OnixS C++ HKEX OMD-C Handler 1.0.0
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MessageListener.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
25
26
27namespace OnixS {
28namespace HKEX {
29namespace MarketData {
30namespace Omdc {
31
32 struct SequenceResetMsg;
34 struct RefreshCompleteMsg;
38 struct CurrencyRateMsg;
40 struct SecurityStatusMsg;
41 struct AddOrderMsg;
42 struct ModifyOrderMsg;
43 struct DeleteOrderMsg;
44 struct AddOddLotOrderMsg;
47 struct BrokerQueueMsg;
48 struct OrderImbalanceMsg;
49 struct TradeMsg;
50 struct TradeCancelMsg;
51 struct TradeTickerMsg;
52 struct ClosingPriceMsg;
53 struct NominalPriceMsg;
55 struct ReferencePriceMsg;
56 struct VCMTriggerMsg;
57 struct StatisticsMsg;
58 struct MarketTurnoverMsg;
59 struct YieldMsg;
60 struct NewsMsg;
61 struct IndexDefinitionMsg;
62 struct IndexDataMsg;
65
68 {
69 public:
71 virtual void onGap(SequenceNumber /*expectedSeqNum*/, SequenceNumber /*receivedSeqNum*/) {}
72
74 virtual void onSequenceReset(const SequenceResetMsg&, const DataSource&) {}
75
78
80 virtual void onRefreshComplete(const RefreshCompleteMsg&, const DataSource&) {}
81
83 virtual void onMarketDefinition(const MarketDefinitionMsg&, const DataSource&) {}
84
87
89 virtual void onLiquidityProvider(const LiquidityProviderMsg&, const DataSource&) {}
90
92 virtual void onCurrencyRate(const CurrencyRateMsg&, const DataSource&) {}
93
96
98 virtual void onSecurityStatus(const SecurityStatusMsg&, const DataSource&) {}
99
101 virtual void onAddOrder(const AddOrderMsg&, const DataSource&) {}
102
104 virtual void onModifyOrder(const ModifyOrderMsg&, const DataSource&) {}
105
107 virtual void onDeleteOrder(const DeleteOrderMsg&, const DataSource&) {}
108
110 virtual void onAddOddLotOrder(const AddOddLotOrderMsg&, const DataSource&) {}
111
114
117
119 virtual void onBrokerQueue(const BrokerQueueMsg&, const DataSource&) {}
120
122 virtual void onOrderImbalance(const OrderImbalanceMsg&, const DataSource&) {}
123
125 virtual void onTrade(const TradeMsg&, const DataSource&) {}
126
128 virtual void onTradeCancel(const TradeCancelMsg&, const DataSource&) {}
129
131 virtual void onTradeTicker(const TradeTickerMsg&, const DataSource&) {}
132
134 virtual void onClosingPrice(const ClosingPriceMsg&, const DataSource&) {}
135
137 virtual void onNominalPrice(const NominalPriceMsg&, const DataSource&) {}
138
141
143 virtual void onReferencePrice(const ReferencePriceMsg&, const DataSource&) {}
144
146 virtual void onVCMTrigger(const VCMTriggerMsg&, const DataSource&) {}
147
149 virtual void onStatistics(const StatisticsMsg&, const DataSource&) {}
150
152 virtual void onMarketTurnover(const MarketTurnoverMsg&, const DataSource&) {}
153
155 virtual void onYield(const YieldMsg&, const DataSource&) {}
156
158 virtual void onNews(const NewsMsg&, const DataSource&) {}
159
161 virtual void onIndexDefinition(const IndexDefinitionMsg&, const DataSource&) {}
162
164 virtual void onIndexData(const IndexDataMsg&, const DataSource&) {}
165
168
171
172 protected:
173 virtual ~MessageListener() {}
174 };
175}
176}
177}
178}
virtual void onSecurityDefinition(const SecurityDefinitionMsg &, const DataSource &)
Fires when SecurityDefinition is received.
virtual void onTradeCancel(const TradeCancelMsg &, const DataSource &)
Fires when TradeCancel is received.
