eSpeed Multicast Market Data Handler for C++  1.5.2.0
Public Member Functions | Protected Member Functions | List of all members
MarketDataListener Class Referenceabstract

Defines an interface through which the Handler notifies subscribers about incoming market data changes. More...

Public Member Functions

virtual void onBeginUpdate (const Room &room, const MessageInfo &msgInfo)=0
 Implement this member to get notified about begin of order book update. More...
 
virtual void onEndUpdate (const Room &room)=0
 Implement this member to get notified about end of order book update. More...
 
virtual void onPriceLevelAdded (const Room &room, const Instrument &instrument, Side::Enum side, Level level, const PriceLevel &priceLevel)=0
 Implement this member to get notified about price level added. More...
 
virtual void onPriceLevelChanged (const Room &room, const Instrument &instrument, Side::Enum side, Level level, const PriceLevel &priceLevel)=0
 Implement this member to get notified about price level changed. More...
 
virtual void onPriceLevelRemoved (const Room &room, const Instrument &instrument, Side::Enum side, Level level)=0
 Implement this member to get notified about price level removed. More...
 
virtual void onOrderBookUpdated (const Room &room, const OrderBook &orderBook)=0
 Implement this member to get notified about order book updated. More...
 
virtual void onOrderBooksReset ()=0
 Implement this member to get notified about order books reset.
 
virtual void onOrderBooksOutOfDate ()=0
 Implement this member to get notified about order books is out of date.
 
virtual void onTrade (const Room &room, const Trade &trade)=0
 Implement this member to get notified about trades. More...
 

Protected Member Functions

virtual ~MarketDataListener ()
 Class provides an interface for handling market data events. More...
 

Detailed Description

Defines an interface through which the Handler notifies subscribers about incoming market data changes.

Constructor & Destructor Documentation

virtual ~MarketDataListener ( )
inlineprotectedvirtual

Class provides an interface for handling market data events.

It doesn't provide an interface for instance deletion. However, since C++ doesn't have pure interface concept, destructor will be generated anyway. We can only control proper use of it. For this reason we hide from public use and make it available for descendants.

Member Function Documentation

virtual void onBeginUpdate ( const Room &  room,
const MessageInfo msgInfo 
)
pure virtual

Implement this member to get notified about begin of order book update.

Parameters
roomRoom name.
msgInfoMessage Info.
virtual void onEndUpdate ( const Room &  room)
pure virtual

Implement this member to get notified about end of order book update.

Parameters
roomRoom name.
virtual void onOrderBookUpdated ( const Room &  room,
const OrderBook orderBook 
)
pure virtual

Implement this member to get notified about order book updated.

Parameters
roomRoom name.
orderBookOrder book.
virtual void onPriceLevelAdded ( const Room &  room,
const Instrument &  instrument,
Side::Enum  side,
Level  level,
const PriceLevel priceLevel 
)
pure virtual

Implement this member to get notified about price level added.

Parameters
roomRoom name.
instrumentCorresponding instrument reference.
levelPrice level number.
sideCorresponding side.
priceLevelPrice level reference.
virtual void onPriceLevelChanged ( const Room &  room,
const Instrument &  instrument,
Side::Enum  side,
Level  level,
const PriceLevel priceLevel 
)
pure virtual

Implement this member to get notified about price level changed.

Parameters
roomRoom name.
instrumentCorresponding instrument reference.
levelPrice level number.
sideCorresponding side.
priceLevelPrice level reference.
virtual void onPriceLevelRemoved ( const Room &  room,
const Instrument &  instrument,
Side::Enum  side,
Level  level 
)
pure virtual

Implement this member to get notified about price level removed.

Parameters
roomRoom name.
instrumentCorresponding instrument reference.
sideCorresponding side.
levelPrice level number.
virtual void onTrade ( const Room &  room,
const Trade trade 
)
pure virtual

Implement this member to get notified about trades.

Parameters
roomRoom name.
tradeTrade.