OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
API documentation
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EmdiHandler.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
27namespace OnixS
28{
29 namespace Eurex
30 {
31 namespace MarketData
32 {
34
35 struct ReplayOptions;
37
42 class InterfaceDescriptorProvider;
48 class TradeListener;
49 class WarningListener;
50 class DepthListener;
52 class ErrorListener;
54 class BeaconListener;
57
59 class ONIXS_EUREX_EMDI_API EmdiHandler
60 {
61 public:
66 explicit EmdiHandler (const EmdiHandlerSettings& settings,
67 const std::string& = ONIXS_EUREX_EMDI_COMPILER_INFO);
68
70 virtual ~EmdiHandler();
71
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172 EmdiHandler& registerBeaconListener (BeaconListener* listener);
173
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215
220 void start ();
221
223 void start (const ReplayOptions& options, bool* stopRequest = ONIXS_EUREX_EMDI_NULLPTR);
224
226 void stop ();
227
229 void replayPcap (const ReplayOptions& options);
230
233
235 EmdiHandler& log (LogLevel::Enum logLevel, const char* logMessage, size_t length);
236
238 EmdiHandler& log (LogLevel::Enum logLevel, const char* logMessage);
239
241 EmdiHandler& log (LogLevel::Enum logLevel, const std::string& str);
242
244 std::string licenseExpirationDate () const;
245
247 static const char* version ();
248
249 private:
250 EmdiHandler (const EmdiHandler&); //no implementation
251 EmdiHandler& operator = (const EmdiHandler&); //no implementation
252
253 private:
254 friend struct OnixS::Eurex::MarketData::Implementation::PcapReplayHelper;
255 struct Impl;
256 Impl* impl_;
257 };
258
261 ONIXS_EUREX_EMDI_API
262 void replayPcap (const std::vector<EmdiHandler*>& handlers, const ReplayOptions& options, bool* stopRequest = ONIXS_EUREX_EMDI_NULLPTR);
263 }
264 }
265}
#define ONIXS_EUREX_EMDI_API_DECL(typeKind, typeName)
Definition ABI.h:27
#define ONIXS_EUREX_EMDI_COMPILER_INFO
Definition Compiler.h:35
#define ONIXS_EUREX_EMDI_NULLPTR
Definition Compiler.h:143
EmdiHandler & registerHandlerStateListener(HandlerStateListener *listener)
EmdiHandler & removeAllSecurityIdFilters()
Remove all filters.
EmdiHandler & registerWarningListener(WarningListener *listener)
EmdiHandler & registerErrorListener(ErrorListener *listener)
EmdiHandler & setPartitionIdFilters(const PartitionIdFilters &filters)
EmdiHandler & registerCrossRequestListener(CrossRequestListener *listener)
void start(const ReplayOptions &options, bool *stopRequest=ONIXS_EUREX_EMDI_NULLPTR)
Starts replaying previously logged data.
EmdiHandler & registerMassInstrumentStateChangeListener(MassInstrumentStateChangeListener *listener)
EmdiHandler & registerTopOfBookImpliedListener(TopOfBookImpliedListener *listener)
EmdiHandler & registerTradeListener(TradeListener *listener)
EmdiHandler & registerQuoteRequestListener(QuoteRequestListener *listener)
EmdiHandler & setMarketSegmentId2Depth(const MarketSegmentId2Depth &map)
EmdiHandler & log(LogLevel::Enum logLevel, const std::string &str)
Logs the given user-level message to the handler log.
EmdiHandler & registerComplexInstrumentUpdateListener(ComplexInstrumentUpdateListener *listener)
EmdiHandler & registerScaledSimpleInstrumentUpdateListener(ScaledSimpleInstrumentUpdateListener *listener)
std::string licenseExpirationDate() const
Returns the license expiration date.
EmdiHandler & registerInstrumentStateChangeListener(InstrumentStateChangeListener *listener)
EmdiHandler & log(LogLevel::Enum logLevel, const char *logMessage)
Logs the given user-level message to the handler log.
EmdiHandler & setMarketSegmentIdFilters(const MarketSegmentIdFilters &filters)
EmdiHandler & setSecurityIdFilters(const SecurityIdFilters &filters)
static const char * version()
Returns Handler's version.
virtual ~EmdiHandler()
Finalizes the Handler.
EmdiHandler & registerOrderBookListener(OrderBookListener *listener)
EmdiHandler & registerFlexibleInstrumentUpdateListener(FlexibleInstrumentUpdateListener *listener)
EmdiHandler(const EmdiHandlerSettings &settings, const std::string &=ONIXS_EUREX_EMDI_COMPILER_INFO)
EmdiHandler & removeAllPartitionIdFilters()
Remove all filters.
HandlerState::Enum state() const
Returns handler state.
EmdiHandler & registerProductStateChangeListener(ProductStateChangeListener *listener)
EmdiHandler & registerFeedActivityListener(FeedActivityListener *listener)
EmdiHandler & removeAllMarketSegmentIdFilters()
Remove all filters.
EmdiHandler & registerBeaconListener(BeaconListener *listener)
EmdiHandler & log(LogLevel::Enum logLevel, const char *logMessage, size_t length)
Logs the given user-level message to the handler log.
EmdiHandler & registerDepthListener(DepthListener *listener)
EmdiHandler & bindFeedEngine(FeedEngine &feedEngine)
void replayPcap(const ReplayOptions &options)
Replay pcap files.
EmdiHandler & registerCachedDepthIncrementalListener(CachedDepthIncrementalListener *listener)
Provides notifications about feed activity events.
The Feed Engine machinery.
Definition FeedEngine.h:104
FilteringTraits::PartitionIdFilters PartitionIdFilters
void replayPcap(const std::vector< EmdiHandler * > &handlers, const ReplayOptions &options, bool *stopRequest=ONIXS_EUREX_EMDI_NULLPTR)
MarketDepthTraits::MarketSegmentId2Depth MarketSegmentId2Depth
FilteringTraits::SecurityIdFilters SecurityIdFilters
FilteringTraits::MarketSegmentIdFilters MarketSegmentIdFilters
EMDI handler configuration settings.
Enum
Defines the state that the handler is in.
Defines params which affect replay.
Definition Replay.h:83