OnixS C++ CME MDP Conflated UDP Handler  1.0.2
API documentation
SecurityListener Struct Reference

#include <OnixS/CME/ConflatedUDP/SecurityListener.h>

Public Member Functions

virtual void onReset (Handler &)
 
virtual void onDefinition (Handler &, const Security &, const InstrumentDefinitionFX63Args &)
 
virtual void onDefinition (Handler &, const Security &, const FIX::MultiContainerArgs &)
 
virtual void onUndefined (Handler &, Security &)
 
virtual void onRecovery (Handler &, const Security &, const SnapshotFullRefreshLongQty69Args &)
 
virtual void onTrade (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onTrade (Handler &, const Security &, const TradeSummary65Args &)
 
virtual void onElectronicVolume (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onBookAtomicUpdate (Handler &, const Security &, const MbpBook64AtomicUpdateArgs &)
 
virtual void onBookUpdate (Handler &, const Security &, const DirectBook &)
 
virtual void onBookUpdateError (Handler &, const Security &, const DirectBookUpdateErrorArgs &)
 
virtual void onSettlementPrice (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onClearedVolume (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onOpenInterest (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onFixingPrice (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onOpeningPrice (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onHighTradePrice (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onLowTradePrice (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onHighestBid (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onLowestOffer (Handler &, const Security &, const Recovery69EntryArgs &)
 
virtual void onLimitsAndBanding (Handler &, const Security &, const LimitsAndBanding50Args &)
 
virtual void onStatus (Handler &, const Security &, const SnapshotFullRefreshLongQty69Args &)
 
virtual void onStatus (Handler &, const Security &, const SecurityStatus30Args &)
 
virtual void onGroupStatus (Handler &, const SecurityStatus30Args &)
 
virtual void onGap (Handler &, const Security &, UInt32)
 

Detailed Description

Definition at line 285 of file SecurityListener.h.

Member Function Documentation

virtual void onBookAtomicUpdate ( Handler ,
const Security ,
const Recovery69EntryArgs  
)
inlinevirtual

Invoked when atomic book update for.

Definition at line 377 of file SecurityListener.h.

virtual void onBookAtomicUpdate ( Handler ,
const Security ,
const MbpBook64AtomicUpdateArgs  
)
inlinevirtual

Invoked when atomic book update for the security is received.

Definition at line 388 of file SecurityListener.h.

virtual void onBookUpdate ( Handler ,
const Security ,
const DirectBook  
)
inlinevirtual

Invoked when direct book is updated for the security.

Note
Callback is invoked if direct book maintenance is enabled.
See also
HandlerSettings::bookManagement() for more information.

Definition at line 405 of file SecurityListener.h.

virtual void onBookUpdateError ( Handler ,
const Security ,
const DirectBookUpdateErrorArgs  
)
inlinevirtual

Invoked when Handler fails to update direct book for given security.

Definition at line 416 of file SecurityListener.h.

virtual void onClearedVolume ( Handler ,
const Security ,
const Recovery69EntryArgs  
)
inlinevirtual

Invoked when cleared volume for the security is recovered from snapshot.

Definition at line 438 of file SecurityListener.h.

virtual void onDefinition ( Handler ,
const Security ,
const InstrumentDefinitionFX63Args  
)
inlinevirtual

Invoked upon instrument definition reception.

Definition at line 299 of file SecurityListener.h.

virtual void onDefinition ( Handler ,
const Security ,
const FIX::MultiContainerArgs  
)
inlinevirtual

Invoked upon processing of an instrument definition extracted from instrument cache.

Definition at line 310 of file SecurityListener.h.

virtual void onElectronicVolume ( Handler ,
const Security ,
const Recovery69EntryArgs  
)
inlinevirtual

Invoked when electronic volume is recovered from snapshot for the security.

Definition at line 366 of file SecurityListener.h.

virtual void onFixingPrice ( Handler ,
const Security ,
const Recovery69EntryArgs  
)
inlinevirtual

Invoked when fixing price recovered from snapshot for given security.

