OnixS C++ CME iLink 3 Binary Order Entry Handler  1.14.0
API Documentation
SessionListener Class Referenceabstract

#include <OnixS/CME/iLink3/SessionListener.h>

Public Member Functions

virtual void onNegotiationResponse (const Messaging::NegotiationResponse501 &, Session *)
 
virtual void onNegotiationReject (const Messaging::NegotiationReject502 &, Session *)
 
virtual void onEstablishmentAck (const Messaging::EstablishmentAck504 &, Session *)
 
virtual void onEstablishmentReject (const Messaging::EstablishmentReject505 &, Session *)
 
virtual void onSequence (const Messaging::Sequence506 &, Session *)
 
virtual void onTerminate (const Messaging::Terminate507 &, Session *)
 
virtual void onRetransmitReject (const Messaging::RetransmitReject510 &, Session *)
 
virtual void onRetransmission (const Messaging::Retransmission509 &, Session *)
 
virtual void onFailover (Messaging::FTI::Enum, Session *)
 
virtual NotAppliedAction::Enum onNotApplied (const Messaging::NotApplied513 &, Session *)
 
virtual void onBusinessReject (const Messaging::BusinessReject521 &, Session *)
 
virtual void onExecutionReportNew (const Messaging::ExecutionReportNew522 &, Session *)
 
virtual void onExecutionReportModify (const Messaging::ExecutionReportModify531 &, Session *)
 
virtual void onExecutionReportCancel (const Messaging::ExecutionReportCancel534 &, Session *)
 
virtual void onExecutionReportStatus (const Messaging::ExecutionReportStatus532 &, Session *)
 
virtual void onExecutionReportTradeOutright (const Messaging::ExecutionReportTradeOutright525 &, Session *)
 
virtual void onExecutionReportTradeSpread (const Messaging::ExecutionReportTradeSpread526 &, Session *)
 
virtual void onExecutionReportTradeSpreadLeg (const Messaging::ExecutionReportTradeSpreadLeg527 &, Session *)
 
virtual void onExecutionReportElimination (const Messaging::ExecutionReportElimination524 &, Session *)
 
virtual void onExecutionReportReject (const Messaging::ExecutionReportReject523 &, Session *)
 
virtual void onExecutionReportTradeAddendumOutright (const Messaging::ExecutionReportTradeAddendumOutright548 &, Session *)
 
virtual void onExecutionReportTradeAddendumSpread (const Messaging::ExecutionReportTradeAddendumSpread549 &, Session *)
 
virtual void onExecutionReportTradeAddendumSpreadLeg (const Messaging::ExecutionReportTradeAddendumSpreadLeg550 &, Session *)
 
virtual void onOrderCancelReject (const Messaging::OrderCancelReject535 &, Session *)
 
virtual void onOrderCancelReplaceReject (const Messaging::OrderCancelReplaceReject536 &, Session *)
 
virtual void onSecurityDefinitionResponse (const Messaging::SecurityDefinitionResponse561 &, Session *)
 
virtual void onMassQuoteAck (const Messaging::MassQuoteAck545 &, Session *)
 
virtual void onRequestForQuoteAck (const Messaging::RequestForQuoteAck546 &, Session *)
 
virtual void onQuoteCancelAck (const Messaging::QuoteCancelAck563 &, Session *)
 
virtual void onOrderMassActionReport (const Messaging::OrderMassActionReport562 &, Session *)
 
virtual void onPartyDetailsDefinitionRequestAck (const Messaging::PartyDetailsDefinitionRequestAck519 &, Session *)
 
virtual void onPartyDetailsListReport (const Messaging::PartyDetailsListReport538 &, Session *)
 
virtual void onExecutionReportPendingCancel (const Messaging::ExecutionReportPendingCancel564 &, Session *)
 
virtual void onExecutionReportPendingReplace (const Messaging::ExecutionReportPendingReplace565 &, Session *)
 
virtual void onReceivedBytes (const char *, size_t, Session *)
 
virtual void onMessageSending (char *, size_t, Session *)
 
virtual void onStateChange (SessionStateId::Enum, SessionStateId::Enum, Session *)
 
virtual void onError (SessionErrorReason::Enum, const std::string &, Session *, Messaging::SbeMessage)
 
virtual void onWarning (SessionWarningReason::Enum, const std::string &, Session *, Messaging::SbeMessage)
 

Protected Member Functions

virtual ~SessionListener ()=0
 

Detailed Description

Definition at line 205 of file SessionListener.h.

