OnixS C++ B3 BOE Binary Order Entry  1.2.0
API Documentation
ClientMessageListener.h
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19 
20 #pragma once
21 
23 
24 #if defined(ONIXS_B3_BOE_HAS_GATEWAY_EMULATOR)
25 
27 
28 namespace OnixS {
29 namespace B3 {
30 namespace BOE {
31 namespace Testing {
32 
33 ONIXS_B3_BOE_API_DECL(class, Gateway);
34 
35 /// Client's messages Listener.
37 {
38 protected:
39 
40  virtual ~ClientMessageListener() = 0;
41 
42 public:
43  virtual void onSimpleNewOrder(const Messaging::SimpleNewOrder100& /*msg*/, Gateway* /*gateway*/) {}
44  virtual void onSimpleModifyOrder(const Messaging::SimpleModifyOrder101& /*msg*/, Gateway* /*gateway*/) {}
45  virtual void onNewOrderSingle(const Messaging::NewOrderSingle102& /*msg*/, Gateway* /*gateway*/) {}
46  virtual void onOrderCancelReplaceRequest(const Messaging::OrderCancelReplaceRequest104& /*msg*/, Gateway* /*gateway*/) {}
47  virtual void onOrderCancelRequest(const Messaging::OrderCancelRequest105& /*msg*/, Gateway* /*gateway*/) {}
48  virtual void onNewOrderCross(const Messaging::NewOrderCross106& /*msg*/, Gateway* /*gateway*/) {}
49  virtual void onSecurityDefinitionRequest(const Messaging::SecurityDefinitionRequest300& /*msg*/, Gateway* /*gateway*/) {}
50  virtual void onQuoteRequest(const Messaging::QuoteRequest401& /*msg*/, Gateway* /*gateway*/) {}
51  virtual void onQuoteStatusReport(const Messaging::QuoteStatusReport402& /*msg*/, Gateway* /*gateway*/) {}
52  virtual void onQuote(const Messaging::Quote403& /*msg*/, Gateway* /*gateway*/) {}
53  virtual void onQuoteCancel(const Messaging::QuoteCancel404& /*msg*/, Gateway* /*gateway*/) {}
54  virtual void onQuoteRequestReject(const Messaging::QuoteRequestReject405& /*msg*/, Gateway* /*gateway*/) {}
57  virtual void onAllocationInstruction(const Messaging::AllocationInstruction601& /*msg*/, Gateway* /*gateway*/) {}
58  virtual void onOrderMassActionRequest(const Messaging::OrderMassActionRequest701& /*msg*/, Gateway* /*gateway*/) {}
59 };
60 
61 /// Client's session messages Listener.
63 {
64 protected:
65  virtual ~ClientSessionMessageListener() = 0;
66 
67 public:
68  /// By default, send Sequence9 message with gateway->outSeqNum(), KeepAliveLapsed::NotLapsed
69  virtual void onRetransmitRequest(const Messaging::RetransmitRequest12 & /*msg*/, Gateway* /*gateway*/);
70 
71  /// By default, send Sequence9 message with gateway->outSeqNum(), KeepAliveLapsed::NotLapsed
72  virtual void onSequence(const Messaging::Sequence9 & /*msg*/, Gateway * /*gateway*/);
73 };
74 
75 }
76 }
77 }
78 }
79 
80 #endif
OrderCancelRequest message submits a deletion of an existing order by referencing the original client...
Definition: Messages.h:7732
#define ONIXS_B3_BOE_API_DECL(typeKind, typeName)
Definition: ABI.h:29
Sent by client system to replace an existing order.
Definition: Messages.h:6663
virtual void onQuote(const Messaging::Quote403 &, Gateway *)
The SecurityDefinitionRequest message creates a User Defined Spread (UDS) instrument. User-Defined Spreads provide users of the electronic trading platform the ability to create strategies composed by their choice of leg instruments, leg ratio and leg side.
Definition: Messages.h:16671
B3 BOE Gateway Emulator.
Definition: Gateway.h:66
virtual void onQuoteRequestReject(const Messaging::QuoteRequestReject405 &, Gateway *)
virtual void onAllocationInstruction(const Messaging::AllocationInstruction601 &, Gateway *)
virtual void onSimpleNewOrder(const Messaging::SimpleNewOrder100 &, Gateway *)
virtual void onQuoteCancel(const Messaging::QuoteCancel404 &, Gateway *)
Quote message is used as the response to a QuoteRequest message, tradeable, and restricted tradeable ...
Definition: Messages.h:19625
#define ONIXS_B3_BOE_EXPORTED
Definition: Compiler.h:181
virtual void onQuoteRequest(const Messaging::QuoteRequest401 &, Gateway *)
virtual void onOrderMassActionRequest(const Messaging::OrderMassActionRequest701 &, Gateway *)
The QuoteRequestReject message is used when a QuoteRequest is not accept by B3 due to missing or inco...
Definition: Messages.h:20922
The SimpleModifyOrder submits a simple modify request for basic parameters like price and quantity...
Definition: Messages.h:4928
virtual void onSimpleModifyOrder(const Messaging::SimpleModifyOrder101 &, Gateway *)
virtual void onPositionMaintenanceCancelRequest(const Messaging::PositionMaintenanceCancelRequest501 &, Gateway *)
SimpleNewOrder message submits a simple new order focused on sent only main parameters with low compl...
Definition: Messages.h:4232
Definition: Defines.h:40
virtual void onSecurityDefinitionRequest(const Messaging::SecurityDefinitionRequest300 &, Gateway *)
The QuoteStatusReport message is to inform the current status of forward acceptance.
Definition: Messages.h:18655
virtual void onOrderCancelReplaceRequest(const Messaging::OrderCancelReplaceRequest104 &, Gateway *)
The QuoteCancel message is used to cancel a previous QuoteRequest message.
Definition: Messages.h:20356
NewOrderSingle message is used to enter an order in the system; the behavior of an order can be affec...
Definition: Messages.h:5695
virtual void onOrderCancelRequest(const Messaging::OrderCancelRequest105 &, Gateway *)
RetransmitRequest message is used for client to recover missed messages.
Definition: Messages.h:3321
virtual void onQuoteStatusReport(const Messaging::QuoteStatusReport402 &, Gateway *)
virtual void onNewOrderCross(const Messaging::NewOrderCross106 &, Gateway *)
PositionMaintenanceCancelRequest is a solicited cancel of PositionMaintenance message sent by client...
Definition: Messages.h:21964
PositionMaintenanceRequest message allows the position owner (holder) to submit requests which will a...
Definition: Messages.h:22384
Sequence message specifies the sequence number of the next business message both: Recoverable (B3 to ...
Definition: Messages.h:3073
The NewOrderCross message submits a Cross on Order Entry gateway, a two-sided order submitted by a si...
Definition: Messages.h:8329
virtual void onPositionMaintenanceRequest(const Messaging::PositionMaintenanceRequest502 &, Gateway *)
OrderMassActionRequest is sent by the client system to cancel working orders that belongs to a define...
Definition: Messages.h:25346
AllocationInstruction message submits a request to allocate (fully or partially) a non-allocated trad...
Definition: Messages.h:24076
virtual void onNewOrderSingle(const Messaging::NewOrderSingle102 &, Gateway *)
The Quote Request message is used within the context of this Forward transaction in which two parties...
Definition: Messages.h:17703