OnixS C++ CME MDP Streamlined Market Data Handler 1.2.0
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
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45
47
51{
52 // Data processing workhorse.
53 ChannelModel* model_;
54
55public:
58 const HandlerSettings&);
59
62
64 const HandlerSettings& settings() const;
65
68
77 void
79 const InstrumentSelection&);
80
91 void
93 HandlerListener& listener);
94
105 void
107 FeedListener& listener);
108
119 void
121 MarketDataListener& listener);
122
128 void
130 FeedEngine& feedEngine);
131
137 void
139 TcpRecoveryService& tcpRecovery);
140
146 void
148 Logger& logger);
149
153
155 void
157 const SessionSettings&);
158
160 void stop();
161
164 void
166 const ReplaySettings&);
167};
168
#define ONIXS_CMESTREAMLINEDMDH_EXPORTED_CLASS_DECL(typeName)
Definition Bootstrap.h:55
#define ONIXS_CMESTREAMLINEDMDH_EXPORTED_CLASS
Definition Bootstrap.h:63
#define ONIXS_CMESTREAMLINEDMDH_EXPORTED_STRUCT_DECL(typeName)
Definition Bootstrap.h:59
#define ONIXS_CMESTREAMLINEDMDH_INTERNAL_CLASS_DECL(typeName)
Definition Bootstrap.h:71
#define ONIXS_CMESTREAMLINEDMDH_NAMESPACE_BEGIN
Definition Bootstrap.h:169
#define ONIXS_CMESTREAMLINEDMDH_NAMESPACE_END
Definition Bootstrap.h:173
#define ONIXS_CMESTREAMLINEDMDH_LTWT_CLASS_DECL(name)
Definition Bootstrap.h:123
Manages processing machinery for market data received from feeds.
Definition FeedEngine.h:367
Handler's configuration settings.
Handler(const HandlerSettings &)
Initializes instance according to given settings.
void bindTcpRecovery(TcpRecoveryService &tcpRecovery)
Binds TCP Recovery Service to the Handler.
Logger & logger()
Logger currently used by the Handler.
void start(const SessionSettings &)
Starts market data processing according to given parameters.
const HandlerSettings & settings() const
Configuration settings of given instance.
void bindFeedEngine(FeedEngine &feedEngine)
Binds Feed Engine to the Handler.
void stop()
Stops the Handler.
~Handler()
Finalizes instance usage.
void registerMarketDataListener(MarketDataListener &listener)
Registers market data processing listener.
void replay(const ReplaySettings &)
Processes market data stored in log files according to specified settings.
void clearInstrumentCache()
Erases instrument definitions cache if used.
void registerListener(HandlerListener &listener)
Registers Handler events listener.
void selectInstruments(const InstrumentSelection &)
Filters instruments whose market data is to be processed and events are to be fired by the Handler.
void bindLogger(Logger &logger)
Binds Logging Service to the Handler.
void registerFeedListener(FeedListener &listener)
Registers feed event listener.
Represents selection of instruments whose market data is to be processed by the Handler.
Definition Filtering.h:33
Abstraction of logger.
Definition Logger.h:180
Defines parameters which affect logs replay.
Definition Replay.h:74
Set of parameters affecting Handler's behavior when market data processing session is spawned.
Listener for feed-related events.
Events raised by Handler while processing market data.
Callbacks invoked by Handler during market data processing to reflect various stages of processing.