CME order managment iLink3 codec
This repo contain a codec for the CME iLink3 protocol. It is everything you will need to translate C++ structures into iLink messagesa and the other way around.
This is not a complete implementation of an iLink order manager. It is just the layer on top of which an iLink handler can be implemented.
You will need to generate SBE headers to use the codec. This is done using the SBE generator and the iLink message schema provided by the CME.
What is in the files:
ILinkCBIF.hpp: The interface you will need to implement to receive messages from iLink
ILinkRcv.hpp: Functions that actually receive messages from iLink and call the interface
iLinkSnd: Code to create iLink messages
socket_help.hpp: Code to handle the CME socket
audit.hpp: Audit trail stuff
ilink_null.hpp: Definitions of NULL values
sign.hpp: for signing iLink messages
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