OnixS C++ CME MDP Conflated TCP Handler  1.3.6
API Documentation
MarketDataListener.h
Go to the documentation of this file.
1 // Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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3 // This software owned by Onix Solutions Limited [OnixS] and is
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6 // Access to and use of the software is governed by the terms of the applicable
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8 // agreements granting a non-assignable, non-transferable and non-exclusive license
9 // to use the software for it's own data processing purposes under the terms defined
10 // in the Agreement.
11 //
12 // Except as otherwise granted within the terms of the Agreement, copying or
13 // reproduction of any part of this source code or associated reference material
14 // to any other location for further reproduction or redistribution, and any
15 // amendments to this copyright notice, are expressly prohibited.
16 //
17 // Any reproduction or redistribution for sale or hiring of the Software not in
18 // accordance with the terms of the Agreement is a violation of copyright law.
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20 
21 #pragma once
22 
24 
25 namespace OnixS {
26 namespace CME {
27 namespace ConflatedTCP {
28 
29 ONIXS_CONFLATEDTCP_API_DECL(class, Session);
30 
31 }}}
32 
34 
35 /// Callbacks invoked by Handler during market data
36 /// processing to reflect various stages of processing.
39  /// Invoked when InstrumentDefinitionFixedIncome57 message has received.
40  virtual
41  void
44  Session* /*sn*/)
45  {
46  }
47 
48  /// Invoked when InstrumentDefinitionRepo58 message has received.
49  virtual
50  void
53  Session* /*sn*/)
54  {
55  }
56 
57  /// Invoked when SnapshotRefreshTopOrders59 message has received.
58  virtual
59  void
62  Session* /*sn*/)
63  {
64  }
65 
66  /// Invoked when SecurityStatusWorkup60 message has received.
67  virtual
68  void
71  Session* /*sn*/)
72  {
73  }
74 
75  /// Invoked when SnapshotFullRefreshTCP61 message has received.
76  virtual
77  void
80  Session* /*sn*/)
81  {
82  }
83 
84  /// Invoked when CollateralMarketValue62 message has received.
85  virtual
86  void
89  Session* /*sn*/)
90  {
91  }
92 
93  /// Invoked when InstrumentDefinitionFX63 message has received.
94  virtual
95  void
98  Session* /*sn*/)
99  {
100  }
101 
102  /// Invoked when IncrementalRefreshBookLongQty64 message has received.
103  virtual
104  void
107  Session* /*sn*/)
108  {
109  }
110 
111  /// Invoked when IncrementalRefreshTradeSummaryLongQty65 message has received.
112  virtual
113  void
116  Session* /*sn*/)
117  {
118  }
119 
120  /// Invoked when IncrementalRefreshVolumeLongQty66 message has received.
121  virtual
122  void
125  Session* /*sn*/)
126  {
127  }
128 
129  /// Invoked when IncrementalRefreshSessionStatisticsLongQty67 message has received.
130  virtual
131  void
134  Session* /*sn*/)
135  {
136  }
137 
138  /// Invoked when SnapshotFullRefreshTCPLongQty68 message has received.
139  virtual
140  void
143  Session* /*sn*/)
144  {
145  }
146 
147  /// Invoked when SnapshotFullRefreshLongQty69 message has received.
148  virtual
149  void
152  Session* /*sn*/)
153  {
154  }
155 
156  /// Invoked when AdminHeartbeat302 message has received.
157  virtual
158  void
160  const AdminHeartbeat302&,
161  Session* /*sn*/)
162  {
163  }
164 
165  /// Invoked when IncrementalRefreshSpectrum303 message has received.
166  virtual
167  void
170  Session* /*sn*/)
171  {
172  }
173 
174  /// Invoked when IncrementalRefreshTicker304 message has received.
175  virtual
176  void
179  Session* /*sn*/)
180  {
181  }
182 
183  /// Invoked when SnapshotRefreshSpectrum305 message has received.
184  virtual
185  void
188  Session* /*sn*/)
189  {
190  }
191 
192  /// Invoked when SnapshotRefreshTicker306 message has received.
193  virtual
194  void
197  Session* /*sn*/)
198  {
199  }
200 
201  /// Invoked when GlobalDayRoll307 message has received.
202  virtual
203  void
205  const GlobalDayRoll307&,
206  Session* /*sn*/)
207  {
208  }
209 
210  /// Invoked when ChannelReset4 message has received.
211  virtual
212  void
214  const ChannelReset4&,
215  Session* /*sn*/)
216  {
217  }
218 
219  /// Invoked when AdminHeartbeat12 message has received.
220  virtual
221  void
223  const AdminHeartbeat12&,
224  Session* /*sn*/)
225  {
226  }
227 
228  /// Invoked when AdminLogin15 message has received.