Constructor & Destructor Documentation

virtual ~SessionListener ( )
protectedpure virtual

Member Function Documentation

virtual void onBusinessReject ( const Messaging::BusinessReject521 ,
Session  
)
inlinevirtual

Definition at line 222 of file SessionListener.h.

virtual void onError ( SessionErrorReason::Enum  ,
const std::string &  ,
Session ,
Messaging::SbeMessage   
)
inlinevirtual

Called when an error condition is detected.

Note
the message argument provided is a message which caused the problem, must be checked to be valid before usage

Definition at line 258 of file SessionListener.h.

virtual void onEstablishmentAck ( const Messaging::EstablishmentAck504 ,
Session  
)
inlinevirtual

Definition at line 210 of file SessionListener.h.

virtual void onEstablishmentReject ( const Messaging::EstablishmentReject505 ,
Session  
)
inlinevirtual

Definition at line 211 of file SessionListener.h.

virtual void onExecutionReportCancel ( const Messaging::ExecutionReportCancel534 ,
Session  
)
inlinevirtual

Definition at line 225 of file SessionListener.h.

virtual void onExecutionReportElimination ( const Messaging::ExecutionReportElimination524 ,
Session  
)
inlinevirtual

Definition at line 230 of file SessionListener.h.

virtual void onExecutionReportModify ( const Messaging::ExecutionReportModify531 ,
Session  
)
inlinevirtual

Definition at line 224 of file SessionListener.h.

virtual void onExecutionReportNew ( const Messaging::ExecutionReportNew522 ,
Session  
)
inlinevirtual

Definition at line 223 of file SessionListener.h.

virtual void onExecutionReportPendingCancel ( const Messaging::ExecutionReportPendingCancel564 ,
Session  
)
inlinevirtual

Definition at line 244 of file SessionListener.h.

virtual void onExecutionReportPendingReplace ( const Messaging::ExecutionReportPendingReplace565 ,
Session  
)
inlinevirtual

Definition at line 245 of file SessionListener.h.

virtual void onExecutionReportReject ( const Messaging::ExecutionReportReject523 ,
Session  
)
inlinevirtual

Definition at line 231 of file SessionListener.h.

virtual void onExecutionReportStatus ( const Messaging::ExecutionReportStatus532 ,
Session  
)
inlinevirtual

Definition at line 226 of file SessionListener.h.

virtual void onExecutionReportTradeAddendumOutright ( const Messaging::ExecutionReportTradeAddendumOutright548 ,
Session  
)
inlinevirtual

Definition at line 232 of file SessionListener.h.

virtual void onExecutionReportTradeAddendumSpread ( const Messaging::ExecutionReportTradeAddendumSpread549 ,
Session  
)
inlinevirtual

Definition at line 233 of file SessionListener.h.

virtual void onExecutionReportTradeAddendumSpreadLeg ( const Messaging::ExecutionReportTradeAddendumSpreadLeg550 ,
Session  
)
inlinevirtual

Definition at line 234 of file SessionListener.h.

virtual void onExecutionReportTradeOutright ( const Messaging::ExecutionReportTradeOutright525 ,
Session  
)
inlinevirtual

Definition at line 227 of file SessionListener.h.

virtual void onExecutionReportTradeSpread ( const Messaging::ExecutionReportTradeSpread526 ,
Session  
)
inlinevirtual

Definition at line 228 of file SessionListener.h.

