OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  8.0.0
API documentation
RdiDataRepositoryEx.h
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19 
20 #pragma once
21 
23 
24 
25 namespace TestHelpers { struct RdiDataRepositoryExAccessor; }
26 
27 namespace OnixS {
28 namespace Eurex {
29 namespace MarketData {
30 namespace Implementation {
31 
32 
34 {
35 public:
37  ~RdiDataRepositoryEx() override;
38 
39  void onSnapshotMessage(const DataSource&, const CORE::Message&, TemplateId, bool* skipRestOfPacket) override;
40 
41 private:
42  template <typename MessageType>
43  void process(const MessageType&, const DataSource&, bool* /*skipRestOfPacket*/);
44 
45  void processMarketDataReportMessage(const CORE::Message& msg);
46 
47  void onIncrementalSeqNumProcessed(SequenceNumber) override;
48 
49 private:
50  SequenceNumber mDCount_;
51  SequenceNumber lastMsgSeqNumProcessed_;
52  std::set<CORE::SeqNumber> msgSnapshotSeqNums_;
53 
54 public:
55  typedef TestHelpers::RdiDataRepositoryExAccessor Accessor;
56 private:
57  friend struct TestHelpers::RdiDataRepositoryExAccessor;
58  bool& synchronized() { return RdiDataRepositoryGeneric::synchronized(); }
59  unsigned int& nextIncrementalMsgSeqNum() { return RdiDataRepositoryGeneric::nextIncrementalMsgSeqNum(); }
60 };
61 
62 
63 }}}}
64 
unsigned int SequenceNumber
Alias for sequence numbers.
Definition: Defines.h:30
OnixS::FIX::Core::FAST::TemplateId TemplateId