OnixS C++ CME Streamlined Market Data Handler  1.0.0.4
API documentation
FeedListener.h
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20 
21 #pragma once
22 
24 
26 
28 (
29  Handler
30 );
31 
33 (
34  NetFeed
35 );
36 
37 /// Listener for feed-related events.
40 {
41  /// Invoked when Handler establishes connection
42  /// to a feed identified by provided properties.
43  virtual
44  void
46  Handler&,
47  const NetFeed&)
48  {
49  }
50 
51  /// Invoked when Handler drops connection to
52  /// a feed identified by provided properties.
53  virtual
54  void
56  Handler&,
57  const NetFeed&)
58  {
59  }
60 
61  /// Invoked when packet is received on given feed.
62  ///
63  /// Given member is invoked for all data received over
64  /// the feed including duplicated and out of order one.
65  /// Actual processing of received data may be done far
66  /// later or not happen at all if data is outdated or
67  /// duplicates already processed one. Therefore, packet
68  /// passed through given member may not appear through
69  /// other listeners like MarketDataListener.
70  virtual
71  void
73  Handler&,
74  const PacketArgs&)
75  {
76  }
77 };
78 
#define ONIXS_CMESTREAMLINEDMDH_EXPORTED_CLASS_DECL(typeName)
Definition: Bootstrap.h:54
Listener for feed-related events.
Definition: FeedListener.h:38
Base attributes of market data feed.
Definition: NetFeed.h:33
#define ONIXS_CMESTREAMLINEDMDH_NAMESPACE_END
Definition: Bootstrap.h:172
virtual void onFeedDisconnected(Handler &, const NetFeed &)
Definition: FeedListener.h:55
#define ONIXS_CMESTREAMLINEDMDH_LTWT_CLASS_DECL(name)
Definition: Bootstrap.h:122
virtual void onFeedConnected(Handler &, const NetFeed &)
Definition: FeedListener.h:45
#define ONIXS_CMESTREAMLINEDMDH_EXPORTED_STRUCT
Definition: Bootstrap.h:66
virtual void onFeedPacket(Handler &, const PacketArgs &)
Definition: FeedListener.h:72
#define ONIXS_CMESTREAMLINEDMDH_NAMESPACE_BEGIN
Definition: Bootstrap.h:168