229  virtual
230  void
232  const AdminLogin15&,
233  Session* /*sn*/)
234  {
235  }
236 
237  /// Invoked when AdminLogout16 message has received.
238  virtual
239  void
241  const AdminLogout16&,
242  Session* /*sn*/)
243  {
244  }
245 
246  /// Invoked when InstrumentDefinitionFuture54 message has received.
247  virtual
248  void
251  Session* /*sn*/)
252  {
253  }
254 
255  /// Invoked when InstrumentDefinitionSpread56 message has received.
256  virtual
257  void
260  Session* /*sn*/)
261  {
262  }
263 
264  /// Invoked when SecurityStatus30 message has received.
265  virtual
266  void
268  const SecurityStatus30&,
269  Session* /*sn*/)
270  {
271  }
272 
273  /// Invoked when IncrementalRefreshBook46 message has received.
274  virtual
275  void
278  Session* /*sn*/)
279  {
280  }
281 
282  /// Invoked when IncrementalRefreshDailyStatistics49 message has received.
283  virtual
284  void
287  Session* /*sn*/)
288  {
289  }
290 
291  /// Invoked when IncrementalRefreshLimitsBanding50 message has received.
292  virtual
293  void
296  Session* /*sn*/)
297  {
298  }
299 
300  /// Invoked when IncrementalRefreshSessionStatistics51 message has received.
301  virtual
302  void
305  Session* /*sn*/)
306  {
307  }
308 
309  /// Invoked when IncrementalRefreshVolume37 message has received.
310  virtual
311  void
314  Session* /*sn*/)
315  {
316  }
317 
318  /// Invoked when SnapshotFullRefresh52 message has received.
319  virtual
320  void
322  const SnapshotFullRefresh52&,
323  Session* /*sn*/)
324  {
325  }
326 
327  /// Invoked when QuoteRequest39 message has received.
328  virtual
329  void
331  const QuoteRequest39&,
332  Session* /*sn*/)
333  {
334  }
335 
336  /// Invoked when InstrumentDefinitionOption55 message has received.
337  virtual
338  void
341  Session* /*sn*/)
342  {
343  }
344 
345  /// Invoked when IncrementalRefreshTradeSummary48 message has received.
346  virtual
347  void
350  Session* /*sn*/)
351  {
352  }
353 
354  /// Invoked when IncrementalRefreshOrderBook47 message has received.
355  virtual
356  void
359  Session* /*sn*/)
360  {
361  }
362 
363  /// Invoked when SnapshotFullRefreshOrderBook53 message has received.
364  virtual
365  void
368  Session* /*sn*/)
369  {
370  }
371 
372 };
373 
virtual void onIncrementalRefreshSpectrum(const IncrementalRefreshSpectrum303 &, Session *)
Invoked when IncrementalRefreshSpectrum303 message has received.
virtual void onCollateralMarketValue(const CollateralMarketValue62 &, Session *)
Invoked when CollateralMarketValue62 message has received.
virtual void onSecurityStatus(const SecurityStatus30 &, Session *)
Invoked when SecurityStatus30 message has received.
An Conflated TCP Session.
Definition: Session.h:38
#define ONIXS_CONFLATEDTCP_API_DECL(typeKind, typeName)
Definition: ABI.h:29
virtual void onInstrumentDefinitionSpread(const InstrumentDefinitionSpread56 &, Session *)
Invoked when InstrumentDefinitionSpread56 message has received.
virtual void onAdminHeartbeat302(const AdminHeartbeat302 &, Session *)
Invoked when AdminHeartbeat302 message has received.
virtual void onInstrumentDefinitionRepo(const InstrumentDefinitionRepo58 &, Session *)
Invoked when InstrumentDefinitionRepo58 message has received.
virtual void onIncrementalRefreshSessionStatistics(const IncrementalRefreshSessionStatistics51 &, Session *)
Invoked when IncrementalRefreshSessionStatistics51 message has received.
virtual void onSnapshotFullRefreshTCPLongQty(const SnapshotFullRefreshTCPLongQty68 &, Session *)
Invoked when SnapshotFullRefreshTCPLongQty68 message has received.
virtual void onIncrementalRefreshBookLongQty(const IncrementalRefreshBookLongQty64 &, Session *)
Invoked when IncrementalRefreshBookLongQty64 message has received.
virtual void onIncrementalRefreshTradeSummary(const IncrementalRefreshTradeSummary48 &, Session *)
Invoked when IncrementalRefreshTradeSummary48 message has received.
