MarketDataListener.h

Go to the documentation of this file.

// 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/Streamlined/Packet.h>
#include <OnixS/CME/Streamlined/Messages.h>

ONIXS_CMESTREAMLINEDMDH_NAMESPACE_BEGIN

ONIXS_CMESTREAMLINEDMDH_EXPORTED_CLASS_DECL(Handler);

/// Collection of market data supplied 
/// via message processing callbacks. 
template
<
    class MessageType
>
class MessageArgs
{
public:
    /// Type of message whose instance 
    /// is referenced by given arguments.
    typedef MessageType Message;

    /// Initializes instance with given message 
    /// instance and packet containing that message. 
    MessageArgs(
        const NetPacket& packet, 
        const Message& message)
        : packet_(packet)
        , message_(message)
    {
    }

    /// Instance of packet containing the message. 
    const NetPacket& packet() const
    {
        return packet_;
    }

    /// Instance of message being processed. 
    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&);
};

/// MessageArgs template instantiation
/// for AdminHeartbeat312 message type.
typedef 
MessageArgs<AdminHeartbeat312> 
AdminHeartbeat312Args;

/// MessageArgs template instantiation
/// for AdminLogin315 message type.
typedef 
MessageArgs<AdminLogin315> 
AdminLogin315Args;

/// MessageArgs template instantiation
/// for AdminLogout316 message type.
typedef 
MessageArgs<AdminLogout316> 
AdminLogout316Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshErisReferenceDataAndDailyStatistics333 message type.
typedef 
MessageArgs<IncrementalRefreshErisReferenceDataAndDailyStatistics333> 
IncrementalRefreshErisReferenceDataAndDailyStatistics333Args;

/// MessageArgs template instantiation
/// for NewsIndices339 message type.
typedef 
MessageArgs<NewsIndices339> 
NewsIndices339Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshTradeBlocks340 message type.
typedef 
MessageArgs<IncrementalRefreshTradeBlocks340> 
IncrementalRefreshTradeBlocks340Args;

/// MessageArgs template instantiation
/// for QuoteRequest345 message type.
typedef 
MessageArgs<QuoteRequest345> 
QuoteRequest345Args;

/// MessageArgs template instantiation
/// for InstrumentDefinitionIndices347 message type.
typedef 
MessageArgs<InstrumentDefinitionIndices347> 
InstrumentDefinitionIndices347Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshIndices348 message type.
typedef 
MessageArgs<IncrementalRefreshIndices348> 
IncrementalRefreshIndices348Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshTradeBlocks349 message type.
typedef 
MessageArgs<IncrementalRefreshTradeBlocks349> 
IncrementalRefreshTradeBlocks349Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshEris351 message type.
typedef 
MessageArgs<IncrementalRefreshEris351> 
IncrementalRefreshEris351Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshEris353 message type.
typedef 
MessageArgs<IncrementalRefreshEris353> 
IncrementalRefreshEris353Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshOTC356 message type.
typedef 
MessageArgs<IncrementalRefreshOTC356> 
IncrementalRefreshOTC356Args;

/// MessageArgs template instantiation
/// for InstrumentDefinitionEris363 message type.
typedef 
MessageArgs<InstrumentDefinitionEris363> 
InstrumentDefinitionEris363Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshTradeBlocks365 message type.
typedef 
MessageArgs<IncrementalRefreshTradeBlocks365> 
IncrementalRefreshTradeBlocks365Args;

/// MessageArgs template instantiation
/// for IncrementalRefreshOTC366 message type.
typedef 
MessageArgs<IncrementalRefreshOTC366> 
IncrementalRefreshOTC366Args;

/// Callbacks invoked by Handler during market data 
/// processing to reflect various stages of processing. 
ONIXS_CMESTREAMLINEDMDH_EXPORTED_STRUCT 
MarketDataListener
{
    /// Invoked when processing of packet has begun. 
    virtual 
    void 
    onPacket(
        Handler&, 
        const PacketArgs&)
    {
    }

    /// Invoked when processing of packet has ended. 
    virtual 
    void 
    onEndOfPacket(
        Handler&, 
        const PacketArgs&)
    {
    }

    /// Invoked when processing of 
    /// AdminHeartbeat312 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const AdminHeartbeat312Args&)
    {
    }

    /// Invoked when processing of message of 
    /// AdminHeartbeat312 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const AdminHeartbeat312Args&)
    {
    }

    /// Invoked when processing of 
    /// AdminLogin315 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const AdminLogin315Args&)
    {
    }

    /// Invoked when processing of message of 
    /// AdminLogin315 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const AdminLogin315Args&)
    {
    }

    /// Invoked when processing of 
    /// AdminLogout316 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const AdminLogout316Args&)
    {
    }

    /// Invoked when processing of message of 
    /// AdminLogout316 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const AdminLogout316Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshErisReferenceDataAndDailyStatistics333 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshErisReferenceDataAndDailyStatistics333Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshErisReferenceDataAndDailyStatistics333 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshErisReferenceDataAndDailyStatistics333Args&)
    {
    }

    /// Invoked when processing of 
    /// NewsIndices339 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const NewsIndices339Args&)
    {
    }

    /// Invoked when processing of message of 
    /// NewsIndices339 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const NewsIndices339Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshTradeBlocks340 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshTradeBlocks340Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshTradeBlocks340 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshTradeBlocks340Args&)
    {
    }

    /// Invoked when processing of 
    /// QuoteRequest345 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const QuoteRequest345Args&)
    {
    }

    /// Invoked when processing of message of 
    /// QuoteRequest345 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const QuoteRequest345Args&)
    {
    }

    /// Invoked when processing of 
    /// InstrumentDefinitionIndices347 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const InstrumentDefinitionIndices347Args&)
    {
    }

    /// Invoked when processing of message of 
    /// InstrumentDefinitionIndices347 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const InstrumentDefinitionIndices347Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshIndices348 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshIndices348Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshIndices348 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshIndices348Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshTradeBlocks349 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshTradeBlocks349Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshTradeBlocks349 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshTradeBlocks349Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshEris351 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshEris351Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshEris351 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshEris351Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshEris353 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshEris353Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshEris353 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshEris353Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshOTC356 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshOTC356Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshOTC356 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshOTC356Args&)
    {
    }

    /// Invoked when processing of 
    /// InstrumentDefinitionEris363 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const InstrumentDefinitionEris363Args&)
    {
    }

    /// Invoked when processing of message of 
    /// InstrumentDefinitionEris363 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const InstrumentDefinitionEris363Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshTradeBlocks365 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshTradeBlocks365Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshTradeBlocks365 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshTradeBlocks365Args&)
    {
    }

    /// Invoked when processing of 
    /// IncrementalRefreshOTC366 message has begun. 
    virtual 
    void 
    onMessage(
        Handler&, 
        const IncrementalRefreshOTC366Args&)
    {
    }

    /// Invoked when processing of message of 
    /// IncrementalRefreshOTC366 message has ended.
    virtual 
    void 
    onEndOfMessage(
        Handler&, 
        const IncrementalRefreshOTC366Args&)
    {
    }

};

ONIXS_CMESTREAMLINEDMDH_NAMESPACE_END