OnixS C++ Cboe CFE Multicast PITCH Market Data Handler
1.12.1
API documentation
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include
OnixS
CboeCFE
MarketData
Pitch
TradeOnOrderExecutionListener.h
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/*
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* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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*
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* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
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* and international copyright treaties.
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*
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* Access to and use of the software is governed by the terms of the applicable ONIXS Software
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* Services Agreement (the Agreement) and Customer end user license agreements granting
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* a non-assignable, non-transferable and non-exclusive license to use the software
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* for it's own data processing purposes under the terms defined in the Agreement.
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*
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* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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* of this source code or associated reference material to any other location for further reproduction
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* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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*
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* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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* the terms of the Agreement is a violation of copyright law.
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*/
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#pragma once
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#include <
OnixS/CboeCFE/MarketData/Pitch/ABI.h
>
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#include <
OnixS/CboeCFE/MarketData/Pitch/Messages.h
>
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namespace
OnixS
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{
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namespace
CboeCFE
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{
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namespace
MarketData
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{
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namespace
Pitch
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{
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struct
OrderExecutedMsg;
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struct
OrderExecutedAtPriceSizeMsg;
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ONIXS_CBOECFE_PITCH_API_DECL
(
struct
, DataSource);
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/// Is generated when Execution messages are received and contains additional information about instrument state
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class
ONIXS_CBOECFE_PITCH_API
TradeOnOrderExecutedListener
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{
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public
:
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/// Is generated when OrderExecutedMsg is received
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virtual
void
onTradeOnOrderExecuted(
const
OrderExecutedMsg
& msg,
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const
DataSource
& dataSource,
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StrRef
symbol,
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const
BinaryPrice
& price,
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Quantity
remainingQuantity) = 0;
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/// Is generated when OrderExecutedAtPriceSizeMsg is received
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virtual
void
onTradeOnOrderExecutedAtPriceSize(
const
OrderExecutedAtPriceSizeMsg& msg,
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const
DataSource
& dataSource,
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StrRef
symbol) = 0;
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protected
:
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virtual
~TradeOnOrderExecutedListener
() {}
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};
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}
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}
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}
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}
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Messages.h
OnixS::CboeCFE::MarketData::Pitch::StrRef
Provides efficient way of accessing text-based FIX field values.
Definition:
String.h:45
OnixS::CboeCFE::MarketData::Pitch::TradeOnOrderExecutedListener
Is generated when Execution messages are received and contains additional information about instrumen...
Definition:
TradeOnOrderExecutionListener.h:40
ABI.h
OnixS::CboeCFE::MarketData::Pitch::Quantity
Binary4 Quantity
Alias for Quantity type.
Definition:
Defines.h:118
OnixS
Definition:
Enumerations.h:27
OnixS::CboeCFE::MarketData::Pitch::DataSource
Data source.
Definition:
Defines.h:42
OnixS::CboeCFE::MarketData::Pitch::FixedPointDecimal< Int64, IntegralConstant< Int8,-4 > >
OnixS::CboeCFE::MarketData::Pitch::OrderExecutedMsg
Order Executed messages are sent when an order on the CFE book is executed in whole or in part...
Definition:
OrderExecuted.h:36
OnixS::CboeCFE::MarketData::Pitch::TradeOnOrderExecutedListener::~TradeOnOrderExecutedListener
virtual ~TradeOnOrderExecutedListener()
Definition:
TradeOnOrderExecutionListener.h:59
OnixS::CboeCFE::MarketData::Pitch::ONIXS_CBOECFE_PITCH_API_DECL
ONIXS_CBOECFE_PITCH_API_DECL(struct, DataSource)