OnixS C++ CME MDP Premium Market Data Handler 5.9.0
Users' manual and API documentation
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Handler.h
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1// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
2//
3// This software owned by Onix Solutions Limited [OnixS] and is
4// protected by copyright law and international copyright treaties.
5//
6// Access to and use of the software is governed by the terms of the applicable
7// OnixS Software Services Agreement (the Agreement) and Customer end user license
8// agreements granting a non-assignable, non-transferable and non-exclusive license
9// to use the software for it's own data processing purposes under the terms defined
10// in the Agreement.
11//
12// Except as otherwise granted within the terms of the Agreement, copying or
13// reproduction of any part of this source code or associated reference material
14// to any other location for further reproduction or redistribution, and any
15// amendments to this copyright notice, are expressly prohibited.
16//
17// Any reproduction or redistribution for sale or hiring of the Software not in
18// accordance with the terms of the Agreement is a violation of copyright law.
19//
20
21#pragma once
22
23#include <string>
24#include <memory>
25
28
30
31ONIXS_CMEMDH_LTWT_CLASS_DECL(HandlerSettings);
32ONIXS_CMEMDH_LTWT_CLASS_DECL(MemoryPoolSettings);
33ONIXS_CMEMDH_LTWT_CLASS_DECL(InstrumentSelection);
34
35#if !defined(ONIXS_CMEMDH_NO_DEPRECATED)
36
38ONIXS_CMEMDH_EXPORTED_STRUCT_DECL(ChannelFeedListener);
39
40ONIXS_CMEMDH_EXPORTED_STRUCT_DECL(MarketDataListener);
41ONIXS_CMEMDH_EXPORTED_STRUCT_DECL(SecurityListener);
42
45ONIXS_CMEMDH_EXPORTED_CLASS_DECL(TcpRecoveryService);
46
47ONIXS_CMEMDH_LTWT_CLASS_DECL(SessionSettings);
48
49#endif // ONIXS_CMEMDH_NO_DEPRECATED
50
52
56{
57public:
59 Handler(const std::string& = ONIXS_CMEMDH_COMPILER_INFO);
60
63 explicit Handler(const MemoryPoolSettings&, const std::string& = ONIXS_CMEMDH_COMPILER_INFO);
64
66 explicit Handler(const HandlerSettings&, const std::string& = ONIXS_CMEMDH_COMPILER_INFO);
67
70
73
75 const HandlerSettings& settings() const;
76
77#if !defined(ONIXS_CMEMDH_NO_DEPRECATED)
78
86
87#endif // ONIXS_CMEMDH_NO_DEPRECATED
88
98
102
103#if !defined(ONIXS_CMEMDH_NO_DEPRECATED)
104
124
144
164
184
196 void bindFeedEngine(NetFeedEngine& feedEngine);
197
210
223
224#endif // ONIXS_CMEMDH_NO_DEPRECATED
225
227 void start();
228
229#if !defined(ONIXS_CMEMDH_NO_DEPRECATED)
230
239 void start(const SessionSettings&);
240
241#endif // ONIXS_CMEMDH_NO_DEPRECATED
242
244 void stop();
245
247 std::string licenseExpirationDate() const;
248
249private:
251
252 // Data processing workhorse.
253 ChannelModel* model_;
254
255 // Coping is not allowed for the instances.
256
257 Handler(const Handler&);
258 Handler& operator=(const Handler&);
259};
260
#define ONIXS_CMEMDH_INTERNAL_CLASS_DECL(typeName)
Definition Bootstrap.h:37
#define ONIXS_CMEMDH_NAMESPACE_BEGIN
Definition Bootstrap.h:67
#define ONIXS_CMEMDH_LTWT_CLASS_DECL(name)
Definition Bootstrap.h:48
#define ONIXS_CMEMDH_EXPORTED_CLASS_DECL(typeName)
Definition Bootstrap.h:35
#define ONIXS_CMEMDH_NAMESPACE_END
Definition Bootstrap.h:68
#define ONIXS_CMEMDH_EXPORTED_STRUCT_DECL(typeName)
Definition Bootstrap.h:36
#define ONIXS_CMEMDH_COMPILER_INFO
#define ONIXS_CMEMDH_EXPORTED
Definition Compiler.h:171
Handler's configuration settings.
void bindFeedEngine(NetFeedEngine &feedEngine)
void bindTcpRecovery(TcpRecoveryService &tcpRecovery)
Handler(const MemoryPoolSettings &, const std::string &="")
friend class PcapReplayHelper
Definition Handler.h:250
Handler(const std::string &="")
Initializes the instance with the default settings.
void start()
Starts market data processing.
void registerSecurityListener(SecurityListener &listener)
std::string licenseExpirationDate() const
Returns the license expiration date.
void start(const SessionSettings &)
const HandlerSettings & settings() const
Immutable configuration of the given instance.
void stop()
Stops market data processing.
~Handler()
Finalizes the instance.
Handler(const HandlerSettings &, const std::string &="")
Initializes the instance according to the given settings.
void registerFeedListener(ChannelFeedListener &listener)
void registerMarketDataListener(MarketDataListener &listener)
void registerListener(HandlerListener &listener)
void selectInstruments(const InstrumentSelection &)
HandlerSettings & settings()
The configuration parameters of the given instance.
void bindLogger(Logger &logger)
Abstraction of logger.
Definition Logger.h:156
A listener for the feed-related events in the bounds of a single Handler instance.
Events raised by Handler while processing market data.
Callbacks invoked by Handler to expose market data entities.