OnixS C++ CBOE CFE Binary Order Entry (BOE) Handler  1.12.0
API documentation
MessageListener.h
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19 
20 #pragma once
21 
24 
25 
26 namespace OnixS {
27 namespace CboeCFE {
28 namespace Trading {
29 namespace BOE {
30 
31  ONIXS_CBOE_CFE_BOE_API_DECL(struct, OrderAcknowledgement);
32  ONIXS_CBOE_CFE_BOE_API_DECL(struct, OrderRejected);
33  ONIXS_CBOE_CFE_BOE_API_DECL(struct, OrderModified);
34  ONIXS_CBOE_CFE_BOE_API_DECL(struct, ModifyRejected);
35  ONIXS_CBOE_CFE_BOE_API_DECL(struct, OrderExecution);
36  ONIXS_CBOE_CFE_BOE_API_DECL(struct, OrderCancelled);
37  ONIXS_CBOE_CFE_BOE_API_DECL(struct, CancelRejected);
38  ONIXS_CBOE_CFE_BOE_API_DECL(struct, MassCancelAcknowledgement);
39  ONIXS_CBOE_CFE_BOE_API_DECL(struct, MassCancelRejected);
40  ONIXS_CBOE_CFE_BOE_API_DECL(struct, PurgeAcknowledgement);
41  ONIXS_CBOE_CFE_BOE_API_DECL(struct, PurgeRejected);
42  ONIXS_CBOE_CFE_BOE_API_DECL(struct, TradeCancelOrCorrect);
43  ONIXS_CBOE_CFE_BOE_API_DECL(struct, TASRestatement);
44  ONIXS_CBOE_CFE_BOE_API_DECL(struct, VarianceRestatement);
45  ONIXS_CBOE_CFE_BOE_API_DECL(struct, QuoteUpdateAcknowledgement);
46  ONIXS_CBOE_CFE_BOE_API_DECL(struct, QuoteUpdateRejected);
47  ONIXS_CBOE_CFE_BOE_API_DECL(struct, QuoteRestated);
48  ONIXS_CBOE_CFE_BOE_API_DECL(struct, QuoteExecution);
49  ONIXS_CBOE_CFE_BOE_API_DECL(struct, QuoteCancelled);
50  ONIXS_CBOE_CFE_BOE_API_DECL(struct, TASQuoteRestatement);
51  ONIXS_CBOE_CFE_BOE_API_DECL(struct, VarianceQuoteRestatement);
52  ONIXS_CBOE_CFE_BOE_API_DECL(struct, ResetRiskAcknowledgement);
53  ONIXS_CBOE_CFE_BOE_API_DECL(struct, OrderAcknowledgementOptionUSFutures);
54  ONIXS_CBOE_CFE_BOE_API_DECL(struct, OrderExecutionOptionUSFutures);
55  ONIXS_CBOE_CFE_BOE_API_DECL(struct, TradeCancelCorrectOptionUSFutures);
56  ONIXS_CBOE_CFE_BOE_API_DECL(struct, NewComplexInstrumentAccepted);
57  ONIXS_CBOE_CFE_BOE_API_DECL(struct, NewComplexInstrumentRejected);
58 
59  /// Incoming (CFE to TPH) message listener
60  class ONIXS_CBOE_CFE_BOE_API MessageListener
61  {
62  public:
63  /// Fires when OrderAcknowledgement is received.
65 
66  /// Fires when OrderRejected is received.
67  virtual void onOrderRejected(const OrderRejected&) {};
68 
69  /// Fires when OrderModified is received.
70  virtual void onOrderModified(const OrderModified&) {};
71 
72  /// Fires when ModifyRejected is received.
73  virtual void onModifyRejected(const ModifyRejected&) {};
74 
75  /// Fires when OrderExecution is received.
76  virtual void onOrderExecution(const OrderExecution&) {};
77 
78  /// Fires when OrderCancelled is received.
79  virtual void onOrderCancelled(const OrderCancelled&) {};
80 
81  /// Fires when CancelRejected is received.
82  virtual void onCancelRejected(const CancelRejected&) {};
83 
84  /// Fires when MassCancelAcknowledgement is received.
86 
87  /// Fires when MassCancelRejected is received.
88  virtual void onMassCancelRejected(const MassCancelRejected&) {};
89 
90  /// Fires when PurgeAcknowledgement is received.
92 
93  /// Fires when PurgeRejected is received.
94  virtual void onPurgeRejected(const PurgeRejected&) {};
95 
96  /// Fires when TradeCancelOrCorrect is received.
98 
99  /// Fires when TASRestatement is received.
100  virtual void onTASRestatement(const TASRestatement&) {};
101 
102  /// Fires when VarianceRestatement is received.
104 
105  /// Fires when QuoteUpdateAcknowledgement is received.
107 
108  /// Fires when QuoteUpdateRejected is received.
110 
111  /// Fires when QuoteRestated is received.
112  virtual void onQuoteRestated(const QuoteRestated&) {};
113 
114  /// Fires when QuoteExecution is received.
115  virtual void onQuoteExecution(const QuoteExecution&) {};
116 
117  /// Fires when QuoteCancelled is received.
118  virtual void onQuoteCancelled(const QuoteCancelled&) {};
119 
120  /// Fires when TASQuoteRestatement is received.
122 
123  /// Fires when VarianceQuoteRestatement is received.
125 
126  /// Fires when ResetRiskAcknowledgement is received.
128 
129  /// Fires when OrderAcknowledgementOptionUSFutures is received.
131 
132  /// Fires when OrderExecutionOptionUSFutures is received.
