TradeListener Class Reference

Defines an interface through which the Handler notifies subscribers about results of trading operations. More...

Public Member Functions
virtual void	onEnterOrderAck (const OrderRecord &order, OrderStatus::Enum status)=0
	Is called when orders are accepted by exchange. More...
virtual void	onEnterOrderFailed (const OrderRecord &order, const ErrorContext &error)=0
	Is called when orders are rejected by exchange. More...
virtual void	onCancelOrderAck (const OrderRecord &order, int64 cancelledQuantity)=0
	Is called when order are cancelled by exchange. More...
virtual void	onCancelOrderFailed (const OrderRecord &order, const ErrorContext &error)=0
	Is called when order cancellation are rejected by exchange. More...
virtual void	onAlterOrderAck (const OrderRecord &order, int64 alteredQuantity)=0
	Is called when order modification are accepted by exchange. More...
virtual void	onAlterOrderFailed (const OrderRecord &order, const ErrorContext &error)=0
	Is called when order modification are rejected by exchange. More...
virtual void	onWorkupChanged (const OrderRecord &agressivePart, const OrderRecord &passivePart, WorkupState::Enum workupState, WorkupChangeReason::Enum workupChangeReason, const Series &series, const Price &price)=0
	Is called when work-up state transition occured (BI99). More...
virtual void	onOrderDepthSnapshot (const Series &series, uint32 ordersCount, const OrderRecord **orders)=0
	Is called when order depth snapshot received (BO36). More...
virtual void	onOrderChangedByExchange (ChangeReason::Enum changeReason, const OrderRecord &order, const Price &price, int64 quantityDifference)=0
	Is called when an order is deleted or modified by the system (BI67). More...

Detailed Description

Defines an interface through which the Handler notifies subscribers about results of trading operations.

Member Function Documentation

virtual void onAlterOrderAck ( const OrderRecord &  order, int64  alteredQuantity  )

pure virtual

Is called when order modification are accepted by exchange.

Parameters

order	Order record.
alteredQuantity	Altered quantity.

virtual void onAlterOrderFailed ( const OrderRecord &  order, const ErrorContext &  error  )

pure virtual

Is called when order modification are rejected by exchange.

Parameters

order	Order record.
error	Error context.

virtual void onCancelOrderAck ( const OrderRecord &  order, int64  cancelledQuantity  )

pure virtual

Is called when order are cancelled by exchange.

Parameters

order	Order record.
cancelledQuantity	Cancelled quantity.

virtual void onCancelOrderFailed ( const OrderRecord &  order, const ErrorContext &  error  )

pure virtual

Is called when order cancellation are rejected by exchange.

Parameters

order	Order record.
error	Error context.

virtual void onEnterOrderAck ( const OrderRecord &  order, OrderStatus::Enum  status  )

pure virtual

Is called when orders are accepted by exchange.

Parameters

order	Order record.
status	Order status.

virtual void onEnterOrderFailed ( const OrderRecord &  order, const ErrorContext &  error  )

pure virtual

Is called when orders are rejected by exchange.

Parameters

order	Order record.
error	Error context.

virtual void onOrderChangedByExchange ( ChangeReason::Enum  changeReason, const OrderRecord &  order, const Price &  price, int64  quantityDifference  )

pure virtual

Is called when an order is deleted or modified by the system (BI67).

Parameters

changeReason	Indicates why the order has been modified.
order	Order record.
price	Price.
quantityDifference	Specifies how much the total size has been changed. Together with the order.quantity field (which specifies the remaining shown) it is possible to figure out changes in shown versus hidden.

virtual void onOrderDepthSnapshot ( const Series &  series, uint32  ordersCount, const OrderRecord **  orders  )

pure virtual

Is called when order depth snapshot received (BO36).

Parameters

series	Series, Identity.
ordersCount	Number of orders.
orders	Array of orders.

virtual void onWorkupChanged ( const OrderRecord &  agressivePart, const OrderRecord &  passivePart, WorkupState::Enum  workupState, WorkupChangeReason::Enum  workupChangeReason, const Series &  series, const Price &  price  )

pure virtual

Is called when work-up state transition occured (BI99).

Parameters

agressivePart	A "Aggressive Side" of Workup.
passivePart	A "Passive Side" of Workup.
workupState	Current Workup Phase.
workupChangeReason	Indicates how the workup state was changed.
series	Series, Identity.
price	The Price of the original fill that initiates the Workup is the only Price at which the Workup is active.