OnixS C++ CME MDP Premium Market Data Handler 5.9.0
Users' manual and API documentation
Loading...
Searching...
No Matches
MarketDataListener.h
Go to the documentation of this file.
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
25
27
29
31
34template <class MessageType>
36{
37public:
40 typedef MessageType Message;
41
45 : packet_(packet)
46 , message_(message)
47 {
48 }
49
51 const NetPacket& packet() const
52 {
53 return packet_;
54 }
55
57 const Message& message() const
58 {
59 return message_;
60 }
61
62private:
63 const NetPacket& packet_;
64 const Message& message_;
65
66 // Coping/cloning is not supposed.
67
69
70 MessageArgs& operator=(const MessageArgs&);
71};
72
76
80
84
88
92
96
100
104
108
112
116
120
124
128
132
136
140
144
148
152
156
160
164
168
172
176
180
184
188
191
194
197
201{
203 virtual void onPacket(Handler&, const PacketArgs&) {}
204
206 virtual void onEndOfPacket(Handler&, const PacketArgs&) {}
207
211
215
218 virtual void onMessage(Handler&, const ChannelReset4Args&) {}
219
222 virtual void onEndOfMessage(Handler&, const ChannelReset4Args&) {}
223
226 virtual void onMessage(Handler&, const AdminHeartbeat12Args&) {}
227
231
234 virtual void onMessage(Handler&, const AdminLogin15Args&) {}
235
238 virtual void onEndOfMessage(Handler&, const AdminLogin15Args&) {}
239
242 virtual void onMessage(Handler&, const AdminLogout16Args&) {}
243
246 virtual void onEndOfMessage(Handler&, const AdminLogout16Args&) {}
247
250 virtual void onMessage(Handler&, const AdminLogin408Args&) {}
251
254 virtual void onEndOfMessage(Handler&, const AdminLogin408Args&) {}
255
258 virtual void onMessage(Handler&, const AdminLogout409Args&) {}
259
262 virtual void onEndOfMessage(Handler&, const AdminLogout409Args&) {}
263
266 virtual void onMessage(Handler&, const AdminHeartbeat410Args&) {}
267
271
275
279
283
287
290 virtual void onMessage(Handler&, const SecurityStatus30Args&) {}
291
295
299
303
307
311
315
319
323
327
331
335
339
343
346 virtual void onMessage(Handler&, const QuoteRequest39Args&) {}
347
350 virtual void onEndOfMessage(Handler&, const QuoteRequest39Args&) {}
351
355
359
363
367
371
375
379
383
387
391
395
399
403
407
411
415
419
423
427
431
441 virtual void onMessage(Handler&, const FIX::MultiContainerArgs&) {}
442
453};
454
#define ONIXS_CMEMDHFIX_NAMESPACE_BEGIN
Definition Bootstrap.h:70
#define ONIXS_CMEMDH_NAMESPACE_BEGIN
Definition Bootstrap.h:67
#define ONIXS_CMEMDH_EXPORTED_CLASS_DECL(typeName)
Definition Bootstrap.h:35
#define ONIXS_CMEMDH_NAMESPACE_END
Definition Bootstrap.h:68
#define ONIXS_CMEMDHFIX_NAMESPACE_END
Definition Bootstrap.h:71
#define ONIXS_CMEMDH_EXPORTED
Definition Compiler.h:171
MessageArgs(const NetPacket &packet, const Message &message)
MessageArgs< MultiContainer > MultiContainerArgs
MessageArgs template instantiation for a FIX multi-container.
