OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
MdiProductDataRepository Class Reference

#include </work/src/MdiProductDataRepository.h>

Collaboration diagram for MdiProductDataRepository:

Public Member Functions

 MdiProductDataRepository (MarketSegmentId marketSegmentId, MarketDepth marketDepth, bool buildInternalOrderBooks, LogFacility *parent, HandlerCore::Common::HandlerLogger *logger, ListenerHolder *listenerHolder, const HandlerSettings &settings, SecurityIdFilter filterSecurityId)
 
SecurityContextgetOrCreateSecurityContext (SecurityId id)
 
void reset ()
 
void processMessage (const CORE::Message &, TemplateId, const DataSource &)
 
void processDepthSnapshot (const CORE::Message &msg, const DataSource &dataSource)
 
void processDepthIncremental (const CORE::Message &msg, const DataSource &dataSource)
 
void noDataOnIncrementalFeeds ()
 
MarketSegmentId marketSegmentId () const
 

Friends

struct SecurityContext
 

Detailed Description

Definition at line 53 of file MdiProductDataRepository.h.

Constructor & Destructor Documentation

MdiProductDataRepository ( MarketSegmentId  marketSegmentId,
MarketDepth  marketDepth,
bool  buildInternalOrderBooks,
LogFacility *  parent,
HandlerCore::Common::HandlerLogger *  logger,
ListenerHolder listenerHolder,
const HandlerSettings settings,
SecurityIdFilter  filterSecurityId 
)

Definition at line 65 of file MdiProductDataRepository.cpp.

Member Function Documentation

SecurityContext * getOrCreateSecurityContext ( SecurityId  id)

Definition at line 108 of file MdiProductDataRepository.cpp.

MarketSegmentId marketSegmentId ( ) const

Definition at line 559 of file MdiProductDataRepository.cpp.

void noDataOnIncrementalFeeds ( )

Definition at line 544 of file MdiProductDataRepository.cpp.

void processDepthIncremental ( const CORE::Message &  msg,
const DataSource dataSource 
)

Definition at line 317 of file MdiProductDataRepository.cpp.

void processDepthSnapshot ( const CORE::Message &  msg,
const DataSource dataSource 
)

Definition at line 249 of file MdiProductDataRepository.cpp.

void processMessage ( const CORE::Message &  msg,
TemplateId  templateId,
const DataSource dataSource 
)

Definition at line 126 of file MdiProductDataRepository.cpp.

void reset ( )

Definition at line 88 of file MdiProductDataRepository.cpp.

Friends And Related Function Documentation

friend struct SecurityContext
friend

Definition at line 107 of file MdiProductDataRepository.h.


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