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MessageParserDFM.h
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MessageParserDFM.h
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#pragma once
#include "messageparser.h"
#include "ParsedMessage.h"
#include "MessageStorage.h"
#include "Constant.h"
#include "Queue.h"
class CMessageParserDFM :public IMessageParser
{
public:
CMessageParserDFM(void);
CParsedMessage ParseMessage(std::string _Message);
bool TagExists (std::string tag, std::string& msg);
bool TagExists_( char * szMsg, const std::string & stTag );
bool GetNextTagVal (std::string& msg, std::string& stTag, std::string& stVal, int & nMsgCounter, int & nMsgLen);
bool GetNextTagVal ( char *& szMsg, std::string& stTag, std::string& stVal);
bool BestMarketData (std::string& stMessage);
bool MarketByOrderData (std::string& stMessage);
bool MarketByPriceData (std::string& stMessage);
bool BestMarketData( char * szMsg );
bool MarketByOrderData( char * szMsg );
bool MarketByPriceData( char * szMsg );
public:
~CMessageParserDFM(void);
private:
int FindTagValueIndex (std::string tag, std::string& msg);
std::set<int> setValidTags;
std::set<int> setMBOTags;
std::set<int> setMBPTags;
};