OnixS C++ CME MDP Streamlined Market Data Handler 1.2.0
API Documentation
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MarketDataListener.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
25
27
29
32template
33<
34 class MessageType
35>
37{
38public:
41 typedef MessageType Message;
42
46 const NetPacket& packet,
47 const Message& message)
48 : packet_(packet)
49 , message_(message)
50 {
51 }
52
54 const NetPacket& packet() const
55 {
56 return packet_;
57 }
58
60 const Message& message() const
61 {
62 return message_;
63 }
64
65private:
66 const NetPacket& packet_;
67 const Message& message_;
68
69 // Coping/cloning is not supposed.
70
72 const MessageArgs&);
73
75 operator =(
76 const MessageArgs&);
77};
78
81typedef
82MessageArgs<AdminHeartbeat312>
84
87typedef
90
93typedef
96
99typedef
102
105typedef
108
111typedef
114
117typedef
120
123typedef
126
129typedef
132
135typedef
138
141typedef
144
147typedef
150
153typedef
156
159typedef
162
165typedef
168
171typedef
174
179{
181 virtual
182 void
184 Handler&,
185 const PacketArgs&)
186 {
187 }
188
190 virtual
191 void
193 Handler&,
194 const PacketArgs&)
195 {
196 }
197
200 virtual
201 void
203 Handler&,
205 {
206 }
207
210 virtual
211 void
213 Handler&,
215 {
216 }
217
220 virtual
221 void
223 Handler&,
224 const AdminLogin315Args&)
225 {
226 }
227
230 virtual
231 void
233 Handler&,
234 const AdminLogin315Args&)
235 {
236 }
237
240 virtual
241 void
243 Handler&,
244 const AdminLogout316Args&)
245 {
246 }
247
250 virtual
251 void
253 Handler&,
254 const AdminLogout316Args&)
255 {
256 }
257
260 virtual
261 void
267
270 virtual
271 void
277
280 virtual
281 void
283 Handler&,
284 const NewsIndices339Args&)
285 {
286 }
287
290 virtual
291 void
293 Handler&,
294 const NewsIndices339Args&)
295 {
296 }
297
300 virtual
301 void
307
310 virtual
311 void
317
320 virtual
321 void
323 Handler&,
324 const QuoteRequest345Args&)
325 {
326 }
327
330 virtual
331 void
333 Handler&,
334 const QuoteRequest345Args&)
335 {
336 }
337
340 virtual
341 void
347
350 virtual
351 void
357
360 virtual
361 void
363 Handler&,
365 {
366 }
367
370 virtual
371 void
377
380 virtual
381 void
387
390 virtual
391 void
397
400 virtual
401 void
403 Handler&,
405 {
406 }
407
410 virtual
411 void
417
420 virtual
421 void
423 Handler&,
425 {
426 }
427
430 virtual
431 void
437
440 virtual
441 void
443 Handler&,
445 {
446 }
447
450 virtual
451 void
457
460 virtual
461 void
463 Handler&,
465 {
466 }
467
470 virtual
471 void
477
480 virtual
481 void
487
490 virtual
491 void
497
500 virtual
501 void
503 Handler&,
505 {
506 }
507
510 virtual
511 void
517
518};
519
#define ONIXS_CMESTREAMLINEDMDH_EXPORTED_STRUCT
Definition Bootstrap.h:67
#define ONIXS_CMESTREAMLINEDMDH_EXPORTED_CLASS_DECL(typeName)
Definition Bootstrap.h:55
#define ONIXS_CMESTREAMLINEDMDH_NAMESPACE_BEGIN
Definition Bootstrap.h:169
#define ONIXS_CMESTREAMLINEDMDH_NAMESPACE_END
Definition Bootstrap.h:173
Encapsulates all the machinery related with market data processing from CME Market Data Platform.
Definition Handler.h:51
Collection of market data supplied via message processing callbacks.
MessageType Message
Type of message whose instance is referenced by given arguments.
MessageArgs(const NetPacket &packet, const Message &message)
Initializes instance with given message instance and packet containing that message.