MessageArgs< IncrementalRefreshSessionStatistics51 > IncrementalRefreshSessionStatistics51Args
MessageArgs< IncrementalRefreshLimitsBanding50 > IncrementalRefreshLimitsBanding50Args
MessageArgs< IncrementalRefreshVolume37 > IncrementalRefreshVolume37Args
MessageArgs< SnapshotFullRefreshLongQty69 > SnapshotFullRefresh69Args
MessageArgs< IncrementalRefreshTradeSummaryLongQty65 > IncrementalRefreshTradeSummaryLongQty65Args
MessageArgs< QuoteRequest39 > QuoteRequest39Args
MessageArgs< InstrumentDefinitionFixedIncome57 > InstrumentDefinitionFixedIncome57Args
MessageArgs< InstrumentDefinitionFX63 > InstrumentDefinitionFX63Args
MessageArgs< AdminHeartbeat410 > AdminHeartbeat410Args
MessageArgs< AdminLogout16 > AdminLogout16Args
MessageArgs< ChannelReset4 > ChannelReset4Args
MessageArgs< SecurityStatus30 > SecurityStatus30Args
MessageArgs< AdminLogin408 > AdminLogin408Args
MessageArgs< AdminLogin15 > AdminLogin15Args
MessageArgs< IncrementalRefreshBook46 > IncrementalRefreshBook46Args
MessageArgs< AdminHeartbeat12 > AdminHeartbeat12Args
MessageArgs< AdminLogout409 > AdminLogout409Args
MessageArgs< SnapshotFullRefresh52 > SnapshotFullRefresh52Args
MessageArgs< IncrementalRefreshBookLongQty64 > IncrementalRefreshBookLongQty64Args
MessageArgs< IncrementalRefreshTradeSummary48 > IncrementalRefreshTradeSummary48Args
MessageArgs< InstrumentDefinitionOption55 > InstrumentDefinitionOption55Args
MessageArgs< IncrementalRefreshOrderBook47 > IncrementalRefreshOrderBook47Args
NetPacket PacketArgs
Definition Packet.h:409
MessageArgs< InstrumentDefinitionSpread56 > InstrumentDefinitionSpread56Args
MessageArgs< IncrementalRefreshVolumeLongQty66 > IncrementalRefreshVolumeLongQty66Args
MessageArgs< IncrementalRefreshSessionStatisticsLongQty67 > IncrementalRefreshSessionStatisticsLongQty67Args
MessageArgs< SnapshotFullRefreshLongQty69 > SnapshotFullRefreshLongQty69Args
MessageArgs< SnapshotFullRefreshOrderBook53 > SnapshotFullRefreshOrderBook53Args
MessageArgs< InstrumentDefinitionFuture54 > InstrumentDefinitionFuture54Args
MessageArgs< IncrementalRefreshDailyStatistics49 > IncrementalRefreshDailyStatistics49Args
virtual void onEndOfMessage(Handler &, const IncrementalRefreshTradeSummary48Args &)
virtual void onEndOfMessage(Handler &, const AdminHeartbeat410Args &)
virtual void onMessage(Handler &, const AdminHeartbeat12Args &)
virtual void onEndOfMessage(Handler &, const SecurityStatus30Args &)
virtual void onPacket(Handler &, const PacketArgs &)
Invoked when processing of packet has begun.
virtual void onEndOfMessage(Handler &, const AdminLogout16Args &)
virtual void onEndOfMessage(Handler &, const IncrementalRefreshBook46Args &)
virtual void onMessage(Handler &, const InstrumentDefinitionOption55Args &)
virtual void onEndOfMessage(Handler &, const SnapshotFullRefreshLongQty69Args &)
virtual void onMessage(Handler &, const IncrementalRefreshBook46Args &)
virtual void onEndOfMessage(Handler &, const InstrumentDefinitionFuture54Args &)
virtual void onMessage(Handler &, const AdminHeartbeat410Args &)
AdminHeartbeat410 message has begun.
