OnixS C++ CME MDP Conflated TCP Handler 1.3.6
API Documentation
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MarketDataListener.h
Go to the documentation of this file.
1// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2//
3// This software owned by Onix Solutions Limited [OnixS] and is
4// protected by copyright law and international copyright treaties.
5//
6// Access to and use of the software is governed by the terms of the applicable
7// OnixS Software Services Agreement (the Agreement) and Customer end user license
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.
19//
20
21#pragma once
22
24
25namespace OnixS {
26namespace CME {
27namespace ConflatedTCP {
28
30
31}}}
32
34
40 virtual
41 void
47
49 virtual
50 void
56
58 virtual
59 void
65
67 virtual
68 void
71 Session* /*sn*/)
72 {
73 }
74
76 virtual
77 void
83
85 virtual
86 void
89 Session* /*sn*/)
90 {
91 }
92
94 virtual
95 void
98 Session* /*sn*/)
99 {
100 }
101
103 virtual
104 void
110
112 virtual
113 void
119
121 virtual
122 void
128
130 virtual
131 void
137
139 virtual
140 void
146
148 virtual
149 void
155
157 virtual
158 void
160 const AdminHeartbeat302&,
161 Session* /*sn*/)
162 {
163 }
164
166 virtual
167 void
173
175 virtual
176 void
182
184 virtual
185 void
188 Session* /*sn*/)
189 {
190 }
191
193 virtual
194 void
197 Session* /*sn*/)
198 {
199 }
200
202 virtual
203 void
205 const GlobalDayRoll307&,
206 Session* /*sn*/)
207 {
208 }
209
211 virtual
212 void
214 const ChannelReset4&,
215 Session* /*sn*/)
216 {
217 }
218
220 virtual
221 void
223 const AdminHeartbeat12&,
224 Session* /*sn*/)
225 {
226 }
227
229 virtual
230 void
232 const AdminLogin15&,
233 Session* /*sn*/)
234 {
235 }
236
238 virtual
239 void
241 const AdminLogout16&,
242 Session* /*sn*/)
243 {
244 }
245
247 virtual
248 void
254
256 virtual
257 void
263
265 virtual
266 void
268 const SecurityStatus30&,
269 Session* /*sn*/)
270 {
271 }
272
274 virtual
275 void
278 Session* /*sn*/)
279 {
280 }
281
283 virtual
284 void
290
292 virtual
293 void
299
301 virtual
302 void
308
310 virtual
311 void
314 Session* /*sn*/)
315 {
316 }
317
319 virtual
320 void
323 Session* /*sn*/)
324 {
325 }
326
328 virtual
329 void
331 const QuoteRequest39&,
332 Session* /*sn*/)
333 {
334 }
335
337 virtual
338 void
344
346 virtual
347 void
353
355 virtual
356 void
362
364 virtual
365 void
371
372};
373
#define ONIXS_CONFLATEDTCP_MESSAGING_MDP_NAMESPACE_BEGIN
Definition ABI.h:147
#define ONIXS_CONFLATEDTCP_API_DECL(typeKind, typeName)
Definition ABI.h:29
#define ONIXS_CONFLATEDTCP_EXPORTED_STRUCT
Definition ABI.h:48
#define ONIXS_CONFLATEDTCP_MESSAGING_MDP_NAMESPACE_END
Definition ABI.h:151
An Conflated TCP Session.
Definition Session.h:39
Callbacks invoked by Handler during market data processing to reflect various stages of processing.
virtual void onSnapshotFullRefreshTCPLongQty(const SnapshotFullRefreshTCPLongQty68 &, Session *)
Invoked when SnapshotFullRefreshTCPLongQty68 message has received.
virtual void onIncrementalRefreshBook(const IncrementalRefreshBook46 &, Session *)
Invoked when IncrementalRefreshBook46 message has received.
virtual void onIncrementalRefreshBookLongQty(const IncrementalRefreshBookLongQty64 &, Session *)
Invoked when IncrementalRefreshBookLongQty64 message has received.
virtual void onSnapshotRefreshTopOrders(const SnapshotRefreshTopOrders59 &, Session *)
Invoked when SnapshotRefreshTopOrders59 message has received.
virtual void onSnapshotFullRefreshLongQty(const SnapshotFullRefreshLongQty69 &, Session *)
Invoked when SnapshotFullRefreshLongQty69 message has received.
virtual void onIncrementalRefreshDailyStatistics(const IncrementalRefreshDailyStatistics49 &, Session *)
Invoked when IncrementalRefreshDailyStatistics49 message has received.
