OnixS C++ CME MDP Conflated UDP Handler
1.1.2
API documentation
Loading...
Searching...
No Matches
MessageListener.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
23
#include <
OnixS/CME/ConflatedUDP/MarketDataListener.h
>
24
#include <
OnixS/CME/ConflatedUDP/FIX/Messages.h
>
25
26
ONIXS_CONFLATEDUDPFIX_NAMESPACE_BEGIN
27
30
ONIXS_CONFLATEDUDP_LTWT_CLASS
31
MessageArgs
32
{
33
const
NetPacket
& packet_;
34
const
Message
& message_;
35
36
// Coping/cloning is not supposed.
37
38
MessageArgs(
39
const
MessageArgs&);
40
41
MessageArgs&
42
operator =(
43
const
MessageArgs&);
44
45
public
:
48
MessageArgs
(
49
const
NetPacket
&
packet
,
50
const
Message
&
message
)
51
: packet_(
packet
)
52
, message_(
message
)
53
{
54
}
55
57
const
NetPacket
&
packet
()
const
58
{
59
return
packet_;
60
}
61
63
const
Message
&
message
()
const
64
{
65
return
message_;
66
}
67
};
68
73
ONIXS_CONFLATEDUDP_EXPORTED_CLASS
74
MessageListener
75
:
public
MarketDataListener
76
{
77
void
78
onPacket(
79
Handler
&,
80
const
PacketArgs
&) ONIXS_CONFLATEDUDP_OVERRIDE
81
{
82
}
83
84
void
85
onMessage(
86
Handler
& handler,
87
const
ChannelReset4Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
88
{
89
onMessage(
90
handler,
91
MessageArgs
(
92
args.
packet
(),
93
ChannelReset4
(args.
message
())));
94
}
95
96
void
97
onEndOfMessage(
98
Handler
& handler,
99
const
ChannelReset4Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
100
{
101
onEndOfMessage(
102
handler,
103
MessageArgs
(
104
args.
packet
(),
105
ChannelReset4
(args.
message
())));
106
}
107
108
void
109
onMessage(
110
Handler
& handler,
111
const
AdminHeartbeat12Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
112
{
113
onMessage(
114
handler,
115
MessageArgs
(
116
args.
packet
(),
117
AdminHeartbeat12
(args.
message
())));
118
}
119
120
void
121
onEndOfMessage(
122
Handler
& handler,
123
const
AdminHeartbeat12Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
124
{
125
onEndOfMessage(
126
handler,
127
MessageArgs
(
128
args.
packet
(),
129
AdminHeartbeat12
(args.
message
())));
130
}
131
132
void
133
onMessage(
134
Handler
& handler,
135
const
AdminLogin15Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
136
{
137
onMessage(
138
handler,
139
MessageArgs
(
140
args.
packet
(),
141
AdminLogin15
(args.
message
())));
142
}
143
144
void
145
onEndOfMessage(
146
Handler
& handler,
147
const
AdminLogin15Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
148
{
149
onEndOfMessage(
150
handler,
151
MessageArgs
(
152
args.
packet
(),
153
AdminLogin15
(args.
message
())));
154
}
155
156
void
157
onMessage(
158
Handler
& handler,
159
const
AdminLogout16Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
160
{
161
onMessage(
162
handler,
163
MessageArgs
(
164
args.
packet
(),
165
AdminLogout16
(args.
message
())));
166
}
167
168
void
169
onEndOfMessage(
170
Handler
& handler,
171
const
AdminLogout16Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
172
{
173
onEndOfMessage(
174
handler,
175
MessageArgs
(
176
args.
packet
(),
177
AdminLogout16
(args.
message
())));
178
}
179
180
void
181
onMessage(
182
Handler
& handler,
183
const
SecurityStatus30Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
184
{
185
onMessage(
186
handler,
187
MessageArgs
(
188
args.
packet
(),
189
SecurityStatus30
(args.
message
())));
190
}
191
192
void
193
onEndOfMessage(
194
Handler
& handler,
195
const
SecurityStatus30Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
196
{
197
onEndOfMessage(
198
handler,
199
MessageArgs
(
200
args.
packet
(),
201
SecurityStatus30
(args.