MessageArgs< IncrementalRefreshErisReferenceDataAndDailyStatistics333 > IncrementalRefreshErisReferenceDataAndDailyStatistics333Args
MessageArgs template instantiation for IncrementalRefreshErisReferenceDataAndDailyStatistics333 messa...
MessageArgs< InstrumentDefinitionEris363 > InstrumentDefinitionEris363Args
MessageArgs template instantiation for InstrumentDefinitionEris363 message type.
MessageArgs< NewsIndices339 > NewsIndices339Args
MessageArgs template instantiation for NewsIndices339 message type.
MessageArgs< IncrementalRefreshOTC356 > IncrementalRefreshOTC356Args
MessageArgs template instantiation for IncrementalRefreshOTC356 message type.
MessageArgs< IncrementalRefreshTradeBlocks340 > IncrementalRefreshTradeBlocks340Args
MessageArgs template instantiation for IncrementalRefreshTradeBlocks340 message type.
MessageArgs< AdminHeartbeat312 > AdminHeartbeat312Args
MessageArgs template instantiation for AdminHeartbeat312 message type.
MessageArgs< IncrementalRefreshEris351 > IncrementalRefreshEris351Args
MessageArgs template instantiation for IncrementalRefreshEris351 message type.
MessageArgs< IncrementalRefreshTradeBlocks349 > IncrementalRefreshTradeBlocks349Args
MessageArgs template instantiation for IncrementalRefreshTradeBlocks349 message type.
MessageArgs< IncrementalRefreshEris353 > IncrementalRefreshEris353Args
MessageArgs template instantiation for IncrementalRefreshEris353 message type.
MessageArgs< IncrementalRefreshOTC366 > IncrementalRefreshOTC366Args
MessageArgs template instantiation for IncrementalRefreshOTC366 message type.
MessageArgs< InstrumentDefinitionIndices347 > InstrumentDefinitionIndices347Args
MessageArgs template instantiation for InstrumentDefinitionIndices347 message type.
MessageArgs< AdminLogin315 > AdminLogin315Args
MessageArgs template instantiation for AdminLogin315 message type.
MessageArgs< QuoteRequest345 > QuoteRequest345Args
MessageArgs template instantiation for QuoteRequest345 message type.
NetPacket PacketArgs
Alias for a type keeping collection of packet-related attributes.
Definition Packet.h:467
MessageArgs< AdminLogout316 > AdminLogout316Args
MessageArgs template instantiation for AdminLogout316 message type.
MessageArgs< IncrementalRefreshTradeBlocks365 > IncrementalRefreshTradeBlocks365Args
MessageArgs template instantiation for IncrementalRefreshTradeBlocks365 message type.
MessageArgs< IncrementalRefreshIndices348 > IncrementalRefreshIndices348Args
MessageArgs template instantiation for IncrementalRefreshIndices348 message type.
Callbacks invoked by Handler during market data processing to reflect various stages of processing.
virtual void onEndOfMessage(Handler &, const IncrementalRefreshTradeBlocks365Args &)
Invoked when processing of message of IncrementalRefreshTradeBlocks365 message has ended.
virtual void onPacket(Handler &, const PacketArgs &)
Invoked when processing of packet has begun.
virtual void onEndOfMessage(Handler &, const IncrementalRefreshOTC356Args &)
Invoked when processing of message of IncrementalRefreshOTC356 message has ended.
virtual void onMessage(Handler &, const IncrementalRefreshTradeBlocks365Args &)
Invoked when processing of IncrementalRefreshTradeBlocks365 message has begun.
virtual void onMessage(Handler &, const QuoteRequest345Args &)
Invoked when processing of QuoteRequest345 message has begun.
virtual void onEndOfMessage(Handler &, const IncrementalRefreshEris351Args &)
Invoked when processing of message of IncrementalRefreshEris351 message has ended.
virtual void onMessage(Handler &, const IncrementalRefreshEris351Args &)
Invoked when processing of IncrementalRefreshEris351 message has begun.
virtual void onEndOfMessage(Handler &, const QuoteRequest345Args &)
Invoked when processing of message of QuoteRequest345 message has ended.