134 
135  /// Fires when TradeCancelCorrectOptionUSFutures is received.
137 
138  /// Fires when NewComplexInstrumentAccepted is received.
140 
141  /// Fires when NewComplexInstrumentRejected is received.
143 
144  protected:
145  virtual ~MessageListener() {};
146  };
147 
148 }
149 }
150 }
151 }
virtual void onTASRestatement(const TASRestatement &)
Fires when TASRestatement is received.
A Cancel Rejected message is sent in response to a Cancel Order message to indicate that the cancella...
virtual void onQuoteExecution(const QuoteExecution &)
Fires when QuoteExecution is received.
virtual void onCancelRejected(const CancelRejected &)
Fires when CancelRejected is received.
ONIXS_CBOE_CFE_BOE_API_DECL(struct, OutgoingMessage)
virtual void onResetRiskAcknowledgement(const ResetRiskAcknowledgement &)
Fires when ResetRiskAcknowledgement is received.
virtual void onOrderAcknowledgement(const OrderAcknowledgement &)
Fires when OrderAcknowledgement is received.
Modified messages are sent in response to a Modify Order to indicate that the order has been successf...
Definition: OrderModified.h:36
Is sent in response to a New Order Option US Futures message.
virtual void onTradeCancelOrCorrect(const TradeCancelOrCorrect &)
Fires when TradeCancelOrCorrect is received.
Used to provide notification that a trade has been cancelled (busted) or corrected (price change only...
virtual void onOrderCancelled(const OrderCancelled &)
Fires when OrderCancelled is received.
virtual void onMassCancelAcknowledgement(const MassCancelAcknowledgement &)
Fires when MassCancelAcknowledgement is received.
virtual void onMassCancelRejected(const MassCancelRejected &)
Fires when MassCancelRejected is received.
virtual void onQuoteUpdateRejected(const QuoteUpdateRejected &)
Fires when QuoteUpdateRejected is received.
Order Acknowledgement messages are sent in response to a New Order message.
virtual void onOrderRejected(const OrderRejected &)
Fires when OrderRejected is received.
A Variance Quote Restatement is sent post-settlement time for each VA and VAO execution during the as...
Indicates that a requested complex strategy has been rejected.
A Variance Restatement is sent post-settlement time for each VA and VAO execution during the associat...
Modify Rejected messages are sent in response to a Modify Order for an order which cannot be modified...
virtual void onPurgeAcknowledgement(const PurgeAcknowledgement &)
Fires when PurgeAcknowledgement is received.
A Mass Cancel Rejected message is sent in response to a Mass Cancel Order message to indicate that th...
virtual void onQuoteRestated(const QuoteRestated &)
Fires when QuoteRestated is received.
virtual void onVarianceRestatement(const VarianceRestatement &)
Fires when VarianceRestatement is received.
virtual void onOrderAcknowledgementOptionUSFutures(const OrderAcknowledgementOptionUSFutures &)
Fires when OrderAcknowledgementOptionUSFutures is received.
virtual void onOrderExecution(const OrderExecution &)
Fires when OrderExecution is received.
virtual void onQuoteCancelled(const QuoteCancelled &)
Fires when QuoteCancelled is received.
virtual void onNewComplexInstrumentAccepted(const NewComplexInstrumentAccepted &)
Fires when NewComplexInstrumentAccepted is received.
Used to provide notification that a trade has been cancelled.
Incoming (CFE to TPH) message listener.
virtual void onPurgeRejected(const PurgeRejected &)
Fires when PurgeRejected is received.
virtual void onQuoteUpdateAcknowledgement(const QuoteUpdateAcknowledgement &)
Fires when QuoteUpdateAcknowledgement is received.
A Mass Cancel Acknowledgment is an unsequenced message sent when a Cancel Order or Purge Orders messa...
Quote Restated messages are sent to inform the TPH that an order has been asynchronously modified for...
Definition: QuoteRestated.h:36
A Purge Acknowledgment is an unsequenced message sent when a Purge Orders message requesting an order...
A TAS Quote Restatement is sent post-settlement time for each TAS (VXT, VXMT) quote execution during ...
virtual void onVarianceQuoteRestatement(const VarianceQuoteRestatement &)
Fires when VarianceQuoteRestatement is received.
Quote Update Acknowledgment messages are sent in response to a Quote Update message.
A Quote Cancelled message will be sent to indicate an unsolicited cancellation of a quote entered wit...
virtual void onNewComplexInstrumentRejected(const NewComplexInstrumentRejected &)
Fires when NewComplexInstrumentRejected is received.
virtual void onOrderModified(const OrderModified &)
Fires when OrderModified is received.
virtual void onOrderExecutionOptionUSFutures(const OrderExecutionOptionUSFutures &)
Fires when OrderExecutionOptionUSFutures is received.
virtual void onModifyRejected(const ModifyRejected &)
Fires when ModifyRejected is received.
A TAS Restatement is sent post-settlement time for each TAS execution during the associated business ...
An Order Execution is sent for each fill on an order.
virtual void onTradeCancelCorrectOptionUSFutures(const TradeCancelCorrectOptionUSFutures &)
Fires when TradeCancelCorrectOptionUSFutures is received.
virtual void onTASQuoteRestatement(const TASQuoteRestatement &)
Fires when TASQuoteRestatement is received.
A Purge Rejected message is sent in response to a Purge Orders message to indicate that the mass canc...
Definition: PurgeRejected.h:36
Quote Update Rejected messages are sent in response to a Quote Update message when the entire quote b...
A Quote Execution message is used to indicate an execution has occurred on a resting quote...