MarketDataListener.h

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// Copyright Onix Solutions Limited [OnixS]. All rights reserved.
//
// This software owned by Onix Solutions Limited [OnixS] and is
// protected by copyright law and international copyright treaties.
//
// Access to and use of the software is governed by the terms of the applicable
// OnixS Software Services Agreement (the Agreement) and Customer end user license
// agreements granting a non-assignable, non-transferable and non-exclusive license
// to use the software for it's own data processing purposes under the terms defined
// in the Agreement.
//
// Except as otherwise granted within the terms of the Agreement, copying or
// reproduction of any part of this source code or associated reference material
// to any other location for further reproduction or redistribution, and any
// amendments to this copyright notice, are expressly prohibited.
//
// Any reproduction or redistribution for sale or hiring of the Software not in
// accordance with the terms of the Agreement is a violation of copyright law.
//
 
#pragma once
 
#include <OnixS/CME/MDH/Packet.h>
#include <OnixS/CME/MDH/Messages.h>
 
#include <OnixS/CME/MDH/FIX/MultiContainer.h>
 
ONIXS_CMEMDH_NAMESPACE_BEGIN
 
ONIXS_CMEMDH_EXPORTED_CLASS_DECL(Handler);

template <class MessageType>
class MessageArgs
{
public:
    typedef MessageType Message;

    MessageArgs(const NetPacket& packet, const Message& message)
        : packet_(packet)
        , message_(message)
    {
    }

    const NetPacket& packet() const
    {
        return packet_;
    }

    const Message& message() const
    {
        return message_;
    }
 
private:
    const NetPacket& packet_;
    const Message& message_;
 
    // Coping/cloning is not supposed.
 
    MessageArgs(const MessageArgs&);
 
    MessageArgs& operator=(const MessageArgs&);
};

typedef MessageArgs<InstrumentDefinitionFixedIncome57> InstrumentDefinitionFixedIncome57Args;

typedef MessageArgs<ChannelReset4> ChannelReset4Args;

typedef MessageArgs<AdminHeartbeat12> AdminHeartbeat12Args;

typedef MessageArgs<AdminLogin15> AdminLogin15Args;

typedef MessageArgs<AdminLogout16> AdminLogout16Args;

typedef MessageArgs<AdminLogin408> AdminLogin408Args;

typedef MessageArgs<AdminLogout409> AdminLogout409Args;

typedef MessageArgs<AdminHeartbeat410> AdminHeartbeat410Args;

typedef MessageArgs<InstrumentDefinitionFuture54> InstrumentDefinitionFuture54Args;

typedef MessageArgs<InstrumentDefinitionSpread56> InstrumentDefinitionSpread56Args;

typedef MessageArgs<SecurityStatus30> SecurityStatus30Args;

typedef MessageArgs<IncrementalRefreshBook46> IncrementalRefreshBook46Args;

typedef MessageArgs<IncrementalRefreshDailyStatistics49> IncrementalRefreshDailyStatistics49Args;

typedef MessageArgs<IncrementalRefreshLimitsBanding50> IncrementalRefreshLimitsBanding50Args;

typedef MessageArgs<IncrementalRefreshSessionStatistics51> IncrementalRefreshSessionStatistics51Args;

typedef MessageArgs<IncrementalRefreshVolume37> IncrementalRefreshVolume37Args;

typedef MessageArgs<SnapshotFullRefresh52> SnapshotFullRefresh52Args;

typedef MessageArgs<SnapshotFullRefreshLongQty69> SnapshotFullRefresh69Args;

typedef MessageArgs<QuoteRequest39> QuoteRequest39Args;

typedef MessageArgs<InstrumentDefinitionOption55> InstrumentDefinitionOption55Args;

typedef MessageArgs<IncrementalRefreshTradeSummary48> IncrementalRefreshTradeSummary48Args;

typedef MessageArgs<IncrementalRefreshOrderBook47> IncrementalRefreshOrderBook47Args;

typedef MessageArgs<SnapshotFullRefreshOrderBook53> SnapshotFullRefreshOrderBook53Args;

typedef MessageArgs<InstrumentDefinitionFX63> InstrumentDefinitionFX63Args;

typedef MessageArgs<IncrementalRefreshBookLongQty64> IncrementalRefreshBookLongQty64Args;

typedef MessageArgs<IncrementalRefreshTradeSummaryLongQty65> IncrementalRefreshTradeSummaryLongQty65Args;

typedef MessageArgs<IncrementalRefreshVolumeLongQty66> IncrementalRefreshVolumeLongQty66Args;

typedef MessageArgs<IncrementalRefreshSessionStatisticsLongQty67> IncrementalRefreshSessionStatisticsLongQty67Args;

typedef MessageArgs<SnapshotFullRefreshLongQty69> SnapshotFullRefreshLongQty69Args;
 
ONIXS_CMEMDH_NAMESPACE_END
ONIXS_CMEMDHFIX_NAMESPACE_BEGIN

typedef MessageArgs<MultiContainer> MultiContainerArgs;
 
