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

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

Classes

struct  Impl
 

Public Member Functions

 MdiHandler (const MdiHandlerSettings &settings)
 
virtual ~MdiHandler ()
 
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 setMarketSegmentId2Depth (const MarketSegmentId2Depth &map)
 
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 ()
 
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 ()
 

Detailed Description

Definition at line 56 of file MdiHandler.h.

Constructor & Destructor Documentation

MdiHandler ( const MdiHandlerSettings settings)
explicit

Performs instance initialization.

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

Definition at line 37 of file MdiHandler.cpp.

~MdiHandler ( )
virtual

Finalizes the Handler.

Definition at line 56 of file MdiHandler.cpp.

Member Function Documentation

void 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.

Definition at line 198 of file MdiHandler.cpp.

const char * licenseExpirationDate ( ) const

Returns the license expiration date.

Definition at line 252 of file MdiHandler.cpp.

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

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

Definition at line 233 of file MdiHandler.cpp.

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

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

Definition at line 238 of file MdiHandler.cpp.

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

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

Definition at line 243 of file MdiHandler.cpp.

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
OperationExceptionif handler not disconnected.

Definition at line 98 of file MdiHandler.cpp.

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
OperationExceptionif handler not disconnected.

Definition at line 161 of file MdiHandler.cpp.

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
OperationExceptionif handler not disconnected.

Definition at line 152 of file MdiHandler.cpp.

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
OperationExceptionif handler not disconnected.

Definition at line 89 of file MdiHandler.cpp.

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
OperationExceptionif handler not disconnected

Definition at line 62 of file MdiHandler.cpp.

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
OperationExceptionif handler not disconnected.

Definition at line 170 of file MdiHandler.cpp.

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
OperationExceptionif handler not disconnected.

Definition at line 80 of file MdiHandler.cpp.

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
OperationExceptionif handler not disconnected.

Definition at line 134 of file MdiHandler.cpp.

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
OperationExceptionif handler not disconnected.

Definition at line 125 of file MdiHandler.cpp.

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
OperationExceptionif handler not disconnected.

Definition at line 180 of file MdiHandler.cpp.

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
OperationExceptionif handler not disconnected.

Definition at line 116 of file MdiHandler.cpp.

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
OperationExceptionif handler not disconnected.

Definition at line 143 of file MdiHandler.cpp.

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
OperationExceptionif handler not disconnected.

Definition at line 107 of file MdiHandler.cpp.

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
OperationExceptionif handler not disconnected.

Definition at line 189 of file MdiHandler.cpp.

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
OperationExceptionif handler not disconnected

Definition at line 71 of file MdiHandler.cpp.

void removeAllMarketSegmentIdFilters ( )

Remove all filters.

Definition at line 285 of file MdiHandler.cpp.

void removeAllSecurityIdFilters ( )

Remove all filters.

Definition at line 303 of file MdiHandler.cpp.

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.

Definition at line 267 of file MdiHandler.cpp.

void setMarketSegmentIdFilters ( const MarketSegmentIdFilters filters)

Set the Market Segment Id filtering values.

Note
The filter is inclusive.

Definition at line 276 of file MdiHandler.cpp.

void setSecurityIdFilters ( const SecurityIdFilters filters)

Set the Security Id filtering values.

Note
The filter is inclusive.

Definition at line 294 of file MdiHandler.cpp.

void start ( )

Start handler.

Note
This action is asynchronous.
Exceptions
std::exceptionin case of unable to start.

Definition at line 207 of file MdiHandler.cpp.

void start ( const ReplayOptions options)

Starts replaying previously logged data.

Definition at line 215 of file MdiHandler.cpp.

HandlerState::Enum state ( ) const

Returns handler state.

Definition at line 262 of file MdiHandler.cpp.

void stop ( )

Stop handler.

Definition at line 223 of file MdiHandler.cpp.

const char * version ( )
static

Returns Handler's version.

Definition at line 257 of file MdiHandler.cpp.


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