42 class InterfaceDescriptorProvider;
254 friend struct OnixS::Eurex::MarketData::Implementation::PcapReplayHelper;
#define ONIXS_EUREX_EMDI_API_DECL(typeKind, typeName)
#define ONIXS_EUREX_EMDI_COMPILER_INFO
#define ONIXS_EUREX_EMDI_NULLPTR
Cached Depth Incremental listener.
Complex Instrument Update listener.
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.
Flexible Instrument Update listener.
Instrument State Change listener.
Mass Instrument State Change listener.
Product State Change listener.
Scaled Simple Instrument Update Listener.
Top Of Book Implied listener.
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.