moldfeedhandler.cpp File Reference

A Feed Handler for the ITCH-5.x protocol over MoldUDP. More...

#include <jb/ehs/acceptor.hpp>
#include <jb/itch5/array_based_order_book.hpp>
#include <jb/itch5/generate_inside.hpp>
#include <jb/itch5/make_socket_udp_send.hpp>
#include <jb/itch5/mold_udp_channel.hpp>
#include <jb/itch5/process_iostream.hpp>
#include <jb/itch5/udp_receiver_config.hpp>
#include <jb/itch5/udp_sender_config.hpp>
#include <jb/mktdata/inside_levels_update.hpp>
#include <jb/fileio.hpp>
#include <jb/log.hpp>
#include <ctime>
#include <sstream>
#include <stdexcept>
#include <type_traits>
#include <unordered_map>

Go to the source code of this file.

Namespaces
	defaults
	Define defaults for program parameters.

Macros
#define	KNOWN_ITCH5_MESSAGES

Functions
int	main (int argc, char *argv[])

Detailed Description

A Feed Handler for the ITCH-5.x protocol over MoldUDP.

This program receives a ITCH-5.x feed over MoldUDP and generates normalized inside messages for the feed.

Definition in file moldfeedhandler.cpp.

Macro Definition Documentation

KNOWN_ITCH5_MESSAGES

#define KNOWN_ITCH5_MESSAGES

Value:

jb::itch5::add_order_message, jb::itch5::add_order_mpid_message,             \
      jb::itch5::broken_trade_message, jb::itch5::cross_trade_message,         \
      jb::itch5::ipo_quoting_period_update_message,                            \
      jb::itch5::market_participant_position_message,                          \
      jb::itch5::mwcb_breach_message, jb::itch5::mwcb_decline_level_message,   \
      jb::itch5::net_order_imbalance_indicator_message,                        \
      jb::itch5::order_cancel_message, jb::itch5::order_delete_message,        \
      jb::itch5::order_executed_message,                                       \
      jb::itch5::order_executed_price_message,                                 \
      jb::itch5::order_replace_message,                                        \
      jb::itch5::reg_sho_restriction_message,                                  \
      jb::itch5::stock_directory_message,                                      \
      jb::itch5::stock_trading_action_message,                                 \
      jb::itch5::system_event_message, jb::itch5::trade_message

Definition at line 208 of file moldfeedhandler.cpp.

Function Documentation

main()

int main	(	int	argc,
		char *	argv[]
	)

... here we are missing a layer to arbitrage between the two UDP

Definition at line 224 of file moldfeedhandler.cpp.

References jb::itch5::udp_sender_config::address, jb::usage::exit_status(), and jb::log::init().