virtual void onInstrumentDefinitionOption(const InstrumentDefinitionOption55 &, Session *)
Invoked when InstrumentDefinitionOption55 message has received.
virtual void onQuoteRequest(const QuoteRequest39 &, Session *)
Invoked when QuoteRequest39 message has received.
virtual void onInstrumentDefinitionFX(const InstrumentDefinitionFX63 &, Session *)
Invoked when InstrumentDefinitionFX63 message has received.
virtual void onIncrementalRefreshSessionStatistics(const IncrementalRefreshSessionStatistics51 &, Session *)
Invoked when IncrementalRefreshSessionStatistics51 message has received.
virtual void onSnapshotRefreshTicker(const SnapshotRefreshTicker306 &, Session *)
Invoked when SnapshotRefreshTicker306 message has received.
virtual void onIncrementalRefreshSpectrum(const IncrementalRefreshSpectrum303 &, Session *)
Invoked when IncrementalRefreshSpectrum303 message has received.
virtual void onIncrementalRefreshSessionStatisticsLongQty(const IncrementalRefreshSessionStatisticsLongQty67 &, Session *)
Invoked when IncrementalRefreshSessionStatisticsLongQty67 message has received.
virtual void onAdminHeartbeat(const AdminHeartbeat12 &, Session *)
Invoked when AdminHeartbeat12 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 onSecurityStatus(const SecurityStatus30 &, Session *)
Invoked when SecurityStatus30 message has received.
virtual void onSnapshotFullRefresh(const SnapshotFullRefresh52 &, Session *)
Invoked when SnapshotFullRefresh52 message has received.
virtual void onIncrementalRefreshVolume(const IncrementalRefreshVolume37 &, Session *)
Invoked when IncrementalRefreshVolume37 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 onInstrumentDefinitionSpread(const InstrumentDefinitionSpread56 &, Session *)
Invoked when InstrumentDefinitionSpread56 message has received.
virtual void onCollateralMarketValue(const CollateralMarketValue62 &, Session *)
Invoked when CollateralMarketValue62 message has received.
virtual void onSnapshotFullRefreshOrderBook(const SnapshotFullRefreshOrderBook53 &, Session *)
Invoked when SnapshotFullRefreshOrderBook53 message has received.
virtual void onIncrementalRefreshTradeSummaryLongQty(const IncrementalRefreshTradeSummaryLongQty65 &, Session *)
Invoked when IncrementalRefreshTradeSummaryLongQty65 message has received.
virtual void onGlobalDayRoll(const GlobalDayRoll307 &, Session *)
Invoked when GlobalDayRoll307 message has received.
virtual void onAdminHeartbeat302(const AdminHeartbeat302 &, Session *)
Invoked when AdminHeartbeat302 message has received.
virtual void onAdminLogout(const AdminLogout16 &, Session *)
Invoked when AdminLogout16 message has received.
virtual void onSnapshotRefreshSpectrum(const SnapshotRefreshSpectrum305 &, Session *)
Invoked when SnapshotRefreshSpectrum305 message has received.
virtual void onInstrumentDefinitionFuture(const InstrumentDefinitionFuture54 &, Session *)
Invoked when InstrumentDefinitionFuture54 message has received.
virtual void onChannelReset(const ChannelReset4 &, Session *)
Invoked when ChannelReset4 message has received.
virtual void onInstrumentDefinitionRepo(const InstrumentDefinitionRepo58 &, Session *)
Invoked when InstrumentDefinitionRepo58 message has received.
virtual void onInstrumentDefinitionFixedIncome(const InstrumentDefinitionFixedIncome57 &, Session *)
Invoked when InstrumentDefinitionFixedIncome57 message has received.
virtual void onIncrementalRefreshLimitsBanding(const IncrementalRefreshLimitsBanding50 &, Session *)
Invoked when IncrementalRefreshLimitsBanding50 message has received.
virtual void onIncrementalRefreshTradeSummary(const IncrementalRefreshTradeSummary48 &, Session *)
Invoked when IncrementalRefreshTradeSummary48 message has received.
virtual void onSecurityStatusWorkup(const SecurityStatusWorkup60 &, Session *)
Invoked when SecurityStatusWorkup60 message has received.
virtual void onIncrementalRefreshOrderBook(const IncrementalRefreshOrderBook47 &, Session *)
Invoked when IncrementalRefreshOrderBook47 message has received.