CBOE CSM Market Data Handler class. More...
Public Types | |
enum | Mode { Csm, CsmL2 } |
data channel mode More... | |
Public Member Functions | |
Handler (Mode mode, const HandlerSettings &settings) | |
Performs instance initialization. | |
virtual | ~Handler () |
Finalizes the Handler. | |
void | registerErrorListener (ErrorListener *listener) |
Assigns listener for errors occurred while executing handler. | |
void | registerWarningListener (WarningListener *listener) |
Assigns listener for warnings occurred while executing handler. | |
void | registerHandlerStateListener (HandlerStateListener *listener) |
Assigns listener for state change events occurred while executing handler. | |
void | registerOrderBookListener (OrderBookListener *listener) |
Assigns a listener for PriceLevel order book events occurring while executing the handler. | |
void | registerCurrentMarketListener (CurrentMarketListener *listener) |
Assigns a listener for CurrentMarket messages. | |
void | registerSecurityDefinitionListener (SecurityDefinitionListener *listener) |
Assigns a listener for SecurityDefinitions. | |
void | registerLevel2Listener (Level2Listener *listener) |
Assigns a listener for L2 messages. | |
void | registerSettlementValueListener (SettlementValueListener *listener) |
Assigns a listener for SettlementValue messages. | |
void | registerSummaryListener (SummaryListener *listener) |
Assigns a listener for Summary messages. | |
void | registerPacketGapListener (PacketGapListener *listener) |
Assigns a listener for Packet Gap events. | |
void | registerPacketDataListener (PacketDataListener *listener) |
Assigns a listener for Packet Data events. | |
void | registerEndOfDayListener (EndOfDayListener *listener) |
Assigns a listener for End Of Day event. | |
void | start (bool naturalRefreshMode=false) |
Start the handler. | |
void | start (const ReplayOptions &options) |
Starts replaying previously logged data. | |
void | stop (bool wait) |
Stop handler. | |
HandlerState::Enum | state () const |
Returns handler state. | |
void | log (LogLevel::Enum logLevel, const char *logMessage, size_t length) |
Logs the given user-level message to the handler log. | |
void | log (LogLevel::Enum logLevel, const char *logMessage) |
Logs the given user-level message to the handler log. | |
void | log (LogLevel::Enum logLevel, const std::string &str) |
Logs the given user-level message to the handler log. | |
const char * | licenseExpirationDate () const |
Returns the license expiration date. | |
Static Public Member Functions | |
static const char * | version () |
Returns Handler's version. |
CBOE CSM Market Data Handler class.
enum Mode |
Handler | ( | Mode | mode, |
const HandlerSettings & | settings | ||
) |
Performs instance initialization.
mode | defines the data channel mode to be used |
settings | defines values for various options which affect handler behavior like enabling logging during execution of the handler. |
void registerErrorListener | ( | ErrorListener * | listener | ) |
Assigns listener for errors occurred while executing handler.
It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.
OperationException | if handler not disconnected |
void registerHandlerStateListener | ( | HandlerStateListener * | listener | ) |
Assigns listener for state change events occurred while executing handler.
It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.
OperationException | if handler not disconnected. |
void registerOrderBookListener | ( | OrderBookListener * | listener | ) |
Assigns a listener for PriceLevel order book events occurring while executing the handler.
It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.
OperationException | if handler not disconnected. |
void registerWarningListener | ( | WarningListener * | listener | ) |
Assigns listener for warnings occurred while executing handler.
It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.
OperationException | if handler not disconnected |
void start | ( | bool | naturalRefreshMode = false | ) |
Start the handler.
std::exception | in case of unable to start. |