OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  6.3.5
API documentation
EmdiHandler Class Reference

#include <OnixS/Eurex/MarketData/EmdiHandler.h>

Classes

struct  Impl
 

Public Member Functions

 EmdiHandler (const EmdiHandlerSettings &settings)
 
virtual ~EmdiHandler ()
 
void registerErrorListener (ErrorListener *listener)
 
void registerWarningListener (WarningListener *listener)
 
void registerHandlerStateListener (HandlerStateListener *listener)
 
void registerDepthListener (DepthListener *listener)
 
void registerCachedDepthIncrementalListener (CachedDepthIncrementalListener *listener)
 
void registerTopOfBookImpliedListener (TopOfBookImpliedListener *listener)
 
void registerProductStateChangeListener (ProductStateChangeListener *listener)
 
void registerMassInstrumentStateChangeListener (MassInstrumentStateChangeListener *listener)
 
void registerInstrumentStateChangeListener (InstrumentStateChangeListener *listener)
 
void registerQuoteRequestListener (QuoteRequestListener *listener)
 
void registerCrossRequestListener (CrossRequestListener *listener)
 
void registerComplexInstrumentUpdateListener (ComplexInstrumentUpdateListener *listener)
 
void registerFlexibleInstrumentUpdateListener (FlexibleInstrumentUpdateListener *listener)
 
void registerOrderBookListener (OrderBookListener *listener)
 
void registerTradeListener (TradeListener *listener)
 
void setMarketSegmentId2Depth (const MarketSegmentId2Depth &map)
 
void setPartitionIdFilters (const PartitionIdFilters &filters)
 
void removeAllPartitionIdFilters ()
 
void setMarketSegmentIdFilters (const MarketSegmentIdFilters &filters)
 
void removeAllMarketSegmentIdFilters ()
 
void setSecurityIdFilters (const SecurityIdFilters &filters)
 
void removeAllSecurityIdFilters ()
 
void bindFeedEngine (FeedEngine &feedEngine)
 
void start ()
 
void start (const ReplayOptions &options)
 
void stop ()
 
HandlerState::Enum state () const
 
void log (LogLevel::Enum logLevel, const char *logMessage, size_t length)
 
void log (LogLevel::Enum logLevel, const char *logMessage)
 
void log (LogLevel::Enum logLevel, const std::string &str)
 
const char * licenseExpirationDate () const
 

Static Public Member Functions

static const char * version ()
 

Detailed Description

Definition at line 56 of file EmdiHandler.h.

Constructor & Destructor Documentation

EmdiHandler ( const EmdiHandlerSettings settings)

Performs instance initialization.

Parameters
settingsdefines values for various options which affect handler behavior like enabling logging during execution of the handler.

Definition at line 37 of file EmdiHandler.cpp.

~EmdiHandler ( )
virtual

Finalizes the Handler.

Definition at line 56 of file EmdiHandler.cpp.

Member Function Documentation

void bindFeedEngine ( FeedEngine feedEngine)

Binds Feed Engine to the Handler.

Handler must be in stopped state.

Exceptions
OperationExceptionin case when handler is not in configurable state.

Definition at line 198 of file EmdiHandler.cpp.

const char * licenseExpirationDate ( ) const

Returns the license expiration date.

Definition at line 252 of file EmdiHandler.cpp.

void log ( LogLevel::Enum  logLevel,
const char *  logMessage,
size_t  length 
)

Logs the given user-level message to the handler log.

Definition at line 233 of file EmdiHandler.cpp.

void log ( LogLevel::Enum  logLevel,
const char *  logMessage 
)

Logs the given user-level message to the handler log.

Definition at line 238 of file EmdiHandler.cpp.

void log ( LogLevel::Enum  logLevel,
const std::string &  str 
)

Logs the given user-level message to the handler log.

Definition at line 243 of file EmdiHandler.cpp.

void registerCachedDepthIncrementalListener ( CachedDepthIncrementalListener listener)

Assigns listener for depth incremental messages received during recovery process. It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.

Exceptions
OperationExceptionif handler not disconnected.

Definition at line 98 of file EmdiHandler.cpp.

void registerComplexInstrumentUpdateListener ( ComplexInstrumentUpdateListener listener)

Assigns listener for Complex Instrument Update message received while executing handler. It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.

Exceptions
OperationExceptionif handler not disconnected.

Definition at line 161 of file EmdiHandler.cpp.

void registerCrossRequestListener ( CrossRequestListener listener)

Assigns listener for Cross Request message received while executing handler. It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.

Exceptions
OperationExceptionif handler not disconnected.

Definition at line 152 of file EmdiHandler.cpp.

void registerDepthListener ( DepthListener listener)

Assigns listener for depth messages received while executing handler. It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.