message
())));
202
}
203
204
void
205
onMessage(
206
Handler
& handler,
207
const
IncrementalRefreshLimitsBanding50Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
208
{
209
onMessage(
210
handler,
211
MessageArgs
(
212
args.
packet
(),
213
IncrementalRefreshLimitsBanding50
(args.
message
())));
214
}
215
216
void
217
onEndOfMessage(
218
Handler
& handler,
219
const
IncrementalRefreshLimitsBanding50Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
220
{
221
onEndOfMessage(
222
handler,
223
MessageArgs
(
224
args.
packet
(),
225
IncrementalRefreshLimitsBanding50
(args.
message
())));
226
}
227
228
void
229
onMessage(
230
Handler
& handler,
231
const
AdminLogin408Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
232
{
233
onMessage(
234
handler,
235
MessageArgs
(
236
args.
packet
(),
237
AdminLogin408
(args.
message
())));
238
}
239
240
void
241
onEndOfMessage(
242
Handler
& handler,
243
const
AdminLogin408Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
244
{
245
onEndOfMessage(
246
handler,
247
MessageArgs
(
248
args.
packet
(),
249
AdminLogin408
(args.
message
())));
250
}
251
252
void
253
onMessage(
254
Handler
& handler,
255
const
AdminLogout409Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
256
{
257
onMessage(
258
handler,
259
MessageArgs
(
260
args.
packet
(),
261
AdminLogout409
(args.
message
())));
262
}
263
264
void
265
onEndOfMessage(
266
Handler
& handler,
267
const
AdminLogout409Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
268
{
269
onEndOfMessage(
270
handler,
271
MessageArgs
(
272
args.
packet
(),
273
AdminLogout409
(args.
message
())));
274
}
275
276
void
277
onMessage(
278
Handler
& handler,
279
const
AdminHeartbeat410Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
280
{
281
onMessage(
282
handler,
283
MessageArgs
(
284
args.
packet
(),
285
AdminHeartbeat410
(args.
message
())));
286
}
287
288
void
289
onEndOfMessage(
290
Handler
& handler,
291
const
AdminHeartbeat410Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
292
{
293
onEndOfMessage(
294
handler,
295
MessageArgs
(
296
args.
packet
(),
297
AdminHeartbeat410
(args.
message
())));
298
}
299
300
void
301
onMessage(
302
Handler
& handler,
303
const
InstrumentDefinitionFX63Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
304
{
305
onMessage(
306
handler,
307
MessageArgs
(
308
args.
packet
(),
309
InstrumentDefinitionFX63
(args.
message
())));
310
}
311
312
void
313
onEndOfMessage(
314
Handler
& handler,
315
const
InstrumentDefinitionFX63Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
316
{
317
onEndOfMessage(
318
handler,
319
MessageArgs
(
320
args.
packet
(),
321
InstrumentDefinitionFX63
(args.
message
())));
322
}
323
324
void
325
onMessage(
326
Handler
& handler,
327
const
IncrementalRefreshBookLongQty64Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
328
{
329
onMessage(
330
handler,
331
MessageArgs
(
332
args.
packet
(),
333
IncrementalRefreshBookLongQty64
(args.
message
())));
334
}
335
336
void
337
onEndOfMessage(
338
Handler
& handler,
339
const
IncrementalRefreshBookLongQty64Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
340
{
341
onEndOfMessage(
342
handler,
343
MessageArgs
(
344
args.
packet
(),
345
IncrementalRefreshBookLongQty64
(args.
message
())));
346
}
347
348
void
349
onMessage(
350
Handler
& handler,
351
const
IncrementalRefreshTradeSummaryLongQty65Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
352
{
353
onMessage(
354
handler,
355
MessageArgs
(
356
args.
packet
(),
357
IncrementalRefreshTradeSummaryLongQty65
(args.
message
())));
358
}
359
360
void
361
onEndOfMessage(
362
Handler
& handler,
363
const
IncrementalRefreshTradeSummaryLongQty65Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
364
{
365
onEndOfMessage(
366
handler,
367
MessageArgs
(
368
args.
packet
(),
369
IncrementalRefreshTradeSummaryLongQty65
(args.
message
())));
370
}
371
372
void
373
onMessage(
374
Handler
& handler,
375
const
SnapshotFullRefreshLongQty69Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
376
{
377
onMessage(
378
handler,
379
MessageArgs
(
380
args.