virtual void onEndOfMessage(Handler &, const IncrementalRefreshDailyStatistics49Args &)
virtual void onEndOfMessage(Handler &, const AdminLogout409Args &)
virtual void onEndOfMessage(Handler &, const IncrementalRefreshSessionStatisticsLongQty67Args &)
virtual void onEndOfMessage(Handler &, const IncrementalRefreshSessionStatistics51Args &)
virtual void onMessage(Handler &, const IncrementalRefreshDailyStatistics49Args &)
virtual void onMessage(Handler &, const AdminLogout16Args &)
virtual void onMessage(Handler &, const AdminLogin408Args &)
virtual void onMessage(Handler &, const IncrementalRefreshSessionStatistics51Args &)
virtual void onEndOfMessage(Handler &, const IncrementalRefreshOrderBook47Args &)
virtual void onMessage(Handler &, const SecurityStatus30Args &)
virtual void onEndOfMessage(Handler &, const InstrumentDefinitionOption55Args &)
virtual void onMessage(Handler &, const AdminLogin15Args &)
virtual void onMessage(Handler &, const IncrementalRefreshOrderBook47Args &)
virtual void onMessage(Handler &, const SnapshotFullRefreshLongQty69Args &)
virtual void onMessage(Handler &, const IncrementalRefreshTradeSummaryLongQty65Args &)
virtual void onMessage(Handler &, const IncrementalRefreshVolume37Args &)
virtual void onMessage(Handler &, const IncrementalRefreshBookLongQty64Args &)
virtual void onEndOfMessage(Handler &, const InstrumentDefinitionFixedIncome57Args &)
virtual void onMessage(Handler &, const IncrementalRefreshTradeSummary48Args &)
virtual void onMessage(Handler &, const ChannelReset4Args &)
virtual void onMessage(Handler &, const IncrementalRefreshLimitsBanding50Args &)
virtual void onMessage(Handler &, const SnapshotFullRefresh52Args &)
virtual void onEndOfMessage(Handler &, const IncrementalRefreshTradeSummaryLongQty65Args &)
virtual void onEndOfMessage(Handler &, const FIX::MultiContainerArgs &)
virtual void onEndOfMessage(Handler &, const AdminLogin15Args &)
virtual void onEndOfMessage(Handler &, const InstrumentDefinitionSpread56Args &)
virtual void onEndOfMessage(Handler &, const AdminHeartbeat12Args &)
virtual void onMessage(Handler &, const InstrumentDefinitionFX63Args &)
virtual void onMessage(Handler &, const FIX::MultiContainerArgs &)
virtual void onMessage(Handler &, const IncrementalRefreshVolumeLongQty66Args &)
virtual void onEndOfMessage(Handler &, const IncrementalRefreshVolumeLongQty66Args &)
virtual void onEndOfMessage(Handler &, const IncrementalRefreshVolume37Args &)
virtual void onEndOfMessage(Handler &, const InstrumentDefinitionFX63Args &)
virtual void onMessage(Handler &, const SnapshotFullRefreshOrderBook53Args &)
virtual void onMessage(Handler &, const InstrumentDefinitionSpread56Args &)
virtual void onEndOfMessage(Handler &, const QuoteRequest39Args &)
virtual void onEndOfMessage(Handler &, const IncrementalRefreshLimitsBanding50Args &)
virtual void onMessage(Handler &, const QuoteRequest39Args &)
virtual void onEndOfPacket(Handler &, const PacketArgs &)
Invoked when processing of packet has ended.
virtual void onEndOfMessage(Handler &, const AdminLogin408Args &)
virtual void onMessage(Handler &, const InstrumentDefinitionFuture54Args &)
virtual void onEndOfMessage(Handler &, const SnapshotFullRefreshOrderBook53Args &)
virtual void onMessage(Handler &, const InstrumentDefinitionFixedIncome57Args &)
virtual void onMessage(Handler &, const IncrementalRefreshSessionStatisticsLongQty67Args &)
virtual void onMessage(Handler &, const AdminLogout409Args &)
virtual void onEndOfMessage(Handler &, const IncrementalRefreshBookLongQty64Args &)
virtual void onEndOfMessage(Handler &, const SnapshotFullRefresh52Args &)
virtual void onEndOfMessage(Handler &, const ChannelReset4Args &)