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

Public Member Functions
	EmdiHandler (const EmdiHandlerSettings &settings, const std::string &=ONIXS_COMPILER_INFO)

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	registerBeaconListener (BeaconListener *listener)

void	registerFeedActivityListener (FeedActivityListener *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 ()

void	replayPcap (const ReplayOptions &options)

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 ()

Friends
struct	Implementation::PcapPeplayHelper

Detailed Description

Definition at line 58 of file EmdiHandler.h.

Constructor & Destructor Documentation

EmdiHandler	(	const EmdiHandlerSettings &	settings,
		const std::string &	= `ONIXS_COMPILER_INFO`
	)

explicit

Performs instance initialization.

Parameters

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

virtual ~EmdiHandler ( )

virtual

Finalizes the Handler.

Member Function Documentation

void bindFeedEngine ( FeedEngine & feedEngine )

Binds Feed Engine to the Handler.

Handler must be in stopped state.

Exceptions

OperationException in case when handler is not in configurable state.

const char* licenseExpirationDate ( ) const

Returns the license expiration date.

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

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

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

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

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

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

void registerBeaconListener ( BeaconListener * listener )

Assigns listener for beacon 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

OperationException if handler not disconnected.

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

OperationException if handler not disconnected.

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

OperationException if handler not disconnected.

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

OperationException if handler not disconnected.

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

OperationException if handler not disconnected.

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

OperationException if handler not disconnected

void registerFeedActivityListener ( FeedActivityListener * listener )

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

Exceptions

OperationException if handler not disconnected.

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

OperationException if handler not disconnected.

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

OperationException if handler not disconnected.

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

OperationException if handler not disconnected.

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

OperationException if handler not disconnected.

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

OperationException if handler not disconnected.

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

OperationException if handler not disconnected.

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

OperationException if handler not disconnected.

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

OperationException if handler not disconnected.

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

OperationException if handler not disconnected.

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

OperationException if handler not disconnected

void removeAllMarketSegmentIdFilters ( )

Remove all filters.

void removeAllPartitionIdFilters ( )

Remove all filters.

void removeAllSecurityIdFilters ( )

Remove all filters.

void replayPcap ( const ReplayOptions & options )

Replay pcap files.

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 true.

void setMarketSegmentIdFilters ( const MarketSegmentIdFilters & filters )

Set the Market Segment Id filtering values.

Note: The filter is inclusive.

void setPartitionIdFilters ( const PartitionIdFilters & filters )

Set the Partition Id filtering values.

Note: The filter is inclusive.

void setSecurityIdFilters ( const SecurityIdFilters & filters )

Set the Security Id filtering values.

Note: The filter is inclusive.

void start ( )

Start handler.

Note: This action is asynchronous.

Exceptions

std::exception in case of unable to start.

void start ( const ReplayOptions & options )

Starts replaying previously logged data.

HandlerState::Enum state ( ) const

Returns handler state.

void stop ( )

Stop handler.

static const char* version ( )

static

Returns Handler's version.

Friends And Related Function Documentation

friend struct Implementation::PcapPeplayHelper

friend

Definition at line 247 of file EmdiHandler.h.

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

include/OnixS/Eurex/MarketData/EmdiHandler.h

Public Member Functions

Static Public Member Functions

Friends

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation

Friends And Related Function Documentation