ONIXS_CMEMDHFIX_NAMESPACE_END
ONIXS_CMEMDH_NAMESPACE_BEGIN

struct ONIXS_CMEMDH_EXPORTED MarketDataListener
{
    virtual void onPacket(Handler&, const PacketArgs&) {}

    virtual void onEndOfPacket(Handler&, const PacketArgs&) {}

    virtual void onMessage(Handler&, const InstrumentDefinitionFixedIncome57Args&) {}

    virtual void onEndOfMessage(Handler&, const InstrumentDefinitionFixedIncome57Args&) {}

    virtual void onMessage(Handler&, const ChannelReset4Args&) {}

    virtual void onEndOfMessage(Handler&, const ChannelReset4Args&) {}

    virtual void onMessage(Handler&, const AdminHeartbeat12Args&) {}

    virtual void onEndOfMessage(Handler&, const AdminHeartbeat12Args&) {}

    virtual void onMessage(Handler&, const AdminLogin15Args&) {}

    virtual void onEndOfMessage(Handler&, const AdminLogin15Args&) {}

    virtual void onMessage(Handler&, const AdminLogout16Args&) {}

    virtual void onEndOfMessage(Handler&, const AdminLogout16Args&) {}

    virtual void onMessage(Handler&, const AdminLogin408Args&) {}

    virtual void onEndOfMessage(Handler&, const AdminLogin408Args&) {}

    virtual void onMessage(Handler&, const AdminLogout409Args&) {}

    virtual void onEndOfMessage(Handler&, const AdminLogout409Args&) {}

    virtual void onMessage(Handler&, const AdminHeartbeat410Args&) {}

    virtual void onEndOfMessage(Handler&, const AdminHeartbeat410Args&) {}

    virtual void onMessage(Handler&, const InstrumentDefinitionFuture54Args&) {}

    virtual void onEndOfMessage(Handler&, const InstrumentDefinitionFuture54Args&) {}

    virtual void onMessage(Handler&, const InstrumentDefinitionSpread56Args&) {}

    virtual void onEndOfMessage(Handler&, const InstrumentDefinitionSpread56Args&) {}

    virtual void onMessage(Handler&, const SecurityStatus30Args&) {}

    virtual void onEndOfMessage(Handler&, const SecurityStatus30Args&) {}

    virtual void onMessage(Handler&, const IncrementalRefreshBook46Args&) {}

    virtual void onEndOfMessage(Handler&, const IncrementalRefreshBook46Args&) {}

    virtual void onMessage(Handler&, const IncrementalRefreshDailyStatistics49Args&) {}

    virtual void onEndOfMessage(Handler&, const IncrementalRefreshDailyStatistics49Args&) {}

    virtual void onMessage(Handler&, const IncrementalRefreshLimitsBanding50Args&) {}

    virtual void onEndOfMessage(Handler&, const IncrementalRefreshLimitsBanding50Args&) {}

    virtual void onMessage(Handler&, const IncrementalRefreshSessionStatistics51Args&) {}

    virtual void onEndOfMessage(Handler&, const IncrementalRefreshSessionStatistics51Args&) {}

    virtual void onMessage(Handler&, const IncrementalRefreshVolume37Args&) {}

    virtual void onEndOfMessage(Handler&, const IncrementalRefreshVolume37Args&) {}

    virtual void onMessage(Handler&, const SnapshotFullRefresh52Args&) {}

    virtual void onEndOfMessage(Handler&, const SnapshotFullRefresh52Args&) {}

    virtual void onMessage(Handler&, const QuoteRequest39Args&) {}

    virtual void onEndOfMessage(Handler&, const QuoteRequest39Args&) {}

    virtual void onMessage(Handler&, const InstrumentDefinitionOption55Args&) {}

    virtual void onEndOfMessage(Handler&, const InstrumentDefinitionOption55Args&) {}

    virtual void onMessage(Handler&, const IncrementalRefreshTradeSummary48Args&) {}

    virtual void onEndOfMessage(Handler&, const IncrementalRefreshTradeSummary48Args&) {}

    virtual void onMessage(Handler&, const IncrementalRefreshOrderBook47Args&) {}

    virtual void onEndOfMessage(Handler&, const IncrementalRefreshOrderBook47Args&) {}

    virtual void onMessage(Handler&, const SnapshotFullRefreshOrderBook53Args&) {}

    virtual void onEndOfMessage(Handler&, const SnapshotFullRefreshOrderBook53Args&) {}

    virtual void onMessage(Handler&, const InstrumentDefinitionFX63Args&) {}

    virtual void onEndOfMessage(Handler&, const InstrumentDefinitionFX63Args&) {}

    virtual void onMessage(Handler&, const IncrementalRefreshBookLongQty64Args&) {}

    virtual void onEndOfMessage(Handler&, const IncrementalRefreshBookLongQty64Args&) {}

    virtual void onMessage(Handler&, const IncrementalRefreshTradeSummaryLongQty65Args&) {}

    virtual void onEndOfMessage(Handler&, const IncrementalRefreshTradeSummaryLongQty65Args&) {}

    virtual void onMessage(Handler&, const IncrementalRefreshVolumeLongQty66Args&) {}

    virtual void onEndOfMessage(Handler&, const IncrementalRefreshVolumeLongQty66Args&) {}

    virtual void onMessage(Handler&, const IncrementalRefreshSessionStatisticsLongQty67Args&) {}

    virtual void onEndOfMessage(Handler&, const IncrementalRefreshSessionStatisticsLongQty67Args&) {}

    virtual void onMessage(Handler&, const SnapshotFullRefreshLongQty69Args&) {}

    virtual void onEndOfMessage(Handler&, const SnapshotFullRefreshLongQty69Args&) {}

    virtual void onMessage(Handler&, const FIX::MultiContainerArgs&) {}

    virtual void onEndOfMessage(Handler&, const FIX::MultiContainerArgs&) {}
};
 
ONIXS_CMEMDH_NAMESPACE_END