Exceptions
OperationExceptionif handler not disconnected.

Definition at line 89 of file EmdiHandler.cpp.

void registerErrorListener ( ErrorListener listener)

Assigns listener for errors occurred while executing handler. It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.

Exceptions
OperationExceptionif handler not disconnected

Definition at line 62 of file EmdiHandler.cpp.

void registerFlexibleInstrumentUpdateListener ( FlexibleInstrumentUpdateListener listener)

Assigns listener for Flexible Instrument Update message received while executing handler. It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.

Exceptions
OperationExceptionif handler not disconnected.

Definition at line 170 of file EmdiHandler.cpp.

void registerHandlerStateListener ( HandlerStateListener listener)

Assigns listener for state change events occurred while executing handler. It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.

Exceptions
OperationExceptionif handler not disconnected.

Definition at line 80 of file EmdiHandler.cpp.

void registerInstrumentStateChangeListener ( InstrumentStateChangeListener listener)

Assigns listener for Instrument State Change message received while executing handler. It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.

Exceptions
OperationExceptionif handler not disconnected.

Definition at line 134 of file EmdiHandler.cpp.

void registerMassInstrumentStateChangeListener ( MassInstrumentStateChangeListener listener)

Assigns listener for Mass Instrument State Change message received while executing handler. It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.

Exceptions
OperationExceptionif handler not disconnected.

Definition at line 125 of file EmdiHandler.cpp.

void registerOrderBookListener ( OrderBookListener listener)

Assigns listener for Order Book updates received while executing handler. It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.

Exceptions
OperationExceptionif handler not disconnected.

Definition at line 180 of file EmdiHandler.cpp.

void registerProductStateChangeListener ( ProductStateChangeListener listener)

Assigns listener for Product State Change message received while executing handler. It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.

Exceptions
OperationExceptionif handler not disconnected.

Definition at line 116 of file EmdiHandler.cpp.

void registerQuoteRequestListener ( QuoteRequestListener listener)

Assigns listener for Quote Request message received while executing handler. It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.

Exceptions
OperationExceptionif handler not disconnected.

Definition at line 143 of file EmdiHandler.cpp.

void registerTopOfBookImpliedListener ( TopOfBookImpliedListener listener)

Assigns listener for Top Of Book Implied message received while executing handler. It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.

Exceptions
OperationExceptionif handler not disconnected.

Definition at line 107 of file EmdiHandler.cpp.

void registerTradeListener ( TradeListener listener)

Assigns listener for trades received while executing handler. It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.

Exceptions
OperationExceptionif handler not disconnected.

Definition at line 189 of file EmdiHandler.cpp.

void registerWarningListener ( WarningListener listener)

Assigns listener for warnings occurred while executing handler. It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.

Exceptions
OperationExceptionif handler not disconnected

Definition at line 71 of file EmdiHandler.cpp.

void removeAllMarketSegmentIdFilters ( )

Remove all filters.

Definition at line 303 of file EmdiHandler.cpp.

void removeAllPartitionIdFilters ( )

Remove all filters.

Definition at line 285 of file EmdiHandler.cpp.

void removeAllSecurityIdFilters ( )

Remove all filters.

Definition at line 321 of file EmdiHandler.cpp.

void setMarketSegmentId2Depth ( const MarketSegmentId2Depth map)

Set market segment to maximum number of price levels for the product map

Note
Should be provided if EmdiHandlerSettings::buildInternalOrderBooks is equeal to true.

Definition at line 267 of file EmdiHandler.cpp.

void setMarketSegmentIdFilters ( const MarketSegmentIdFilters filters)

Set the Market Segment Id filtering values.

Note
The filter is inclusive.

Definition at line 294 of file EmdiHandler.cpp.

void setPartitionIdFilters ( const PartitionIdFilters filters)

Set the Partition Id filtering values.

Note
The filter is inclusive.

Definition at line 276 of file EmdiHandler.cpp.

void setSecurityIdFilters ( const SecurityIdFilters filters)

Set the Security Id filtering values.

Note
The filter is inclusive.

Definition at line 312 of file EmdiHandler.cpp.

void start ( )

Start handler.

Note
This action is asynchronous.
Exceptions
std::exceptionin case of unable to start.

Definition at line 207 of file EmdiHandler.cpp.

void start ( const ReplayOptions options)

Starts replaying previously logged data.

Definition at line 215 of file EmdiHandler.cpp.

HandlerState::Enum state ( ) const

Returns handler state.

Definition at line 262 of file EmdiHandler.cpp.

void stop ( )

Stop handler.

Definition at line 223 of file EmdiHandler.cpp.

const char * version ( )
static

Returns Handler's version.

Definition at line 257 of file EmdiHandler.cpp.


The documentation for this class was generated from the following files: