OnixS C++ eSpeed ITCH Market Data Handler 1.7.3
API documentation
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Handler.h
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1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement (the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19
20#pragma once
21
26
27#include <set>
28
30
31class ErrorListener;
32class FeedEngine;
33class WarningListener;
34class MessageListener;
37class OrderListener;
38class TradeListener;
42struct HandlerSettings;
43struct ReplayOptions;
44
46class ONIXS_ESPEED_ITCH_API Handler
47{
48 public:
53 Handler (const HandlerSettings& settings);
54
56 virtual ~Handler();
57
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123
125 void setOrderBookIdFilter(const std::set<OrderBookId>& orderBookIdFilter);
126
132 void bindFeedEngine(FeedEngine& feedEngine);
133
138 void start ();
139
141 void start (const ReplayOptions& options);
142
144 void stop (bool wait);
145
148
150 void log (LogLevel::Enum logLevel, const char* logMessage, size_t length);
151
153 void log (LogLevel::Enum logLevel, const char* logMessage);
154
156 void log (LogLevel::Enum logLevel, const std::string& str);
157
159 std::string licenseExpirationDate () const;
160
162 static const char* version ();
163
164 private:
165 Handler (const Handler&); //no implementation
166 Handler& operator = (const Handler&); //no implementation
167
168 private:
169 struct Impl;
170 Impl* impl_;
171};
172
#define ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN
Definition Bootstrap.h:27
#define ONIXS_ESPEED_ITCH_NAMESPACE_END
Definition Bootstrap.h:31
Broken Trade Message Listener.
System Event Message Listener.
Manages processing machinery for market data received from feeds.
Definition FeedEngine.h:255
void registerWarningListener(WarningListener *listener)
void registerReferenceDataListener(ReferenceDataListener *listener)
void registerHandlerStateListener(HandlerStateListener *listener)
void registerTradeListener(TradeListener *listener)
void stop(bool wait)
Stop handler.
void registerErrorListener(ErrorListener *listener)
void log(LogLevel::Enum logLevel, const std::string &str)
Logs the given user-level message to the handler log.
void registerBrokenTradeListener(BrokenTradeListener *listener)
void start()
void registerEventAndStateListener(EventAndStateListener *listener)
std::string licenseExpirationDate() const
Returns the license expiration date.
void setOrderBookIdFilter(const std::set< OrderBookId > &orderBookIdFilter)
Set up Order BookId Filter.
void log(LogLevel::Enum logLevel, const char *logMessage, size_t length)
Logs the given user-level message to the handler log.
Handler(const HandlerSettings &settings)
void bindFeedEngine(FeedEngine &feedEngine)
void registerInformationListener(InformationListener *listener)
static const char * version()
Returns Handler's version.
void start(const ReplayOptions &options)
Starts replaying previously logged data.
void registerOrderBookListener(OrderBookListener *listener)
HandlerState::Enum state() const
Returns handler state.
virtual ~Handler()
Finalizes the Handler.
void registerOrderListener(OrderListener *listener)
void registerMessageListener(MessageListener *listener)
void log(LogLevel::Enum logLevel, const char *logMessage)
Logs the given user-level message to the handler log.
Indicative Pricing Message Listener.
Auxilary message listener.
Order Book listener.
Order Message Listener.
Reference Data Message Listener.
Trade Message Listener.
Handler configuration settings.
Enum
Defines the state that the handler is in.
Defines options which affect logs replay.
Definition Replay.h:56