OnixS C++ CME MDP Conflated UDP Handler 1.1.2
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MarketDataListener.h
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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
25
27
29
31
34template
35<
36 class MessageType
37>
39{
40public:
43 typedef MessageType Message;
44
48 const NetPacket& packet,
49 const Message& message)
50 : packet_(packet)
51 , message_(message)
52 {
53 }
54
56 const NetPacket& packet() const
57 {
58 return packet_;
59 }
60
62 const Message& message() const
63 {
64 return message_;
65 }
66
67private:
68 const NetPacket& packet_;
69 const Message& message_;
70
71 // Coping/cloning is not supposed.
72
74 const MessageArgs&);
75
77 operator =(
78 const MessageArgs&);
79};
80
83typedef
84MessageArgs<AdminLogin408>
86
89typedef
92
95typedef
98
101typedef
104
107typedef
110
113typedef
116
119typedef
122
125typedef
128
131typedef
134
137typedef
140
143typedef
146
149typedef
152
155typedef
158
161
163typedef
166
169
174{
176 virtual
177 void
179 Handler&,
180 const PacketArgs&)
181 {
182 }
183
185 virtual
186 void
188 Handler&,
189 const PacketArgs&)
190 {
191 }
192
195 virtual
196 void
198 Handler&,
199 const AdminLogin408Args&)
200 {
201 }
202
205 virtual
206 void
208 Handler&,
209 const AdminLogin408Args&)
210 {
211 }
212
215 virtual
216 void
218 Handler&,
219 const AdminLogout409Args&)
220 {
221 }
222
225 virtual
226 void
228 Handler&,
229 const AdminLogout409Args&)
230 {
231 }
232
235 virtual
236 void
238 Handler&,
240 {
241 }
242
245 virtual
246 void
248 Handler&,
250 {
251 }
252
255 virtual
256 void
258 Handler&,
260 {
261 }
262
265 virtual
266 void
272
275 virtual
276 void
282
285 virtual
286 void
292
295 virtual
296 void
302
305 virtual
306 void
312
315 virtual
316 void
318 Handler&,
320 {
321 }
322
325 virtual
326 void
332
335 virtual
336 void
338 Handler&,
339 const ChannelReset4Args&)
340 {
341 }
342
345 virtual
346 void
348 Handler&,
349 const ChannelReset4Args&)
350 {
351 }
352
355 virtual
356 void
358 Handler&,
360 {
361 }
362
365 virtual
366 void
368 Handler&,
370 {
371 }
372
375 virtual
376 void
378 Handler&,
379 const AdminLogin15Args&)
380 {
381 }
382
385 virtual
386 void
388 Handler&,
389 const AdminLogin15Args&)
390 {
391 }
392
395 virtual
396 void
398 Handler&,
399 const AdminLogout16Args&)
400 {
401 }
402
405 virtual
406 void
408 Handler&,
409 const AdminLogout16Args&)
410 {
411 }
412
415 virtual
416 void
418 Handler&,
420 {
421 }
422
425 virtual
426 void
428 Handler&,
430 {
431 }
432
435 virtual
436 void
442
445 virtual
446 void
452
462 virtual
463 void
465 Handler&,
467 {
468 }
469
479 virtual
480 void
482 Handler&,
484 {
485 }
486};
487
#define ONIXS_CONFLATEDUDPFIX_NAMESPACE_BEGIN
Definition Bootstrap.h:161
#define ONIXS_CONFLATEDUDP_EXPORTED_CLASS_DECL(typeName)
Definition Bootstrap.h:47
#define ONIXS_CONFLATEDUDPFIX_NAMESPACE_END
Definition Bootstrap.h:165
#define ONIXS_CONFLATEDUDP_EXPORTED_STRUCT
Definition Bootstrap.h:59
#define ONIXS_CONFLATEDUDP_NAMESPACE_END
Definition Bootstrap.h:157
#define ONIXS_CONFLATEDUDP_NAMESPACE_BEGIN
Definition Bootstrap.h:153
MessageArgs(const NetPacket &packet, const Message &message)
MessageArgs< MultiContainer > MultiContainerArgs
MessageArgs template instantiation for a FIX multi-container.
MessageArgs< IncrementalRefreshLimitsBanding50 > IncrementalRefreshLimitsBanding50Args
MessageArgs< IncrementalRefreshTradeSummaryLongQty65 > IncrementalRefreshTradeSummaryLongQty65Args
MessageArgs< InstrumentDefinitionFX63 > InstrumentDefinitionFX63Args
MessageArgs< AdminHeartbeat410 > AdminHeartbeat410Args
MessageArgs< AdminLogout16 > AdminLogout16Args
MessageArgs< ChannelReset4 > ChannelReset4Args
MessageArgs< SecurityStatus30 > SecurityStatus30Args
MessageArgs< AdminLogin408 > AdminLogin408Args
MessageArgs< AdminLogin15 > AdminLogin15Args
MessageArgs< AdminHeartbeat12 > AdminHeartbeat12Args
MessageArgs< AdminLogout409 > AdminLogout409Args
MessageArgs< IncrementalRefreshBookLongQty64 > IncrementalRefreshBookLongQty64Args
MessageArgs< SnapshotFullRefreshLongQty69 > SnapshotFullRefreshLongQty69Args
virtual void onEndOfMessage(Handler &, const AdminHeartbeat410Args &)
virtual void onMessage(Handler &, const AdminHeartbeat12Args &)
virtual void onEndOfMessage(Handler &, const SecurityStatus30Args &)
virtual void onPacket(Handler &, const PacketArgs &)
Invoked when processing of packet has begun.
virtual void onEndOfMessage(Handler &, const AdminLogout16Args &)
virtual void onEndOfMessage(Handler &, const SnapshotFullRefreshLongQty69Args &)
virtual void onMessage(Handler &, const AdminHeartbeat410Args &)
virtual void onEndOfMessage(Handler &, const AdminLogout409Args &)
virtual void onMessage(Handler &, const AdminLogout16Args &)
virtual void onMessage(Handler &, const AdminLogin408Args &)
virtual void onMessage(Handler &, const SecurityStatus30Args &)
virtual void onMessage(Handler &, const AdminLogin15Args &)
virtual void onMessage(Handler &, const SnapshotFullRefreshLongQty69Args &)
virtual void onMessage(Handler &, const IncrementalRefreshTradeSummaryLongQty65Args &)
virtual void onMessage(Handler &, const IncrementalRefreshBookLongQty64Args &)
virtual void onMessage(Handler &, const ChannelReset4Args &)
virtual void onMessage(Handler &, const IncrementalRefreshLimitsBanding50Args &)
virtual void onEndOfMessage(Handler &, const IncrementalRefreshTradeSummaryLongQty65Args &)
virtual void onEndOfMessage(Handler &, const FIX::MultiContainerArgs &)
virtual void onEndOfMessage(Handler &, const AdminLogin15Args &)
virtual void onEndOfMessage(Handler &, const AdminHeartbeat12Args &)
virtual void onMessage(Handler &, const InstrumentDefinitionFX63Args &)
virtual void onMessage(Handler &, const FIX::MultiContainerArgs &)
virtual void onEndOfMessage(Handler &, const InstrumentDefinitionFX63Args &)
virtual void onEndOfMessage(Handler &, const IncrementalRefreshLimitsBanding50Args &)
virtual void onEndOfPacket(Handler &, const PacketArgs &)
Invoked when processing of packet has ended.
virtual void onEndOfMessage(Handler &, const AdminLogin408Args &)
virtual void onMessage(Handler &, const AdminLogout409Args &)
virtual void onEndOfMessage(Handler &, const IncrementalRefreshBookLongQty64Args &)
virtual void onEndOfMessage(Handler &, const ChannelReset4Args &)