OnixS C++ CME MDP Premium Market Data Handler  5.8.3
API Documentation
ChannelFeedListener.h
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20 
21 #pragma once
22 
23 #include <OnixS/CME/MDH/Packet.h>
24 
26 
28 
30 
31 /// A listener for the feed-related events in the bounds of a single Handler instance.
33 {
34  /// Is called when the handler starts listening to market data from the feed.
35  virtual void onFeedConnected(Handler&, const NetFeed&) {}
36 
37  /// Is called when the handler finishes listening to market data from the feed.
38  virtual void onFeedDisconnected(Handler&, const NetFeed&) {}
39 
40  /// Is called when when the feed receives a network packet.
41  ///
42  /// \note This method is invoked for each packet the feed receives, including duplicated and out-of-order ones.
43  /// Actual processing of received data may be done later or not happen at all if data is outdated or duplicated.
44  /// Therefore, the packet passed via this method may not appear through other listeners like MarketDataListener or
45  /// may appear later.
46  virtual void onFeedPacket(Handler&, const PacketArgs&) {}
47 };
48 
virtual void onFeedConnected(Handler &, const NetFeed &)
Is called when the handler starts listening to market data from the feed.
Encapsulates all the machinery related with market data processing from CME Market Data Platform...
Definition: Handler.h:55
#define ONIXS_CMEMDH_EXPORTED_CLASS_DECL(typeName)
Definition: Bootstrap.h:35
virtual void onFeedPacket(Handler &, const PacketArgs &)
Is called when when the feed receives a network packet.
Base attributes of market data feed.
Definition: Feed.h:54
A listener for the feed-related events in the bounds of a single Handler instance.
#define ONIXS_CMEMDH_NAMESPACE_BEGIN
Definition: Bootstrap.h:67
#define ONIXS_CMEMDH_EXPORTED
Definition: Compiler.h:135
#define ONIXS_CMEMDH_LTWT_CLASS_DECL(name)
Definition: Bootstrap.h:48
virtual void onFeedDisconnected(Handler &, const NetFeed &)
Is called when the handler finishes listening to market data from the feed.
#define ONIXS_CMEMDH_NAMESPACE_END
Definition: Bootstrap.h:68