jb::itch5::decoder< validate, T > Struct Template Reference

Define the interface to decode ITCH-5.0 messages and message fields. More...

#include <decoder.hpp>

Static Public Member Functions
static T	r (std::size_t size, void const *msg, std::size_t offset)
	Read a single message or field. More...

Detailed Description

template<bool validate, typename T>
struct jb::itch5::decoder< validate, T >

Define the interface to decode ITCH-5.0 messages and message fields.

This class is specialized for every message type used to represent ITCH-5.0 messages and their fields.

Template Parameters

validate	if true the fields and message lengths are validated. When false, the decoding is faster, but more likely to crash.
T	the type of message or field to decode.

TODO(#19) all this code should be replaced with Boost.Endian.

Definition at line 24 of file decoder.hpp.

Member Function Documentation

r()

template<bool validate, typename T >

static T jb::itch5::decoder< validate, T >::r ( std::size_t  size, void const *  msg, std::size_t  offset  )

static

Read a single message or field.

Parameters

size	the size of the message
msg	the contents of the message
offset	where in the message to start decoding

Returns

An object of type T representing the contents of the message.

Exceptions

std::runtime_error

if the message cannot be parsed.

Referenced by BOOST_AUTO_TEST_CASE(), jb::itch5::unknown_message::decode_header(), jb::itch5::mold_udp_channel::handle_received(), jb::itch5::process_buffer_mlist< message_handler, head_t, tail_t... >::process(), jb::itch5::process_iostream_mlist(), jb::itch5::decoder< V, order_delete_message >::r(), jb::itch5::decoder< V, order_cancel_message >::r(), jb::itch5::decoder< V, broken_trade_message >::r(), jb::itch5::decoder< validate, std::uint16_t >::r(), jb::itch5::decoder< V, order_executed_message >::r(), jb::itch5::decoder< V, order_replace_message >::r(), jb::itch5::decoder< V, cross_trade_message >::r(), jb::itch5::decoder< V, add_order_message >::r(), jb::itch5::decoder< V, trade_message >::r(), jb::itch5::decoder< V, mwcb_decline_level_message >::r(), jb::itch5::decoder< V, reg_sho_restriction_message >::r(), jb::itch5::decoder< V, mwcb_breach_message >::r(), jb::itch5::decoder< validate, std::uint32_t >::r(), jb::itch5::decoder< V, ipo_quoting_period_update_message >::r(), jb::itch5::decoder< V, stock_trading_action_message >::r(), jb::itch5::decoder< validate, system_event_message >::r(), jb::itch5::decoder< V, add_order_mpid_message >::r(), jb::itch5::decoder< validate, timestamp >::r(), jb::itch5::decoder< validate, std::uint64_t >::r(), jb::itch5::decoder< V, net_order_imbalance_indicator_message >::r(), jb::itch5::decoder< V, order_executed_price_message >::r(), jb::itch5::decoder< V, market_participant_position_message >::r(), jb::itch5::decoder< validate, message_header >::r(), jb::itch5::decoder< validate, seconds_field >::r(), jb::itch5::decoder< validate, char_list_field< V... > >::r(), and jb::itch5::decoder< V, stock_directory_message >::r().

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The documentation for this struct was generated from the following file:

• jb/itch5/decoder.hpp