packet
(),
381
SnapshotFullRefreshLongQty69
(args.
message
())));
382
}
383
384
void
385
onEndOfMessage(
386
Handler
& handler,
387
const
SnapshotFullRefreshLongQty69Args
& args) ONIXS_CONFLATEDUDP_OVERRIDE
388
{
389
onEndOfMessage(
390
handler,
391
MessageArgs
(
392
args.
packet
(),
393
SnapshotFullRefreshLongQty69
(args.
message
())));
394
}
395
396
void
onMessage(
Handler
&,
const
MultiContainerArgs
&) ONIXS_CONFLATEDUDP_OVERRIDE {}
397
void
onEndOfMessage(
Handler
&,
const
MultiContainerArgs
&) ONIXS_CONFLATEDUDP_OVERRIDE {}
398
399
public
:
401
virtual
402
void
403
onMessage
(
404
Handler
&,
405
const
MessageArgs
&)
406
{
407
}
408
410
virtual
411
void
412
onEndOfMessage
(
413
Handler
&,
414
const
MessageArgs
&)
415
{
416
}
417
};
418
419
ONIXS_CONFLATEDUDPFIX_NAMESPACE_END
ONIXS_CONFLATEDUDP_EXPORTED_CLASS
#define ONIXS_CONFLATEDUDP_EXPORTED_CLASS
Definition
Bootstrap.h:55
ONIXS_CONFLATEDUDP_LTWT_CLASS
#define ONIXS_CONFLATEDUDP_LTWT_CLASS
Definition
Bootstrap.h:95
ONIXS_CONFLATEDUDPFIX_NAMESPACE_BEGIN
#define ONIXS_CONFLATEDUDPFIX_NAMESPACE_BEGIN
Definition
Bootstrap.h:161
ONIXS_CONFLATEDUDPFIX_NAMESPACE_END
#define ONIXS_CONFLATEDUDPFIX_NAMESPACE_END
Definition
Bootstrap.h:165
Messages.h
MarketDataListener.h
OnixS::CME::ConflatedUDP::FIX::AdminHeartbeat12
Definition
Messages.h:144
OnixS::CME::ConflatedUDP::FIX::AdminHeartbeat410
Definition
Messages.h:561
OnixS::CME::ConflatedUDP::FIX::AdminLogin15
Definition
Messages.h:195
OnixS::CME::ConflatedUDP::FIX::AdminLogin408
Definition
Messages.h:459
OnixS::CME::ConflatedUDP::FIX::AdminLogout16
Definition
Messages.h:246
OnixS::CME::ConflatedUDP::FIX::AdminLogout409
Definition
Messages.h:510
OnixS::CME::ConflatedUDP::FIX::ChannelReset4
Definition
Messages.h:33
OnixS::CME::ConflatedUDP::FIX::IncrementalRefreshBookLongQty64
Definition
Messages.h:963
OnixS::CME::ConflatedUDP::FIX::IncrementalRefreshLimitsBanding50
Definition
Messages.h:348
OnixS::CME::ConflatedUDP::FIX::IncrementalRefreshTradeSummaryLongQty65
Definition
Messages.h:1134
OnixS::CME::ConflatedUDP::FIX::InstrumentDefinitionFX63
Definition
Messages.h:612
OnixS::CME::ConflatedUDP::FIX::MessageArgs
Definition
MessageListener.h:32
OnixS::CME::ConflatedUDP::FIX::MessageArgs< MultiContainer >::packet
const NetPacket & packet() const
Definition
MessageListener.h:57
OnixS::CME::ConflatedUDP::FIX::MessageArgs::MessageArgs
MessageArgs(const NetPacket &packet, const Message &message)
Definition
MessageListener.h:48
OnixS::CME::ConflatedUDP::FIX::MessageArgs< MultiContainer >::message
const Message & message() const
Definition
MessageListener.h:63
OnixS::CME::ConflatedUDP::FIX::MessageListener
Definition
MessageListener.h:76
OnixS::CME::ConflatedUDP::FIX::MessageListener::onEndOfMessage
virtual void onEndOfMessage(Handler &, const MessageArgs &)
Invoked when processing of the message is ended.
Definition
MessageListener.h:412
OnixS::CME::ConflatedUDP::FIX::MessageListener::onMessage
virtual void onMessage(Handler &, const MessageArgs &)
Invoked when processing of the given message has begun.
