jb::itch5::detail Namespace Reference

Functions
void	raise_invalid_operation_parameters (char const *operation, int qty, price4_t px)
	Raise the right exception when we detect invalid parameters for add_order() or reduce_order() More...
void	raise_invalid_reduce (std::string const &msg, std::size_t tk_begin_top, std::size_t tk_inside, price4_t px, int book_qty, int qty)
	Raise an exception describing a invalid reduce operation. More...
void	validate_operation_params (char const *operation, int qty, price4_t px)
	Validate the input parameters for all array_order_book operations. More...
template<class socket_t >
void	setup_socket_udp_recv (socket_t &socket, udp_receiver_config const &cfg)
	Configure a socket to receive UDP packets. More...
template<typename socket_t >
void	setup_socket_udp_send (socket_t &s, udp_sender_config const &cfg)

Function Documentation

raise_invalid_operation_parameters()

void jb::itch5::detail::raise_invalid_operation_parameters	(	char const *	operation,
		int	qty,
		price4_t	px
	)

Raise the right exception when we detect invalid parameters for add_order() or reduce_order()

Parameters

operation	the name of the operation that is being processed, typically add_order() or reduce_order().
qty	the qty in the operation
px	the price of the operation

Exceptions

a	feed_error with nicely formatted output always

Definition at line 34 of file array_based_order_book.cpp.

Referenced by validate_operation_params().

raise_invalid_reduce()

void jb::itch5::detail::raise_invalid_reduce	(	std::string const &	msg,
		std::size_t	tk_begin_top,
		std::size_t	tk_inside,
		price4_t	px,
		int	book_qty,
		int	qty
	)

Raise an exception describing a invalid reduce operation.

Parameters

msg	a human readable explanation of the error condition
tk_begin_top	the first price in the "top-levels"
tk_inside	the price at the inside
px	the price of the reduce operation being attempted
book_qty	the qty that the book has at that price level, 0 if the level does not exist
qty	the qty of the reduce operation being attempted

Exceptions

feed	error with a nicely formatted message, always.

Definition at line 44 of file array_based_order_book.cpp.

Referenced by jb::itch5::array_based_book_side< compare_t >::reduce_order(), and validate_operation_params().

setup_socket_udp_recv()

template<class socket_t >

void jb::itch5::detail::setup_socket_udp_recv	(	socket_t &	socket,
		udp_receiver_config const &	cfg
	)

Configure a socket to receive UDP packets.

Definition at line 18 of file make_socket_udp_recv.hpp.

References jb::itch5::udp_receiver_config::address, jb::itch5::udp_receiver_config::local_address, jb::itch5::udp_receiver_config::port, and jb::itch5::udp_config_common::reuse_address.

Referenced by BOOST_AUTO_TEST_CASE(), and jb::itch5::make_socket_udp_recv().

setup_socket_udp_send()

template<typename socket_t >

void jb::itch5::detail::setup_socket_udp_send	(	socket_t &	s,
		udp_sender_config const &	cfg
	)

Definition at line 17 of file make_socket_udp_send.hpp.

References jb::itch5::udp_sender_config::address, jb::itch5::udp_sender_config::broadcast, jb::itch5::udp_sender_config::enable_loopback, jb::itch5::udp_sender_config::hops, jb::itch5::udp_sender_config::outbound_interface, jb::itch5::udp_config_common::reuse_address, and jb::strtonum().

Referenced by BOOST_AUTO_TEST_CASE(), and jb::itch5::make_socket_udp_send().

validate_operation_params()

void jb::itch5::detail::validate_operation_params ( char const *  operation, int  qty, price4_t  px  )

inline

Validate the input parameters for all array_order_book operations.

Both add_order() and reduce_order() require basically the same validation, refactor to a common function.

Parameters

operation	the name of the operation that is being processed, typically add_order() or reduce_order().
qty	the qty in the operation
px	the price of the operation

Exceptions

a	feed_error with nicely formatted output if the validation fails.

Definition at line 51 of file array_based_order_book.hpp.

References raise_invalid_operation_parameters(), and raise_invalid_reduce().

Referenced by jb::itch5::array_based_book_side< compare_t >::add_order(), and jb::itch5::array_based_book_side< compare_t >::reduce_order().