virtual void onStatistics(const StatisticsMsg &, const DataSource &)
Fires when Statistics is received.
virtual void onAddOddLotOrder(const AddOddLotOrderMsg &, const DataSource &)
Fires when AddOddLotOrder is received.
virtual void onRefreshComplete(const RefreshCompleteMsg &, const DataSource &)
Fires when RefreshComplete is received.
virtual void onReferencePrice(const ReferencePriceMsg &, const DataSource &)
Fires when ReferencePrice is received.
virtual void onTradeTicker(const TradeTickerMsg &, const DataSource &)
Fires when TradeTicker is received.
virtual void onLiquidityProvider(const LiquidityProviderMsg &, const DataSource &)
Fires when LiquidityProvider is received.
virtual void onDeleteOrder(const DeleteOrderMsg &, const DataSource &)
Fires when DeleteOrder is received.
virtual void onClosingPrice(const ClosingPriceMsg &, const DataSource &)
Fires when ClosingPrice is received.
virtual void onTrade(const TradeMsg &, const DataSource &)
Fires when Trade is received.
virtual void onStockConnectDailyQuotaBalance(const StockConnectDailyQuotaBalanceMsg &, const DataSource &)
Fires when StockConnectDailyQuotaBalance is received.
virtual void onOrderImbalance(const OrderImbalanceMsg &, const DataSource &)
Fires when OrderImbalance is received.
virtual void onDeleteOddLotOrder(const DeleteOddLotOrderMsg &, const DataSource &)
Fires when DeleteOddLotOrder is received.
virtual void onCurrencyRate(const CurrencyRateMsg &, const DataSource &)
Fires when CurrencyRate is received.
virtual void onDisasterRecoverySignal(const DisasterRecoverySignalMsg &, const DataSource &)
Fires when DisasterRecoverySignal is received.
virtual void onIndicativeEquilibriumPrice(const IndicativeEquilibriumPriceMsg &, const DataSource &)
Fires when IndicativeEquilibriumPrice is received.
virtual void onModifyOrder(const ModifyOrderMsg &, const DataSource &)
Fires when ModifyOrder is received.
virtual void onIndexData(const IndexDataMsg &, const DataSource &)
Fires when IndexData is received.
virtual void onNews(const NewsMsg &, const DataSource &)
Fires when News is received.
virtual void onMarketDefinition(const MarketDefinitionMsg &, const DataSource &)
Fires when MarketDefinition is received.
virtual void onTradingSessionStatus(const TradingSessionStatusMsg &, const DataSource &)
Fires when TradingSessionStatus is received.
virtual void onAddOrder(const AddOrderMsg &, const DataSource &)
Fires when AddOrder is received.
virtual void onBrokerQueue(const BrokerQueueMsg &, const DataSource &)
Fires when BrokerQueue is received.
virtual void onSecurityStatus(const SecurityStatusMsg &, const DataSource &)
Fires when SecurityStatus is received.
virtual void onMarketTurnover(const MarketTurnoverMsg &, const DataSource &)
Fires when MarketTurnover is received.
virtual void onSequenceReset(const SequenceResetMsg &, const DataSource &)
Fires when SequenceReset is received.
virtual void onIndexDefinition(const IndexDefinitionMsg &, const DataSource &)
Fires when IndexDefinition is received.
virtual void onAggregateOrderBookUpdate(const AggregateOrderBookUpdateMsg &, const DataSource &)
Fires when AggregateOrderBookUpdate is received.
virtual void onGap(SequenceNumber, SequenceNumber)
Is invoked when Gap happens.
virtual void onYield(const YieldMsg &, const DataSource &)
Fires when Yield is received.
virtual void onNominalPrice(const NominalPriceMsg &, const DataSource &)
Fires when NominalPrice is received.
virtual void onVCMTrigger(const VCMTriggerMsg &, const DataSource &)
Fires when VCMTrigger is received.
virtual void onStockConnectMarketTurnover(const StockConnectMarketTurnoverMsg &, const DataSource &)
Fires when StockConnectMarketTurnover is received.
UInt32 SequenceNumber
Alias for Sequence Number type.
Definition Defines.h:40