OnixS C++ B3 BOE Binary Order Entry 1.3.0
API Documentation
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ClientMessageListener.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable OnixS Software
8* Services Agreement (the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19
20#pragma once
21
23
24#if defined(ONIXS_B3_BOE_HAS_GATEWAY_EMULATOR)
25
27
28namespace OnixS {
29namespace B3 {
30namespace BOE {
31namespace Testing {
32
34
37{
38protected:
39
41
42public:
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*/) {}
47 virtual void onOrderCancelRequest(const Messaging::OrderCancelRequest105& /*msg*/, Gateway* /*gateway*/) {}
48 virtual void onNewOrderCross(const Messaging::NewOrderCross106& /*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
63{
64protected:
66
67public:
69 virtual void onRetransmitRequest(const Messaging::RetransmitRequest12 & /*msg*/, Gateway* /*gateway*/);
70
72 virtual void onSequence(const Messaging::Sequence9 & /*msg*/, Gateway * /*gateway*/);
73};
74
75}
76}
77}
78}
79
80#endif
#define ONIXS_B3_BOE_API_DECL(typeKind, typeName)
Definition ABI.h:29
#define ONIXS_B3_BOE_EXPORTED
Definition Compiler.h:181
virtual void onQuoteRequestReject(const Messaging::QuoteRequestReject405 &, Gateway *)
virtual void onSimpleNewOrder(const Messaging::SimpleNewOrder100 &, Gateway *)
virtual void onQuoteStatusReport(const Messaging::QuoteStatusReport402 &, Gateway *)
virtual void onOrderCancelReplaceRequest(const Messaging::OrderCancelReplaceRequest104 &, Gateway *)
virtual void onNewOrderSingle(const Messaging::NewOrderSingle102 &, Gateway *)
virtual void onSimpleModifyOrder(const Messaging::SimpleModifyOrder101 &, Gateway *)
virtual void onPositionMaintenanceCancelRequest(const Messaging::PositionMaintenanceCancelRequest501 &, Gateway *)
virtual void onQuoteCancel(const Messaging::QuoteCancel404 &, Gateway *)
virtual void onQuoteRequest(const Messaging::QuoteRequest401 &, Gateway *)
virtual void onOrderMassActionRequest(const Messaging::OrderMassActionRequest701 &, Gateway *)
virtual void onOrderCancelRequest(const Messaging::OrderCancelRequest105 &, Gateway *)
virtual void onSecurityDefinitionRequest(const Messaging::SecurityDefinitionRequest300 &, Gateway *)
virtual void onPositionMaintenanceRequest(const Messaging::PositionMaintenanceRequest502 &, Gateway *)
virtual void onNewOrderCross(const Messaging::NewOrderCross106 &, Gateway *)
virtual void onAllocationInstruction(const Messaging::AllocationInstruction601 &, Gateway *)
virtual void onQuote(const Messaging::Quote403 &, Gateway *)
virtual void onRetransmitRequest(const Messaging::RetransmitRequest12 &, Gateway *)
By default, send Sequence9 message with gateway->outSeqNum(), KeepAliveLapsed::NotLapsed.
virtual void onSequence(const Messaging::Sequence9 &, Gateway *)
By default, send Sequence9 message with gateway->outSeqNum(), KeepAliveLapsed::NotLapsed.
B3 BOE Gateway Emulator.
Definition Gateway.h:67
AllocationInstruction message submits a request to allocate (fully or partially) a non-allocated trad...
Definition Messages.h:24515
The NewOrderCross message submits a Cross on Order Entry gateway, a two-sided order submitted by a si...
Definition Messages.h:8436
NewOrderSingle message is used to enter an order in the system; the behavior of an order can be affec...
Definition Messages.h:5734
Sent by client system to replace an existing order.
Definition Messages.h:6736
OrderCancelRequest message submits a deletion of an existing order by referencing the original client...
Definition Messages.h:7839
OrderMassActionRequest is sent by the client system to cancel working orders that belongs to a define...
Definition Messages.h:25779
PositionMaintenanceCancelRequest is a solicited cancel of PositionMaintenance message sent by client.
Definition Messages.h:22409
PositionMaintenanceRequest message allows the position owner (holder) to submit requests which will a...
Definition Messages.h:22829
Quote message is used as the response to a QuoteRequest message, tradeable, and restricted tradeable ...
Definition Messages.h:20014
The QuoteCancel message is used to cancel a previous QuoteRequest message.
Definition Messages.h:20773
The Quote Request message is used within the context of this Forward transaction in which two parties...
Definition Messages.h:18036
The QuoteRequestReject message is used when a QuoteRequest is not accept by B3 due to missing or inco...
Definition Messages.h:21339
The QuoteStatusReport message is to inform the current status of forward acceptance.
Definition Messages.h:19016
RetransmitRequest message is used for client to recover missed messages.
Definition Messages.h:3360
The SecurityDefinitionRequest message creates a User Defined Spread (UDS) instrument....
Definition Messages.h:17004
Sequence message specifies the sequence number of the next business message both: Recoverable (B3 to ...
Definition Messages.h:3112
The SimpleModifyOrder submits a simple modify request for basic parameters like price and quantity....
Definition Messages.h:4967
SimpleNewOrder message submits a simple new order focused on sent only main parameters with low compl...
Definition Messages.h:4271