecutionReport(const ExecutionReport &report)
Definition FixSession.cpp:46
void handleFixMessage(const std::string &fixMessage, char msgType)
Definition FixSession.cpp:181
void handleModifyOrderRequest(const std::string &fixMessage)
Definition FixSession.cpp:413
High-level manager for partitions and command dispatch.
Definition TradingCore.h:30
Definition BusinessMessageReject.h:12
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