#define ONIXS_CONFLATEDTCP_MESSAGING_MDP_NAMESPACE_BEGIN
Definition: ABI.h:147
virtual void onIncrementalRefreshSessionStatisticsLongQty(const IncrementalRefreshSessionStatisticsLongQty67 &, Session *)
Invoked when IncrementalRefreshSessionStatisticsLongQty67 message has received.
virtual void onIncrementalRefreshTradeSummaryLongQty(const IncrementalRefreshTradeSummaryLongQty65 &, Session *)
Invoked when IncrementalRefreshTradeSummaryLongQty65 message has received.
virtual void onIncrementalRefreshVolume(const IncrementalRefreshVolume37 &, Session *)
Invoked when IncrementalRefreshVolume37 message has received.
virtual void onInstrumentDefinitionOption(const InstrumentDefinitionOption55 &, Session *)
Invoked when InstrumentDefinitionOption55 message has received.
Definition: Defines.h:40
#define ONIXS_CONFLATEDTCP_MESSAGING_MDP_NAMESPACE_END
Definition: ABI.h:151
virtual void onSnapshotRefreshTopOrders(const SnapshotRefreshTopOrders59 &, Session *)
Invoked when SnapshotRefreshTopOrders59 message has received.
virtual void onIncrementalRefreshDailyStatistics(const IncrementalRefreshDailyStatistics49 &, Session *)
Invoked when IncrementalRefreshDailyStatistics49 message has received.
virtual void onInstrumentDefinitionFX(const InstrumentDefinitionFX63 &, Session *)
Invoked when InstrumentDefinitionFX63 message has received.
virtual void onAdminLogout(const AdminLogout16 &, Session *)
Invoked when AdminLogout16 message has received.
virtual void onIncrementalRefreshOrderBook(const IncrementalRefreshOrderBook47 &, Session *)
Invoked when IncrementalRefreshOrderBook47 message has received.
virtual void onSnapshotFullRefreshTCP(const SnapshotFullRefreshTCP61 &, Session *)
Invoked when SnapshotFullRefreshTCP61 message has received.
virtual void onIncrementalRefreshTicker(const IncrementalRefreshTicker304 &, Session *)
Invoked when IncrementalRefreshTicker304 message has received.
virtual void onSnapshotRefreshSpectrum(const SnapshotRefreshSpectrum305 &, Session *)
Invoked when SnapshotRefreshSpectrum305 message has received.
virtual void onSnapshotFullRefreshOrderBook(const SnapshotFullRefreshOrderBook53 &, Session *)
Invoked when SnapshotFullRefreshOrderBook53 message has received.
virtual void onSnapshotRefreshTicker(const SnapshotRefreshTicker306 &, Session *)
Invoked when SnapshotRefreshTicker306 message has received.
virtual void onGlobalDayRoll(const GlobalDayRoll307 &, Session *)
Invoked when GlobalDayRoll307 message has received.
virtual void onAdminHeartbeat(const AdminHeartbeat12 &, Session *)
Invoked when AdminHeartbeat12 message has received.
virtual void onSnapshotFullRefresh(const SnapshotFullRefresh52 &, Session *)
Invoked when SnapshotFullRefresh52 message has received.
virtual void onChannelReset(const ChannelReset4 &, Session *)
Invoked when ChannelReset4 message has received.
virtual void onSecurityStatusWorkup(const SecurityStatusWorkup60 &, Session *)
Invoked when SecurityStatusWorkup60 message has received.
Callbacks invoked by Handler during market data processing to reflect various stages of processing...
virtual void onIncrementalRefreshLimitsBanding(const IncrementalRefreshLimitsBanding50 &, Session *)
Invoked when IncrementalRefreshLimitsBanding50 message has received.
virtual void onAdminLogin(const AdminLogin15 &, Session *)
Invoked when AdminLogin15 message has received.
virtual void onIncrementalRefreshVolumeLongQty(const IncrementalRefreshVolumeLongQty66 &, Session *)
Invoked when IncrementalRefreshVolumeLongQty66 message has received.
virtual void onIncrementalRefreshBook(const IncrementalRefreshBook46 &, Session *)
Invoked when IncrementalRefreshBook46 message has received.
virtual void onSnapshotFullRefreshLongQty(const SnapshotFullRefreshLongQty69 &, Session *)
Invoked when SnapshotFullRefreshLongQty69 message has received.
#define ONIXS_CONFLATEDTCP_EXPORTED_STRUCT
Definition: ABI.h:48
virtual void onInstrumentDefinitionFixedIncome(const InstrumentDefinitionFixedIncome57 &, Session *)
Invoked when InstrumentDefinitionFixedIncome57 message has received.
virtual void onInstrumentDefinitionFuture(const InstrumentDefinitionFuture54 &, Session *)
Invoked when InstrumentDefinitionFuture54 message has received.
virtual void onQuoteRequest(const QuoteRequest39 &, Session *)
Invoked when QuoteRequest39 message has received.