FirmOrderBookListener Class Reference

Defines an interface through which the Handler notifies subscribers about all order-related activities for a firm, for example, when a user enters or changes an order or an order being matched by another order. More...

Public Member Functions
virtual void	onBeginProcessing ()
	Implement this member to get notified about begin of BO5 broadcast processing.
virtual void	onSegmentInstanceNumber (const SegmentInstanceNumber &)
	Implement this member to get notifications about segment_instance_number_t item received. More...
virtual void	onHvOrderTrans (const HvOrderTrans &)
	Implement this member to get notifications about hv_order_trans_t item received. More...
virtual void	onHvAlterTrans (const HvAlterTrans &)
	Implement this member to get notifications about hv_alter_trans_t item received. More...
virtual void	onOrderChangeCombined (const OrderChangeCombined &)
	Implement this member to get notifications about order_change_combined_t item received. More...
virtual void	onOrderChangeSeparate (const OrderChangeSeparate &)
	Implement this member to get notifications about order_change_separate_t item received. More...
virtual void	onOrderPriceChange (const OrderPriceChange &)
	Implement this member to get notifications about order_price_change_t item received. More...
virtual void	onOrderReturnInfo (const OrderReturnInfo &)
	Implement this member to get notifications about order_return_info_t item received. More...
virtual void	onOrderInfo (const OrderInfo &)
	Implement this member to get notifications about order_info_t item received. More...
virtual void	onMidPriceTradeInfo (const MidPriceTradeInfo &)
	Implement this member to get notifications about mid_price_trade_info_t item received. More...
virtual void	onWorkupTradeInfo (const WorkupTradeInfo &)
	Implement this member to get notifications about workup_trade_info_t item received. More...
virtual void	onOrderTradeInfo (const OrderTradeInfo &)
	Implement this member to get notifications about order_trade_info_t item received. More...
virtual void	onExchangeInfo (const ExchangeInfo &)
	Implement this member to get notifications about exchange_info_t item received. More...
virtual void	onGiveUpMember (const GiveUpMember &)
	Implement this member to get notifications about give_up_member_t item received. More...
virtual void	onCustomerInfo (const CustomerInfo &)
	Implement this member to get notifications about customer_info_t item received. More...
virtual void	onDiscretionaryInfo (const DiscretionaryInfo &)
	Implement this member to get notifications about discretionary_info_t item received. More...
virtual void	onEndProcessing ()
	Implement this member to get notified about end of BO5 broadcast processing.

Detailed Description

Defines an interface through which the Handler notifies subscribers about all order-related activities for a firm, for example, when a user enters or changes an order or an order being matched by another order.

Thereby it is possible for each user to keep an internal order book for the firm.

Note

Underlying data source for events is BO5 broadcast.

Member Function Documentation

virtual void onCustomerInfo ( const CustomerInfo &  )

inlinevirtual

Implement this member to get notifications about customer_info_t item received.

Parameters

item	Customer Info.

virtual void onDiscretionaryInfo ( const DiscretionaryInfo &  )

inlinevirtual

Implement this member to get notifications about discretionary_info_t item received.

Parameters

item	Discretionary Info.

virtual void onExchangeInfo ( const ExchangeInfo &  )

inlinevirtual

Implement this member to get notifications about exchange_info_t item received.

Parameters

item	Exchange Info.

virtual void onGiveUpMember ( const GiveUpMember &  )

inlinevirtual

Implement this member to get notifications about give_up_member_t item received.

Parameters

item	Give-Up Member.

virtual void onHvAlterTrans ( const HvAlterTrans &  )

inlinevirtual

Implement this member to get notifications about hv_alter_trans_t item received.

Parameters

item	The MO33 transaction.

virtual void onHvOrderTrans ( const HvOrderTrans &  )

inlinevirtual

Implement this member to get notifications about hv_order_trans_t item received.

Parameters

item	The MO31 transaction.

virtual void onMidPriceTradeInfo ( const MidPriceTradeInfo &  )

inlinevirtual

Implement this member to get notifications about mid_price_trade_info_t item received.

Parameters

item	Mid Price Trade Info.

virtual void onOrderChangeCombined ( const OrderChangeCombined &  )

inlinevirtual

Implement this member to get notifications about order_change_combined_t item received.

Parameters

item	Order Change Combined.

virtual void onOrderChangeSeparate ( const OrderChangeSeparate &  )

inlinevirtual

Implement this member to get notifications about order_change_separate_t item received.

Parameters

item	Order Change Separate.

virtual void onOrderInfo ( const OrderInfo &  )

inlinevirtual

Implement this member to get notifications about order_info_t item received.

Parameters

item	Order Info.

virtual void onOrderPriceChange ( const OrderPriceChange &  )

inlinevirtual

Implement this member to get notifications about order_price_change_t item received.

Parameters

item	Order Price Change.

virtual void onOrderReturnInfo ( const OrderReturnInfo &  )

inlinevirtual

Implement this member to get notifications about order_return_info_t item received.

Parameters

item	Order Return Info.

virtual void onOrderTradeInfo ( const OrderTradeInfo &  )

inlinevirtual

Implement this member to get notifications about order_trade_info_t item received.

Parameters

item	Order Trade Info.

virtual void onSegmentInstanceNumber ( const SegmentInstanceNumber &  )

inlinevirtual

Implement this member to get notifications about segment_instance_number_t item received.

Note

BO5 broadcasts may be duplicated. Handler already use the sequence number to discard duplicates when receiving BO5 broadcasts.

Parameters

item	Segment Instance Number.

virtual void onWorkupTradeInfo ( const WorkupTradeInfo &  )

inlinevirtual

Implement this member to get notifications about workup_trade_info_t item received.

Parameters

item	Workup Trade Info.