Definition
MessageListener.h:403
OnixS::CME::ConflatedUDP::FIX::Message
Definition
Message.h:269
OnixS::CME::ConflatedUDP::FIX::SecurityStatus30
Definition
Messages.h:297
OnixS::CME::ConflatedUDP::FIX::SnapshotFullRefreshLongQty69
Definition
Messages.h:1305
OnixS::CME::ConflatedUDP::Handler
Definition
Handler.h:56
OnixS::CME::ConflatedUDP::MessageArgs::packet
const NetPacket & packet() const
Instance of packet containing the message.
Definition
MarketDataListener.h:56
OnixS::CME::ConflatedUDP::MessageArgs::message
const Message & message() const
Instance of message being processed.
Definition
MarketDataListener.h:62
OnixS::CME::ConflatedUDP::NetPacket
Definition
Packet.h:425
OnixS::CME::ConflatedUDP::FIX::MultiContainerArgs
MessageArgs< MultiContainer > MultiContainerArgs
MessageArgs template instantiation for a FIX multi-container.
Definition
MarketDataListener.h:165
OnixS::CME::ConflatedUDP::IncrementalRefreshLimitsBanding50Args
MessageArgs< IncrementalRefreshLimitsBanding50 > IncrementalRefreshLimitsBanding50Args
Definition
MarketDataListener.h:157
OnixS::CME::ConflatedUDP::IncrementalRefreshTradeSummaryLongQty65Args
MessageArgs< IncrementalRefreshTradeSummaryLongQty65 > IncrementalRefreshTradeSummaryLongQty65Args
Definition
MarketDataListener.h:115
OnixS::CME::ConflatedUDP::InstrumentDefinitionFX63Args
MessageArgs< InstrumentDefinitionFX63 > InstrumentDefinitionFX63Args
Definition
MarketDataListener.h:103
OnixS::CME::ConflatedUDP::AdminHeartbeat410Args
MessageArgs< AdminHeartbeat410 > AdminHeartbeat410Args
Definition
MarketDataListener.h:97
OnixS::CME::ConflatedUDP::AdminLogout16Args
MessageArgs< AdminLogout16 > AdminLogout16Args
Definition
MarketDataListener.h:145
OnixS::CME::ConflatedUDP::ChannelReset4Args
MessageArgs< ChannelReset4 > ChannelReset4Args
Definition
MarketDataListener.h:127
OnixS::CME::ConflatedUDP::SecurityStatus30Args
MessageArgs< SecurityStatus30 > SecurityStatus30Args
Definition
MarketDataListener.h:151
OnixS::CME::ConflatedUDP::AdminLogin408Args
MessageArgs< AdminLogin408 > AdminLogin408Args
Definition
MarketDataListener.h:85
OnixS::CME::ConflatedUDP::AdminLogin15Args
MessageArgs< AdminLogin15 > AdminLogin15Args
Definition
MarketDataListener.h:139
OnixS::CME::ConflatedUDP::AdminHeartbeat12Args
MessageArgs< AdminHeartbeat12 > AdminHeartbeat12Args
Definition
MarketDataListener.h:133
OnixS::CME::ConflatedUDP::AdminLogout409Args
MessageArgs< AdminLogout409 > AdminLogout409Args
Definition
MarketDataListener.h:91
OnixS::CME::ConflatedUDP::IncrementalRefreshBookLongQty64Args
MessageArgs< IncrementalRefreshBookLongQty64 > IncrementalRefreshBookLongQty64Args
Definition
MarketDataListener.h:109
OnixS::CME::ConflatedUDP::PacketArgs
NetPacket PacketArgs
Definition
Packet.h:522
OnixS::CME::ConflatedUDP::SnapshotFullRefreshLongQty69Args
MessageArgs< SnapshotFullRefreshLongQty69 > SnapshotFullRefreshLongQty69Args
Definition
MarketDataListener.h:121
OnixS::CME::ConflatedUDP::MarketDataListener
Definition
MarketDataListener.h:174
OnixS
CME
ConflatedUDP
FIX
MessageListener.h
Technical Support:
support@onixs.biz
Copyright © 2025 OnixS. All Rights Reserved.