EmdiHandler Class Reference

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, bool *stopRequest=ONIXS_EUREX_EMDI_NULLPTR)
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)
std::string	licenseExpirationDate () const

Static Public Member Functions
static const char *	version ()

Friends
struct	OnixS::Eurex::MarketData::Implementation::PcapReplayHelper

Detailed Description

Definition at line 59 of file EmdiHandler.h.

Constructor & Destructor Documentation

EmdiHandler()

EmdiHandler ( const EmdiHandlerSettings & settings, const std::string & = ONIXS_EUREX_EMDI_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.

~EmdiHandler()

virtual ~EmdiHandler ( )

virtual

Finalizes the Handler.

Member Function Documentation

bindFeedEngine()

EmdiHandler & 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.

licenseExpirationDate()

std::string licenseExpirationDate

(

)

const

Returns the license expiration date.

log() [1/3]

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

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

log() [2/3]

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

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

log() [3/3]

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

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

registerBeaconListener()

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

OperationException

if handler not disconnected.

registerCachedDepthIncrementalListener()

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

OperationException

if handler not disconnected.

registerComplexInstrumentUpdateListener()

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

OperationException

if handler not disconnected.

registerCrossRequestListener()

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

OperationException

if handler not disconnected.

registerDepthListener()

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

OperationException

if handler not disconnected.

registerErrorListener()

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

OperationException

if handler not disconnected

registerFeedActivityListener()

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

OperationException

if handler not disconnected.

registerFlexibleInstrumentUpdateListener()

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

OperationException

if handler not disconnected.

registerHandlerStateListener()

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

OperationException

if handler not disconnected.

registerInstrumentStateChangeListener()

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

OperationException

if handler not disconnected.

registerMassInstrumentStateChangeListener()

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

OperationException

if handler not disconnected.

registerOrderBookListener()

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

OperationException

if handler not disconnected.

registerProductStateChangeListener()

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

OperationException

if handler not disconnected.

registerQuoteRequestListener()

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

OperationException

if handler not disconnected.

registerScaledSimpleInstrumentUpdateListener()

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

OperationException

if handler not disconnected.

registerTopOfBookImpliedListener()

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

OperationException

if handler not disconnected.

registerTradeListener()

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

OperationException

if handler not disconnected.

registerWarningListener()

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

OperationException

if handler not disconnected

removeAllMarketSegmentIdFilters()

EmdiHandler & removeAllMarketSegmentIdFilters

(

)

Remove all filters.

removeAllPartitionIdFilters()

EmdiHandler & removeAllPartitionIdFilters

(

)

Remove all filters.

removeAllSecurityIdFilters()

EmdiHandler & removeAllSecurityIdFilters

(

)

Remove all filters.

replayPcap()

void replayPcap

(

const ReplayOptions &

options

)

Replay pcap files.

setMarketSegmentId2Depth()

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.

setMarketSegmentIdFilters()

EmdiHandler & setMarketSegmentIdFilters

(

const MarketSegmentIdFilters &

filters

)

Set the Market Segment Id filtering values.

Note

The filter is inclusive.

setPartitionIdFilters()

EmdiHandler & setPartitionIdFilters

(

const PartitionIdFilters &

filters

)

Set the Partition Id filtering values.

Note

The filter is inclusive.

setSecurityIdFilters()

EmdiHandler & setSecurityIdFilters

(

const SecurityIdFilters &

filters

)

Set the Security Id filtering values.

Note

The filter is inclusive.

start() [1/2]

void start

(

)

Start handler.

Note

This action is asynchronous.

Exceptions

std::exception

in case of unable to start.

start() [2/2]

void start	(	const ReplayOptions &	options,
		bool *	stopRequest = ONIXS_EUREX_EMDI_NULLPTR )

Starts replaying previously logged data.

state()

HandlerState::Enum state

(

)

const

Returns handler state.

stop()

void stop

(

)

Stop handler.

version()

const char * version ( )

static

Returns Handler's version.

Friends And Related Symbol Documentation

OnixS::Eurex::MarketData::Implementation::PcapReplayHelper

friend struct OnixS::Eurex::MarketData::Implementation::PcapReplayHelper

friend

Definition at line 254 of file EmdiHandler.h.