static const char * toString(Enum type) noexcept
Raised when the license will expire in less than SessionSettings::licenseAlertingDaysBeforeExpiration...
No messages are sent in reply.
virtual void onOrderMassActionReport(const Messaging::OrderMassActionReport562 &, Session *)
virtual void onExecutionReportPendingCancel(const Messaging::ExecutionReportPendingCancel564 &, Session *)
virtual void onNegotiationResponse(const Messaging::NegotiationResponse501 &, Session *)
Messaging::Timestamp time_
The timestamp.
Action to be taken when the NotApplied message is received from the exchange.
virtual void onEstablishmentAck(const Messaging::EstablishmentAck504 &, Session *)
Session state cannot be restored.
virtual void onEstablishmentReject(const Messaging::EstablishmentReject505 &, Session *)
Timestamp provided by the OS kernel / user-level network stack.
virtual void onExecutionReportCancel(const Messaging::ExecutionReportCancel534 &, Session *)
ExecutionReportElimination.
Enum
Action to be taken when the NotApplied message is received from the exchange.
SecurityDefinitionResponse.
Received an unsupported message type.
virtual void onBusinessReject(const Messaging::BusinessReject521 &, Session *)
After sending the initial Negotiate or Establish message the telecommunication link error is detected...
After sending the initial Negotiate or Establish message the telecommunication link error is detected...
virtual void onExecutionReportNew(const Messaging::ExecutionReportNew522 &, Session *)
A response message with unexpected requestTimestamp field value is received.
virtual void onExecutionReportTradeAddendumOutright(const Messaging::ExecutionReportTradeAddendumOutright548 &, Session *)
Received the Sequence message with the Lapsed value of the KeepAliveIntervalLapsed field...
ExecutionReportPendingReplace.
virtual void onQuoteCancelAck(const Messaging::QuoteCancelAck563 &, Session *)
virtual void onSequence(const Messaging::Sequence506 &, Session *)
The Establishment Reject message is received in reply to the Establish message.
virtual void onExecutionReportTradeOutright(const Messaging::ExecutionReportTradeOutright525 &, Session *)
virtual void onExecutionReportTradeAddendumSpread(const Messaging::ExecutionReportTradeAddendumSpread549 &, Session *)
When two times the KeepAliveInterval has expired and no keep alive message is received then the sessi...
virtual void onReceivedBytes(const char *, size_t, const ReceivedDataTimestamp &, Session *)
Called as soon as bytes are received from the wire.
virtual void onWarning(SessionWarningReason::Enum, const std::string &, Session *, Messaging::SbeMessage)
Called when a warning condition is detected.
virtual void onExecutionReportPendingReplace(const Messaging::ExecutionReportPendingReplace565 &, Session *)
ExecutionReportTradeAddendumSpread.
virtual void onRequestForQuoteAck(const Messaging::RequestForQuoteAck546 &, Session *)
virtual void onExecutionReportTradeAddendumSpreadLeg(const Messaging::ExecutionReportTradeAddendumSpreadLeg550 &, Session *)
virtual void onPartyDetailsListReport(const Messaging::PartyDetailsListReport538 &, Session *)
ExecutionReportTradeSpreadLeg.
virtual void onFailover(Messaging::FTI::Enum, Session *)
virtual void onRetransmitReject(const Messaging::RetransmitReject510 &, Session *)
ExecutionReportTradeSpread.
Session state cannot be restored.
The maximum size of the incoming message gap queue is exceeded.
ExecutionReportTradeAddendumOutright.
Session state cannot be restored.
virtual void onExecutionReportTradeSpreadLeg(const Messaging::ExecutionReportTradeSpreadLeg527 &, Session *)
The incoming message has a sequence number is out of the expected range and the PossRetransFlag is se...
virtual void onMassQuoteAck(const Messaging::MassQuoteAck545 &, Session *)
virtual void onRetransmission(const Messaging::Retransmission509 &, Session *)
ExecutionReportPendingCancel.
The Terminate message is received in reply to the Establish message.
Telecommunication link error is detected.
Received a message with an unexpected uuid.
Received an unexpected NextSeqNo value.
#define ONIXS_ILINK3_API_DECL(typeKind, typeName)
virtual void onPartyDetailsDefinitionRequestAck(const Messaging::PartyDetailsDefinitionRequestAck519 &, Session *)
virtual void onSecurityDefinitionResponse(const Messaging::SecurityDefinitionResponse561 &, Session *)
The incoming message has a sequence number less than expected and the PossRetransFlag is not set...
OrderCancelReplaceReject.
Raised when the AsyncFileBasedStorage queue exceeded SessionSettings::asyncFileBasedStorageQueueMaxSi...
virtual void onOrderCancelReplaceReject(const Messaging::OrderCancelReplaceReject536 &, Session *)
General session-related warning.
First message received is not the NegotiationResponse or EstablishmentAck message.
virtual void onNegotiationReject(const Messaging::NegotiationReject502 &, Session *)
ExecutionReportTradeAddendumSpreadLeg.
virtual void onMessageSending(char *, size_t, Session *)
Called when the SBE message is about to be sent to the wire.
virtual void onExecutionReportReject(const Messaging::ExecutionReportReject523 &, Session *)
#define ONIXS_ILINK3_EXPORTED
virtual void onTerminate(const Messaging::Terminate507 &, Session *)
A message with unexpected UUID is received.
Represents a timestamp of the received data.
Connection cannot be restored.
The value of the PreviousUUID field in the received Establishment Acknowledgment message does not mat...
virtual void onExecutionReportModify(const Messaging::ExecutionReportModify531 &, Session *)
virtual void onExecutionReportElimination(const Messaging::ExecutionReportElimination524 &, Session *)
virtual void onError(SessionErrorReason::Enum, const std::string &, Session *, Messaging::SbeMessage)
Called when an error condition is detected.
An exception is thrown from the user-provided Session Storage.
virtual void onOrderCancelReject(const Messaging::OrderCancelReject535 &, Session *)
Exception during processing of an incoming message.
virtual NotAppliedAction::Enum onNotApplied(const Messaging::NotApplied513 &, Session *)
Unexpected SBE Schema version is received from CME.
An exception is thrown from the user-provided Session Storage.
Connection cannot be established.
Raised when the KeepAliveInterval has expired and no keep alive message is received.
Send the Sequence message.
ExecutionReportTradeOutright.
Exception was thrown from user's event handler.
Received an invalid incoming message.
The time point without the time-zone information.
virtual void onExecutionReportTradeSpread(const Messaging::ExecutionReportTradeSpread526 &, Session *)
Error setting socket option.
A general session-related error.
Incoming message sequence gap is detected.
The Exchange sent the initial Terminate message.
#define ONIXS_ILINK3_NOTHROW
PartyDetailsDefinitionRequestAck.
virtual void onExecutionReportStatus(const Messaging::ExecutionReportStatus532 &, Session *)
Telecommunication link error is detected.
The Negotiation Reject message is received in reply to the Negotiation message.
virtual void onStateChange(SessionStateId::Enum, SessionStateId::Enum, Session *)
Called when the session changes its state.
The Retransmit Reject message is received in reply to the Retransmit Request message.