hffix Namespace Reference

Namespace for all types and functions of High Frequency FIX Parser. More...

Namespaces
namespace	msg_type
	Namespace for message type constant strings.
namespace	tag
	Namespace for all field tag name enums.

Classes
class	field
	A FIX field for hffix::message_reader, with tag and hffix::field_value. More...
class	field_value
	FIX field value for hffix::message_reader. More...
class	message_reader
	One FIX message for reading. More...
class	message_reader_const_iterator
	The iterator type for hffix::message_reader. Typedef'd as hffix::message_reader::const_iterator. More...
class	message_writer
	One FIX message for writing. More...
struct	tag_equal
	A predicate constructed with a FIX tag which returns true if the tag of the hffix::field passed to the predicate is equal. More...

Functions
template<typename ForwardIterator , typename UnaryPredicate >
bool	find_with_hint (ForwardIterator begin, ForwardIterator end, UnaryPredicate predicate, ForwardIterator &i)
	An algorithm similar to std::find_if for forward-searching over a range and finding items which match a predicate.
template<typename AssociativeContainer >
details::field_name_streamer< AssociativeContainer >	field_name (int tag, AssociativeContainer const &field_dictionary, bool or_number=true)
	Given a field tag number and a field name dictionary, returns a type which provides operator<< to write the name of the field to an std::ostream.
template<typename AssociativeContainer >
void	dictionary_init_field (AssociativeContainer &dictionary)
	Populate an AssociativeContainer with the names of all the FIX fields.
template<typename AssociativeContainer >
void	dictionary_init_message (AssociativeContainer &dictionary)
	Populate an AssociativeContainer with the names of all the FIX message types.

Detailed Description

Namespace for all types and functions of High Frequency FIX Parser.

Function Documentation

dictionary_init_field()

template<typename AssociativeContainer >

void hffix::dictionary_init_field

(

AssociativeContainer &

dictionary

)

Populate an AssociativeContainer with the names of all the FIX fields.

Parameters

dictionary

A reference to an AssociativeContainer<int, std::string>

Definition at line 7945 of file hffix_fields.hpp.

dictionary_init_message()

template<typename AssociativeContainer >

void hffix::dictionary_init_message

(

AssociativeContainer &

dictionary

)

Populate an AssociativeContainer with the names of all the FIX message types.

Parameters

dictionary

A reference to an AssociativeContainer<std::string, std::string>

Definition at line 14045 of file hffix_fields.hpp.

field_name()

template<typename AssociativeContainer >

details::field_name_streamer< AssociativeContainer > hffix::field_name	(	int	tag,
		AssociativeContainer const &	field_dictionary,
		bool	or_number = true
	)

Given a field tag number and a field name dictionary, returns a type which provides operator<< to write the name of the field to an std::ostream.

Template Parameters

AssociativeContainer

The type of the field name dictionary. Must satisfy concept AssociativeContainer<int, std::string>, for example std::map<int, std::string> or std::unordered_map<int, std::string>. See https://en.cppreference.com/w/cpp/named_req/AssociativeContainer

Parameters

tag	The field number.
field_dictionary	The field dictionary.
or_number	Specifies behavior if the tag is not found in the dictionary. If true, then the string representation of the flag will be written to the std::ostream. If false, then nothing will be written to the std::ostream. Default is false.

Example usage:

std::map<int, std::string> dictionary;
hffix::dictionary_init_field(dictionary);
std::cout << hffix::field_name(hffix::tag::SenderCompID, dictionary) << '\n'; // Will print "SenderCompID\n".
std::cout << hffix::field_name(1000000, dictionary) << '\n';                  // Unknown field tag, will print "1000000\n".
std::cout << hffix::field_name(1000000, dictionary, false) << '\n';           // Unknown field tag, will print "\n".

Definition at line 2974 of file hffix.hpp.

find_with_hint()

template<typename ForwardIterator , typename UnaryPredicate >

bool hffix::find_with_hint ( ForwardIterator  begin, ForwardIterator  end, UnaryPredicate  predicate, ForwardIterator &  i  )

inline

An algorithm similar to std::find_if for forward-searching over a range and finding items which match a predicate.

Instead of searching from begin to end, searches from i to end, then searches from begin to i. Efficient for finding multiple items when the expected ordering of the items is known.

This expression:

find_with_hint(begin, end, i, predicate)

will behave exactly the same as this expression:

end != (i = std::find_if(begin, end, predicate))

except for these two differences:

• In the first expression, i is not modifed if no item is found.
• The first expression is faster if the found item is a near successor of i.

Example usage:

hffix::message_reader::const_iterator i = reader.begin();
 
if (hffix::find_with_hint(reader.begin(), reader.end(), hffix::tag_equal(hffix::tag::MsgSeqNum), i)
  int seqnum = i++->as_int<int>();
 
if (hffix::find_with_hint(reader.begin(), reader.end(), hffix::tag_equal(hffix::tag::TargetCompID), i)
  std::string targetcompid = i++->as_string();

See also the convenience method hffix::message_reader::find_with_hint.

Parameters

begin	The beginning of the range to search.
end	The end of the range to search.
predicate	A predicate which provides function bool operator() (ForwardIterator::value_type const &v) const.
i	If an item is found which satisfies predicate, then i is modified to point to the found item. Else i is unmodified.

Returns

True if an item was found which matched predicate, and i was modified to point to the found item.

Definition at line 2352 of file hffix.hpp.