OnixS C++ CME iLink 3 Binary Order Entry Handler 1.18.9
API Documentation
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ClientMessageListener.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable OnixS Software
8* Services Agreement (the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19
20#pragma once
21
23
24#if defined(ONIXS_ILINK3_HAS_GATEWAY_EMULATOR)
25
27
28namespace OnixS {
29namespace CME {
30namespace iLink3 {
31namespace Testing {
32
34
37{
38protected:
39
41
42public:
43
44 virtual void onNewOrderSingle(const Messaging::NewOrderSingle514 & /*msg*/, Gateway * /*gateway*/) {}
45 virtual void onOrderCancelReplaceRequest(const Messaging::OrderCancelReplaceRequest515 & /*msg*/, Gateway * /*gateway*/) {}
46 virtual void onOrderCancelRequest(const Messaging::OrderCancelRequest516 & /*msg*/, Gateway * /*gateway*/) {}
47 virtual void onMassQuote(const Messaging::MassQuote517 & /*msg*/, Gateway * /*gateway*/) {}
48 virtual void onQuoteCancel(const Messaging::QuoteCancel528 & /*msg*/, Gateway * /*gateway*/) {}
49 virtual void onOrderStatusRequest(const Messaging::OrderStatusRequest533 & /*msg*/, Gateway * /*gateway*/) {}
50 virtual void onOrderMassStatusRequest(const Messaging::OrderMassStatusRequest530 & /*msg*/, Gateway * /*gateway*/) {}
51 virtual void onOrderMassActionRequest(const Messaging::OrderMassActionRequest529 & /*msg*/, Gateway * /*gateway*/) {}
52 virtual void onNewOrderCross(const Messaging::NewOrderCross544 & /*msg*/, Gateway * /*gateway*/) {}
53 virtual void onRequestForQuote(const Messaging::RequestForQuote543 & /*msg*/, Gateway * /*gateway*/) {}
54 virtual void onSecurityDefinitionRequest(const Messaging::SecurityDefinitionRequest560 & /*msg*/, Gateway * /*gateway*/) {}
56 virtual void onPartyDetailsListRequest(const Messaging::PartyDetailsListRequest537 & /*msg*/, Gateway * /*gateway*/) {}
57 virtual void onExecutionAck(const Messaging::ExecutionAck539 & /*msg*/, Gateway * /*gateway*/) {}
58};
59
62{
63protected:
65
66public:
68 virtual void onRetransmitRequest(const Messaging::RetransmitRequest508 & /*msg*/, Gateway* /*gateway*/);
69
71 virtual void onSequence(const Messaging::Sequence506 & /*msg*/, Gateway * /*gateway*/);
72};
73
74}
75}
76}
77}
78
79#endif
#define ONIXS_ILINK3_API_DECL(typeKind, typeName)
Definition ABI.h:29
#define ONIXS_ILINK3_EXPORTED
Definition Compiler.h:175
virtual void onOrderCancelReplaceRequest(const Messaging::OrderCancelReplaceRequest515 &, Gateway *)
virtual void onMassQuote(const Messaging::MassQuote517 &, Gateway *)
virtual void onOrderStatusRequest(const Messaging::OrderStatusRequest533 &, Gateway *)
virtual void onPartyDetailsDefinitionRequest(const Messaging::PartyDetailsDefinitionRequest518 &, Gateway *)
virtual void onOrderMassActionRequest(const Messaging::OrderMassActionRequest529 &, Gateway *)
virtual void onExecutionAck(const Messaging::ExecutionAck539 &, Gateway *)
virtual void onNewOrderSingle(const Messaging::NewOrderSingle514 &, Gateway *)
virtual void onOrderCancelRequest(const Messaging::OrderCancelRequest516 &, Gateway *)
virtual void onNewOrderCross(const Messaging::NewOrderCross544 &, Gateway *)
virtual void onPartyDetailsListRequest(const Messaging::PartyDetailsListRequest537 &, Gateway *)
virtual void onSecurityDefinitionRequest(const Messaging::SecurityDefinitionRequest560 &, Gateway *)
virtual void onOrderMassStatusRequest(const Messaging::OrderMassStatusRequest530 &, Gateway *)
virtual void onQuoteCancel(const Messaging::QuoteCancel528 &, Gateway *)
virtual void onRequestForQuote(const Messaging::RequestForQuote543 &, Gateway *)
virtual void onRetransmitRequest(const Messaging::RetransmitRequest508 &, Gateway *)
By default, send Sequence506 message with gateway->outSeqNum(), KeepAliveLapsed::NotLapsed.
virtual void onSequence(const Messaging::Sequence506 &, Gateway *)
By default, send Sequence506 message with gateway->outSeqNum(), KeepAliveLapsed::NotLapsed.
CME iLink 3 Gateway Emulator.
Definition Gateway.h:68