virtual void onExecutionReportTradeSpreadLeg ( const Messaging::ExecutionReportTradeSpreadLeg527 ,
Session  
)
inlinevirtual

Definition at line 229 of file SessionListener.h.

virtual void onFailover ( Messaging::FTI::Enum  ,
Session  
)
inlinevirtual

Definition at line 216 of file SessionListener.h.

virtual void onMassQuoteAck ( const Messaging::MassQuoteAck545 ,
Session  
)
inlinevirtual

Definition at line 238 of file SessionListener.h.

virtual void onMessageSending ( char *  ,
size_t  ,
Session  
)
inlinevirtual

Called when the SBE message is about to be sent to the wire.

Definition at line 251 of file SessionListener.h.

virtual void onNegotiationReject ( const Messaging::NegotiationReject502 ,
Session  
)
inlinevirtual

Definition at line 209 of file SessionListener.h.

virtual void onNegotiationResponse ( const Messaging::NegotiationResponse501 ,
Session  
)
inlinevirtual

Definition at line 208 of file SessionListener.h.

virtual NotAppliedAction::Enum onNotApplied ( const Messaging::NotApplied513 ,
Session  
)
inlinevirtual

Definition at line 218 of file SessionListener.h.

virtual void onOrderCancelReject ( const Messaging::OrderCancelReject535 ,
Session  
)
inlinevirtual

Definition at line 235 of file SessionListener.h.

virtual void onOrderCancelReplaceReject ( const Messaging::OrderCancelReplaceReject536 ,
Session  
)
inlinevirtual

Definition at line 236 of file SessionListener.h.

virtual void onOrderMassActionReport ( const Messaging::OrderMassActionReport562 ,
Session  
)
inlinevirtual

Definition at line 241 of file SessionListener.h.

virtual void onPartyDetailsDefinitionRequestAck ( const Messaging::PartyDetailsDefinitionRequestAck519 ,
Session  
)
inlinevirtual

Definition at line 242 of file SessionListener.h.

virtual void onPartyDetailsListReport ( const Messaging::PartyDetailsListReport538 ,
Session  
)
inlinevirtual

Definition at line 243 of file SessionListener.h.

virtual void onQuoteCancelAck ( const Messaging::QuoteCancelAck563 ,
Session  
)
inlinevirtual

Definition at line 240 of file SessionListener.h.

virtual void onReceivedBytes ( const char *  ,
size_t  ,
Session  
)
inlinevirtual

Called as soon as bytes are received from the wire.

Definition at line 248 of file SessionListener.h.

virtual void onRequestForQuoteAck ( const Messaging::RequestForQuoteAck546 ,
Session  
)
inlinevirtual

Definition at line 239 of file SessionListener.h.

virtual void onRetransmission ( const Messaging::Retransmission509 ,
Session  
)
inlinevirtual

Definition at line 215 of file SessionListener.h.

virtual void onRetransmitReject ( const Messaging::RetransmitReject510 ,
Session  
)
inlinevirtual

Definition at line 214 of file SessionListener.h.

virtual void onSecurityDefinitionResponse ( const Messaging::SecurityDefinitionResponse561 ,
Session  
)
inlinevirtual

Definition at line 237 of file SessionListener.h.

virtual void onSequence ( const Messaging::Sequence506 ,
Session  
)
inlinevirtual

Definition at line 212 of file SessionListener.h.

virtual void onStateChange ( SessionStateId::Enum  ,
SessionStateId::Enum  ,
Session  
)
inlinevirtual

Called when the session changes its state.

Definition at line 254 of file SessionListener.h.

virtual void onTerminate ( const Messaging::Terminate507 ,
Session  
)
inlinevirtual

Definition at line 213 of file SessionListener.h.

virtual void onWarning ( SessionWarningReason::Enum  ,
const std::string &  ,
Session ,
Messaging::SbeMessage   
)
inlinevirtual

Called when a warning condition is detected.

Note
the message argument provided is a message which caused the problem, must be checked to be valid before usage

Definition at line 262 of file SessionListener.h.


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