OnixS C++ CME iLink 3 Binary Order Entry Handler  1.18.9
API Documentation
ClientMessageListener.h
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19 
20 #pragma once
21 
23 
24 #if defined(ONIXS_ILINK3_HAS_GATEWAY_EMULATOR)
25 
27 
28 namespace OnixS {
29 namespace CME {
30 namespace iLink3 {
31 namespace Testing {
32 
33 ONIXS_ILINK3_API_DECL(class, Gateway);
34 
35 /// Client's messages Listener.
37 {
38 protected:
39 
40  virtual ~ClientMessageListener() = 0;
41 
42 public:
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 
60 /// Client's session messages Listener.
62 {
63 protected:
64  virtual ~ClientSessionMessageListener() = 0;
65 
66 public:
67  /// By default, send Sequence506 message with gateway->outSeqNum(), KeepAliveLapsed::NotLapsed
68  virtual void onRetransmitRequest(const Messaging::RetransmitRequest508 & /*msg*/, Gateway* /*gateway*/);
69 
70  /// By default, send Sequence506 message with gateway->outSeqNum(), KeepAliveLapsed::NotLapsed
71  virtual void onSequence(const Messaging::Sequence506 & /*msg*/, Gateway * /*gateway*/);
72 };
73 
74 }
75 }
76 }
77 }
78 
79 #endif
virtual void onOrderCancelReplaceRequest(const Messaging::OrderCancelReplaceRequest515 &, Gateway *)
virtual void onOrderCancelRequest(const Messaging::OrderCancelRequest516 &, Gateway *)
virtual void onMassQuote(const Messaging::MassQuote517 &, Gateway *)
virtual void onExecutionAck(const Messaging::ExecutionAck539 &, Gateway *)
virtual void onOrderMassStatusRequest(const Messaging::OrderMassStatusRequest530 &, Gateway *)
virtual void onSecurityDefinitionRequest(const Messaging::SecurityDefinitionRequest560 &, Gateway *)
virtual void onNewOrderSingle(const Messaging::NewOrderSingle514 &, Gateway *)
virtual void onPartyDetailsDefinitionRequest(const Messaging::PartyDetailsDefinitionRequest518 &, Gateway *)
Definition: Defines.h:40
virtual void onOrderStatusRequest(const Messaging::OrderStatusRequest533 &, Gateway *)
virtual void onNewOrderCross(const Messaging::NewOrderCross544 &, Gateway *)
CME iLink 3 Gateway Emulator.
Definition: Gateway.h:67
virtual void onQuoteCancel(const Messaging::QuoteCancel528 &, Gateway *)
#define ONIXS_ILINK3_API_DECL(typeKind, typeName)
Definition: ABI.h:29
#define ONIXS_ILINK3_EXPORTED
Definition: Compiler.h:175
virtual void onRequestForQuote(const Messaging::RequestForQuote543 &, Gateway *)
virtual void onPartyDetailsListRequest(const Messaging::PartyDetailsListRequest537 &, Gateway *)
virtual void onOrderMassActionRequest(const Messaging::OrderMassActionRequest529 &, Gateway *)