Definition at line 460 of file SecurityListener.h.

virtual void onGap ( Handler ,
const Security ,
UInt32   
)
inlinevirtual

Invoked when gap on is detected in market data referring to the given security.

Definition at line 569 of file SecurityListener.h.

virtual void onGroupStatus ( Handler ,
const SecurityStatus30Args  
)
inlinevirtual

Invoked when security status is received for group of securities.

Definition at line 559 of file SecurityListener.h.

virtual void onHighestBid ( Handler ,
const Security ,
const Recovery69EntryArgs  
)
inlinevirtual

Invoked when session highest bid price recovered from snapshot for given security.

Definition at line 504 of file SecurityListener.h.

virtual void onHighTradePrice ( Handler ,
const Security ,
const Recovery69EntryArgs  
)
inlinevirtual

Invoked when session high trade price recovered from snapshot for given security.

Definition at line 482 of file SecurityListener.h.

virtual void onLimitsAndBanding ( Handler ,
const Security ,
const LimitsAndBanding50Args  
)
inlinevirtual

Invoked when threshold limits and price band variation is received for the security.

Definition at line 526 of file SecurityListener.h.

virtual void onLowestOffer ( Handler ,
const Security ,
const Recovery69EntryArgs  
)
inlinevirtual

Invoked when session lowest offer price recovered from snapshot for given security.

Definition at line 515 of file SecurityListener.h.

virtual void onLowTradePrice ( Handler ,
const Security ,
const Recovery69EntryArgs  
)
inlinevirtual

Invoked when session low trade price recovered from snapshot for given security.

Definition at line 493 of file SecurityListener.h.

virtual void onOpeningPrice ( Handler ,
const Security ,
const Recovery69EntryArgs  
)
inlinevirtual

Invoked when opening price recovered from snapshot for given security.

Definition at line 471 of file SecurityListener.h.

virtual void onOpenInterest ( Handler ,
const Security ,
const Recovery69EntryArgs  
)
inlinevirtual

Invoked when open interest for the security is recovered from snapshot.

Definition at line 449 of file SecurityListener.h.

virtual void onRecovery ( Handler ,
const Security ,
const SnapshotFullRefreshLongQty69Args  
)
inlinevirtual

Invoked when snapshot is received for the security while Handler recovers market state from snapshots.

Definition at line 333 of file SecurityListener.h.

virtual void onReset ( Handler )
inlinevirtual

Invoked when book reset procedure is spawned by MDP on a channel.

Definition at line 291 of file SecurityListener.h.

virtual void onSettlementPrice ( Handler ,
const Security ,
const Recovery69EntryArgs  
)
inlinevirtual

Invoked when settlement price for the security is recovered from snapshot.

Definition at line 427 of file SecurityListener.h.

virtual void onStatus ( Handler ,
const Security ,
const SnapshotFullRefreshLongQty69Args  
)
inlinevirtual

Invoked when security status is recovered from snapshot.

Definition at line 537 of file SecurityListener.h.

virtual void onStatus ( Handler ,
const Security ,
const SecurityStatus30Args  
)
inlinevirtual

Invoked when security status is received for given security.

Definition at line 548 of file SecurityListener.h.

virtual void onTrade ( Handler ,
const Security ,
const Recovery69EntryArgs  
)
inlinevirtual

Invoked when trade is recovered from snapshot while Handler recovers market state from snapshots.

Definition at line 344 of file SecurityListener.h.

virtual void onTrade ( Handler ,
const Security ,
const TradeSummary65Args  
)
inlinevirtual

Invoked when trade summary is received for the security.

Definition at line 355 of file SecurityListener.h.

virtual void onUndefined ( Handler ,
Security  
)
inlinevirtual

Invoked for the instrument whose instrument data wasn't received but other data like trades or book updates is about to be processed.

Definition at line 322 of file SecurityListener.h.


The documentation for this struct was generated from the following file: