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

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

Collaboration diagram for RdiDataRepositoryGeneric:

Public Member Functions

virtual ~RdiDataRepositoryGeneric ()
 
void onIncrementalMessage (const DataSource &, const CORE::Message &, TemplateId)
 
bool hasCashedIncrementals () const
 
void onIncrementalPacketGap ()
 
virtual void onSnapshotMessage (const DataSource &, const CORE::Message &, TemplateId, bool *skipRestOfPacket)=0
 
EmdiDescriptors findAllEmdiDescriptors () const
 
EmdiDescriptors findEmdiDescriptors (const MarketSegments &) const
 
MdiDescriptors findAllMdiDescriptors () const
 
MdiDescriptors findMdiDescriptors (const MarketSegments &) const
 
EobiDescriptors findAllEobiDescriptors () const
 
EobiDescriptors findEobiDescriptors (const MarketSegments &) const
 
- Public Member Functions inherited from DataRepository< RdiDataRepositoryConfig >
 DataRepository (const RdiDataRepositoryConfig &config)
 
virtual ~DataRepository ()
 
void subscribeOnSnapshotStartRequest (const OnRequest callback)
 
void subscribeOnSnapshotStopRequest (const OnRequest callback)
 
void log (const TMsg &msg)
 
void reportWarning (const OnixS::Util::TextBuilder &tb)
 

Protected Member Functions

 RdiDataRepositoryGeneric (const RdiDataRepositoryConfig &)
 
void finishRecovery ()
 
void apply (const ProductSnapshot &, const DataSource &)
 
void apply (const InstrumentSnapshot &, const DataSource &)
 
void apply (const InstrumentIncremental &, const DataSource &)
 
void apply (const VarianceFuturesStatus &, const DataSource &)
 
void apply (const TotalReturnFuturesStatus &, const DataSource &)
 
void apply (const TradeAtReferencePriceStatus &, const DataSource &)
 
bool & synchronized ()
 
unsigned int & nextIncrementalMsgSeqNum ()
 
void referenceDataReady ()
 
virtual void onIncrementalSeqNumProcessed (SequenceNumber)=0
 
bool senderCompIdChanged (UInt32 value)
 

Additional Inherited Members

- Public Types inherited from DataRepository< RdiDataRepositoryConfig >
typedef Logging::LogFacility base
 
typedef boost::function< void()> OnRequest
 
- Protected Attributes inherited from DataRepository< RdiDataRepositoryConfig >
RdiDataRepositoryConfig config_
 
OnRequest onSnapshotStartRequest_
 
OnRequest onSnapshotStopRequest_
 

Detailed Description

Definition at line 36 of file RdiDataRepositoryGeneric.h.

Constructor & Destructor Documentation

Definition at line 75 of file RdiDataRepositoryGeneric.cpp.

RdiDataRepositoryGeneric ( const RdiDataRepositoryConfig config)
explicitprotected

Definition at line 65 of file RdiDataRepositoryGeneric.cpp.

Member Function Documentation

void apply ( const ProductSnapshot msg,
const DataSource dataSource 
)
protected

Definition at line 293 of file RdiDataRepositoryGeneric.cpp.

void apply ( const InstrumentSnapshot msg,
const DataSource dataSource 
)
protected

Definition at line 300 of file RdiDataRepositoryGeneric.cpp.

void apply ( const InstrumentIncremental msg,
const DataSource dataSource 
)
protected

Definition at line 305 of file RdiDataRepositoryGeneric.cpp.

void apply ( const VarianceFuturesStatus msg,
const DataSource dataSource 
)
protected

Definition at line 310 of file RdiDataRepositoryGeneric.cpp.

void apply ( const TotalReturnFuturesStatus msg,
const DataSource dataSource 
)
protected

Definition at line 315 of file RdiDataRepositoryGeneric.cpp.

void apply ( const TradeAtReferencePriceStatus msg,
const DataSource dataSource 
)
protected

Definition at line 320 of file RdiDataRepositoryGeneric.cpp.

EmdiDescriptors findAllEmdiDescriptors ( ) const

Definition at line 34 of file RdiDataRepositoryGeneric.cpp.

EobiDescriptors findAllEobiDescriptors ( ) const

Definition at line 54 of file RdiDataRepositoryGeneric.cpp.

MdiDescriptors findAllMdiDescriptors ( ) const

Definition at line 44 of file RdiDataRepositoryGeneric.cpp.

EmdiDescriptors findEmdiDescriptors ( const MarketSegments segments) const

Definition at line 39 of file RdiDataRepositoryGeneric.cpp.

EobiDescriptors findEobiDescriptors ( const MarketSegments segments) const

Definition at line 59 of file RdiDataRepositoryGeneric.cpp.

MdiDescriptors findMdiDescriptors ( const MarketSegments segments) const

Definition at line 49 of file RdiDataRepositoryGeneric.cpp.

void finishRecovery ( )
protected

Definition at line 279 of file RdiDataRepositoryGeneric.cpp.

bool hasCashedIncrementals ( ) const

Definition at line 261 of file RdiDataRepositoryGeneric.cpp.

unsigned int& nextIncrementalMsgSeqNum ( )
inlineprotected

Definition at line 87 of file RdiDataRepositoryGeneric.h.

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

Definition at line 174 of file RdiDataRepositoryGeneric.cpp.

void onIncrementalPacketGap ( )

Definition at line 271 of file RdiDataRepositoryGeneric.cpp.

virtual void onIncrementalSeqNumProcessed ( SequenceNumber  )
protectedpure virtual
virtual void onSnapshotMessage ( const DataSource ,
const CORE::Message &  ,
TemplateId  ,
bool *  skipRestOfPacket 
)
pure virtual

Implemented in RdiDataRepositoryEx, and RdiDataRepository.

void referenceDataReady ( )
inlineprotected

Definition at line 88 of file RdiDataRepositoryGeneric.h.

bool senderCompIdChanged ( UInt32  value)
protected

Definition at line 192 of file RdiDataRepositoryGeneric.cpp.

bool& synchronized ( )
inlineprotected

Definition at line 86 of file RdiDataRepositoryGeneric.h.


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