OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  17.0.1
API documentation
Public Member Functions | Static Public Member Functions | Friends | List of all members
EmdiHandler Class Reference

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

Public Member Functions

 EmdiHandler (const EmdiHandlerSettings &settings, const std::string &=ONIXS_EUREX_EMDI_COMPILER_INFO)
 
virtual ~EmdiHandler ()
 
EmdiHandler & registerErrorListener (ErrorListener *listener)
 
EmdiHandler & registerWarningListener (WarningListener *listener)
 
EmdiHandler & registerHandlerStateListener (HandlerStateListener *listener)
 
EmdiHandler & registerDepthListener (DepthListener *listener)
 
EmdiHandler & registerCachedDepthIncrementalListener (CachedDepthIncrementalListener *listener)
 
EmdiHandler & registerTopOfBookImpliedListener (TopOfBookImpliedListener *listener)
 
EmdiHandler & registerProductStateChangeListener (ProductStateChangeListener *listener)
 
EmdiHandler & registerMassInstrumentStateChangeListener (MassInstrumentStateChangeListener *listener)
 
EmdiHandler & registerInstrumentStateChangeListener (InstrumentStateChangeListener *listener)
 
EmdiHandler & registerQuoteRequestListener (QuoteRequestListener *listener)
 
EmdiHandler & registerCrossRequestListener (CrossRequestListener *listener)
 
EmdiHandler & registerComplexInstrumentUpdateListener (ComplexInstrumentUpdateListener *listener)
 
EmdiHandler & registerFlexibleInstrumentUpdateListener (FlexibleInstrumentUpdateListener *listener)
 
EmdiHandler & registerScaledSimpleInstrumentUpdateListener (ScaledSimpleInstrumentUpdateListener *listener)
 
EmdiHandler & registerOrderBookListener (OrderBookListener *listener)
 
EmdiHandler & registerTradeListener (TradeListener *listener)
 
EmdiHandler & registerBeaconListener (BeaconListener *listener)
 
EmdiHandler & registerFeedActivityListener (FeedActivityListener *listener)
 
EmdiHandler & setMarketSegmentId2Depth (const MarketSegmentId2Depth &map)
 
EmdiHandler & setPartitionIdFilters (const PartitionIdFilters &filters)
 
EmdiHandler & removeAllPartitionIdFilters ()
 
EmdiHandler & setMarketSegmentIdFilters (const MarketSegmentIdFilters &filters)
 
EmdiHandler & removeAllMarketSegmentIdFilters ()
 
EmdiHandler & setSecurityIdFilters (const SecurityIdFilters &filters)
 
EmdiHandler & removeAllSecurityIdFilters ()
 
EmdiHandler & bindFeedEngine (FeedEngine &feedEngine)
 
void start ()
 
void start (const ReplayOptions &options)
 
void stop ()
 
void replayPcap (const ReplayOptions &options)
 
HandlerState::Enum state () const
 
EmdiHandler & log (LogLevel::Enum logLevel, const char *logMessage, size_t length)
 
EmdiHandler & log (LogLevel::Enum logLevel, const char *logMessage)
 
EmdiHandler & 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 59 of file EmdiHandler.h.

Constructor & Destructor Documentation

EmdiHandler ( const EmdiHandlerSettings &  settings,
const std::string &  = ONIXS_EUREX_EMDI_COMPILER_INFO 
)
explicit

Performs instance initialization.

Parameters
settingsdefines 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

EmdiHandler& 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.
const char* licenseExpirationDate ( ) const

Returns the license expiration date.

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

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

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

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

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

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

EmdiHandler& 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
OperationExceptionif handler not disconnected.
EmdiHandler& 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.
EmdiHandler& 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.
EmdiHandler& 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.
EmdiHandler& 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.
EmdiHandler& 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
EmdiHandler& 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
OperationExceptionif handler not disconnected.
EmdiHandler& 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.
EmdiHandler& 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.
EmdiHandler& 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.
EmdiHandler& 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.
EmdiHandler& 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.
EmdiHandler& 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.
EmdiHandler& 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.
EmdiHandler& registerScaledSimpleInstrumentUpdateListener ( ScaledSimpleInstrumentUpdateListener *  listener)

Assigns listener for Scaled Simple 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.
EmdiHandler& 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.
EmdiHandler& 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.
EmdiHandler& 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
EmdiHandler& removeAllMarketSegmentIdFilters ( )

Remove all filters.

EmdiHandler& removeAllPartitionIdFilters ( )

Remove all filters.

EmdiHandler& removeAllSecurityIdFilters ( )

Remove all filters.

void replayPcap ( const ReplayOptions &  options)

Replay pcap files.

EmdiHandler& 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.
EmdiHandler& setMarketSegmentIdFilters ( const MarketSegmentIdFilters &  filters)

Set the Market Segment Id filtering values.

Note
The filter is inclusive.
EmdiHandler& setPartitionIdFilters ( const PartitionIdFilters &  filters)

Set the Partition Id filtering values.

Note
The filter is inclusive.
EmdiHandler& 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::exceptionin 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 254 of file EmdiHandler.h.

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