virtual void onMessage(Handler &, const InstrumentDefinitionIndices347Args &)
Invoked when processing of InstrumentDefinitionIndices347 message has begun.
virtual void onMessage(Handler &, const IncrementalRefreshTradeBlocks349Args &)
Invoked when processing of IncrementalRefreshTradeBlocks349 message has begun.
virtual void onMessage(Handler &, const IncrementalRefreshOTC366Args &)
Invoked when processing of IncrementalRefreshOTC366 message has begun.
virtual void onEndOfMessage(Handler &, const InstrumentDefinitionIndices347Args &)
Invoked when processing of message of InstrumentDefinitionIndices347 message has ended.
virtual void onMessage(Handler &, const IncrementalRefreshEris353Args &)
Invoked when processing of IncrementalRefreshEris353 message has begun.
virtual void onMessage(Handler &, const AdminHeartbeat312Args &)
Invoked when processing of AdminHeartbeat312 message has begun.
virtual void onEndOfMessage(Handler &, const NewsIndices339Args &)
Invoked when processing of message of NewsIndices339 message has ended.
virtual void onMessage(Handler &, const AdminLogin315Args &)
Invoked when processing of AdminLogin315 message has begun.
virtual void onMessage(Handler &, const AdminLogout316Args &)
Invoked when processing of AdminLogout316 message has begun.
virtual void onMessage(Handler &, const IncrementalRefreshOTC356Args &)
Invoked when processing of IncrementalRefreshOTC356 message has begun.
virtual void onEndOfMessage(Handler &, const IncrementalRefreshOTC366Args &)
Invoked when processing of message of IncrementalRefreshOTC366 message has ended.
virtual void onMessage(Handler &, const IncrementalRefreshTradeBlocks340Args &)
Invoked when processing of IncrementalRefreshTradeBlocks340 message has begun.
virtual void onEndOfMessage(Handler &, const IncrementalRefreshTradeBlocks349Args &)
Invoked when processing of message of IncrementalRefreshTradeBlocks349 message has ended.
virtual void onEndOfMessage(Handler &, const AdminLogin315Args &)
Invoked when processing of message of AdminLogin315 message has ended.
virtual void onEndOfMessage(Handler &, const IncrementalRefreshErisReferenceDataAndDailyStatistics333Args &)
Invoked when processing of message of IncrementalRefreshErisReferenceDataAndDailyStatistics333 messag...
virtual void onMessage(Handler &, const IncrementalRefreshIndices348Args &)
Invoked when processing of IncrementalRefreshIndices348 message has begun.
virtual void onEndOfMessage(Handler &, const InstrumentDefinitionEris363Args &)
Invoked when processing of message of InstrumentDefinitionEris363 message has ended.
virtual void onMessage(Handler &, const NewsIndices339Args &)
Invoked when processing of NewsIndices339 message has begun.
virtual void onEndOfMessage(Handler &, const IncrementalRefreshTradeBlocks340Args &)
Invoked when processing of message of IncrementalRefreshTradeBlocks340 message has ended.
virtual void onEndOfMessage(Handler &, const IncrementalRefreshIndices348Args &)
Invoked when processing of message of IncrementalRefreshIndices348 message has ended.
virtual void onEndOfPacket(Handler &, const PacketArgs &)
Invoked when processing of packet has ended.
virtual void onMessage(Handler &, const IncrementalRefreshErisReferenceDataAndDailyStatistics333Args &)
Invoked when processing of IncrementalRefreshErisReferenceDataAndDailyStatistics333 message has begun...
virtual void onEndOfMessage(Handler &, const AdminLogout316Args &)
Invoked when processing of message of AdminLogout316 message has ended.
virtual void onMessage(Handler &, const InstrumentDefinitionEris363Args &)
Invoked when processing of InstrumentDefinitionEris363 message has begun.
virtual void onEndOfMessage(Handler &, const AdminHeartbeat312Args &)
Invoked when processing of message of AdminHeartbeat312 message has ended.
virtual void onEndOfMessage(Handler &, const IncrementalRefreshEris353Args &)
Invoked when processing of message of IncrementalRefreshEris353 message has ended.