OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler 1.12.0
API documentation
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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
24
25
26namespace OnixS {
27namespace CboeCFE {
28namespace Trading {
29namespace BOE {
30
58
60 class ONIXS_CBOE_CFE_BOE_API MessageListener
61 {
62 public:
65
67 virtual void onOrderRejected(const OrderRejected&) {};
68
70 virtual void onOrderModified(const OrderModified&) {};
71
73 virtual void onModifyRejected(const ModifyRejected&) {};
74
76 virtual void onOrderExecution(const OrderExecution&) {};
77
79 virtual void onOrderCancelled(const OrderCancelled&) {};
80
82 virtual void onCancelRejected(const CancelRejected&) {};
83
86
89
92
94 virtual void onPurgeRejected(const PurgeRejected&) {};
95
98
100 virtual void onTASRestatement(const TASRestatement&) {};
101
104
107
110
112 virtual void onQuoteRestated(const QuoteRestated&) {};
113
115 virtual void onQuoteExecution(const QuoteExecution&) {};
116
118 virtual void onQuoteCancelled(const QuoteCancelled&) {};
119
122
125
128
131
134
137
140
143
144 protected:
145 virtual ~MessageListener() {};
146 };
147
148}
149}
150}
151}
#define ONIXS_CBOE_CFE_BOE_API_DECL(typeKind, typeName)
Definition ABI.h:31
Incoming (CFE to TPH) message listener.
virtual void onQuoteUpdateAcknowledgement(const QuoteUpdateAcknowledgement &)
Fires when QuoteUpdateAcknowledgement is received.
virtual void onQuoteUpdateRejected(const QuoteUpdateRejected &)
Fires when QuoteUpdateRejected is received.
virtual void onCancelRejected(const CancelRejected &)
Fires when CancelRejected is received.
virtual void onVarianceRestatement(const VarianceRestatement &)
Fires when VarianceRestatement is received.
virtual void onOrderCancelled(const OrderCancelled &)
Fires when OrderCancelled is received.
virtual void onPurgeRejected(const PurgeRejected &)
Fires when PurgeRejected is received.
virtual void onOrderModified(const OrderModified &)
Fires when OrderModified is received.
virtual void onNewComplexInstrumentRejected(const NewComplexInstrumentRejected &)
Fires when NewComplexInstrumentRejected is received.
virtual void onTradeCancelCorrectOptionUSFutures(const TradeCancelCorrectOptionUSFutures &)
Fires when TradeCancelCorrectOptionUSFutures is received.
virtual void onPurgeAcknowledgement(const PurgeAcknowledgement &)
Fires when PurgeAcknowledgement is received.
virtual void onOrderExecution(const OrderExecution &)
Fires when OrderExecution is received.
virtual void onQuoteCancelled(const QuoteCancelled &)
Fires when QuoteCancelled is received.
virtual void onVarianceQuoteRestatement(const VarianceQuoteRestatement &)
Fires when VarianceQuoteRestatement is received.
virtual void onOrderAcknowledgement(const OrderAcknowledgement &)
Fires when OrderAcknowledgement is received.
virtual void onMassCancelAcknowledgement(const MassCancelAcknowledgement &)
Fires when MassCancelAcknowledgement is received.
virtual void onResetRiskAcknowledgement(const ResetRiskAcknowledgement &)
Fires when ResetRiskAcknowledgement is received.
virtual void onNewComplexInstrumentAccepted(const NewComplexInstrumentAccepted &)
Fires when NewComplexInstrumentAccepted is received.
virtual void onOrderRejected(const OrderRejected &)
Fires when OrderRejected is received.
virtual void onMassCancelRejected(const MassCancelRejected &)
Fires when MassCancelRejected is received.
virtual void onTASQuoteRestatement(const TASQuoteRestatement &)
Fires when TASQuoteRestatement is received.
virtual void onModifyRejected(const ModifyRejected &)
Fires when ModifyRejected is received.
virtual void onTASRestatement(const TASRestatement &)
Fires when TASRestatement is received.
virtual void onQuoteRestated(const QuoteRestated &)
Fires when QuoteRestated is received.
virtual void onQuoteExecution(const QuoteExecution &)
Fires when QuoteExecution is received.
virtual void onOrderAcknowledgementOptionUSFutures(const OrderAcknowledgementOptionUSFutures &)
Fires when OrderAcknowledgementOptionUSFutures is received.
virtual void onOrderExecutionOptionUSFutures(const OrderExecutionOptionUSFutures &)
Fires when OrderExecutionOptionUSFutures is received.
virtual void onTradeCancelOrCorrect(const TradeCancelOrCorrect &)
Fires when TradeCancelOrCorrect is received.
A Cancel Rejected message is sent in response to a Cancel Order message to indicate that the cancella...
A Mass Cancel Acknowledgment is an unsequenced message sent when a Cancel Order or Purge Orders messa...
A Mass Cancel Rejected message is sent in response to a Mass Cancel Order message to indicate that th...
Modify Rejected messages are sent in response to a Modify Order for an order which cannot be modified...
Indicates that a requested complex strategy has been rejected.
Is sent in response to a New Order Option US Futures message.
Order Acknowledgement messages are sent in response to a New Order message.
An Order Execution is sent for each fill on an order.
Modified messages are sent in response to a Modify Order to indicate that the order has been successf...
A Purge Acknowledgment is an unsequenced message sent when a Purge Orders message requesting an order...
A Purge Rejected message is sent in response to a Purge Orders message to indicate that the mass canc...
A Quote Cancelled message will be sent to indicate an unsolicited cancellation of a quote entered wit...
A Quote Execution message is used to indicate an execution has occurred on a resting quote.
Quote Restated messages are sent to inform the TPH that an order has been asynchronously modified for...
Quote Update Acknowledgment messages are sent in response to a Quote Update message.
Quote Update Rejected messages are sent in response to a Quote Update message when the entire quote b...
A TAS Quote Restatement is sent post-settlement time for each TAS (VXT, VXMT) quote execution during ...
A TAS Restatement is sent post-settlement time for each TAS execution during the associated business ...
Used to provide notification that a trade has been cancelled.
Used to provide notification that a trade has been cancelled (busted) or corrected (price change only...
A Variance Quote Restatement is sent post-settlement time for each VA and VAO execution during the as...
A Variance Restatement is sent post-settlement time for each VA and VAO execution during the associat...