OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 20.0.1
Users' manual and API documentation
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Getting Started Sample

This sample demonstrates how to connect to the RDI, EMDI and EOBI feeds.

Source code

1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement(the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19#include <OnixS/Eurex/MarketData/RdiHandler.h>
20#include <OnixS/Eurex/MarketData/EmdiHandlerManager.h>
21#include <OnixS/Eurex/MarketData/MdiHandlerManager.h>
22#include <OnixS/Eurex/MarketData/EobiHandlerManager.h>
23#include <OnixS/Eurex/MarketData/Exception.h>
24#include <OnixS/Eurex/MarketData/FeedEngine.h>
25
26#include "RdiListener.h"
27#include "EmdiListener.h"
28#include "MdiListener.h"
29#include "EobiListener.h"
30
31#include "../Common/Signal.h"
32#include "../Common/Options.h"
33#include "../Common/Settings.h"
34#include "../Common/Utils.h"
35
36using namespace OnixS::Eurex::MarketData;
37using namespace OnixS::Eurex::MarketData::EOBI;
38
39template <typename Configuration> std::unique_ptr<EmdiHandlerManager> makeEmdiHandlerManager(EmdiListener&, const Configuration&);
40template <typename Configuration> std::unique_ptr<MdiHandlerManager> makeMdiHandlerManager(MdiListener&, const Configuration& );
41template <typename Configuration> std::unique_ptr<EobiHandlerManager> makeEobiHandlerManager(EobiListener&, const Configuration&);
42
44int main(int argc, char* argv[])
45{
46 // `--help` to show options.
47 const Samples::AppConfiguration<
48 Samples::NetworkInterfaceConfiguration
49 , Samples::EnvironmentConfiguration
50 , Samples::LogDirectoryConfiguration
51 > cfg{"GettingStarted", argc, argv};
52
53 try
54 {
55 Samples::SignalHelper::manageSignals();
56
57 auto rdiSettings = Samples::makeSettings<RdiHandlerSettings>(cfg);
58 fillEnvironment(rdiSettings, cfg);
59
60 SocketFeedEngine feedEngine;
61 FeedEngineThreadPoolSettings feedEngineThreadPoolSettings;
62 FeedEngineThreadPool pool(feedEngineThreadPoolSettings, &feedEngine);
63
64 RdiListener rdiListener{rdiSettings.logDirectory};
65 auto rdiHandler = Samples::makeUnique<RdiHandler>(rdiSettings);
66
67 rdiHandler->bindFeedEngine(feedEngine);
68
69 rdiHandler
70 ->registerErrorListener(&rdiListener)
71 .registerWarningListener(&rdiListener)
72 .registerReferenceDataListener(&rdiListener);
73
74 std::clog << "Will start the RDI Handler ..." << std::endl;
75 rdiHandler->start();
76
77 rdiListener.waitUntilReferenceDataReceived();
78
79 const MarketSegments productNames {"FDAX", "FGBL", "FGBM"};
80
81 EmdiListener emdiListener{rdiSettings.logDirectory};
82 MdiListener mdiListener{rdiSettings.logDirectory};
83 EobiListener eobiListener;
84
85 auto emdiHandlerManager = makeEmdiHandlerManager(emdiListener, cfg);
86 auto mdiHandlerManager = makeMdiHandlerManager(mdiListener, cfg);
87 auto eobiHandlerManager = makeEobiHandlerManager(eobiListener, cfg);
88
89 emdiHandlerManager->start(rdiHandler.get(), productNames, feedEngine);
90 mdiHandlerManager->start(rdiHandler.get(), productNames, feedEngine);
91 eobiHandlerManager->start(rdiHandler.get(), productNames, feedEngine);
92
93 Samples::SignalHelper::waitUntilKey("to stop the handlers");
94
95 std::clog << "Stopping..." << std::endl;
96
97 rdiHandler->stop();
98 emdiHandlerManager->stop();
99 eobiHandlerManager->stop();
100 mdiHandlerManager->stop();
101
102 std::clog << "All the Handlers are stopped." << std::endl;
103 }
104 catch(const std::exception& ex)
105 {
106 std::cerr << "EXCEPTION: " << ex.what() << std::endl;
107 }
108
109 return 0;
110}
111
112template <typename Configuration>
113std::unique_ptr<EmdiHandlerManager> makeEmdiHandlerManager(EmdiListener& listener, const Configuration& cfg)
114{
115 auto manager = Samples::makeUnique<EmdiHandlerManager>(Samples::makeSettings<EmdiHandlerSettings>(cfg));
116
117 manager->
118 registerDepthListener(&listener)
119 .registerErrorListener(&listener)
120 .registerWarningListener(&listener)
121 .registerTopOfBookImpliedListener(&listener)
122 .registerProductStateChangeListener(&listener)
123 .registerMassInstrumentStateChangeListener(&listener)
124 .registerInstrumentStateChangeListener(&listener)
125 .registerQuoteRequestListener(&listener)
126 .registerCrossRequestListener(&listener)
127 .registerComplexInstrumentUpdateListener(&listener)
128 .registerFlexibleInstrumentUpdateListener(&listener)
129 .registerOrderBookListener(&listener)
130 .registerTradeListener(&listener);
131
132 return manager;
133}
134
135template <typename Configuration>
136std::unique_ptr<MdiHandlerManager> makeMdiHandlerManager(MdiListener& listener, const Configuration& cfg)
137{
138 auto manager = Samples::makeUnique<MdiHandlerManager>(Samples::makeSettings<MdiHandlerSettings>(cfg));
139
140 manager->
141 registerDepthListener(&listener)
142 .registerErrorListener(&listener)
143 .registerWarningListener(&listener)
144 .registerTopOfBookImpliedListener(&listener)
145 .registerProductStateChangeListener(&listener)
146 .registerMassInstrumentStateChangeListener(&listener)
147 .registerInstrumentStateChangeListener(&listener)
148 .registerQuoteRequestListener(&listener)
149 .registerCrossRequestListener(&listener)
150 .registerComplexInstrumentUpdateListener(&listener)
151 .registerFlexibleInstrumentUpdateListener(&listener)
152 .registerOrderBookListener(&listener)
153 .registerTradeListener(&listener);
154
155 return manager;
156}
157
158template <typename Configuration>
159std::unique_ptr<EobiHandlerManager> makeEobiHandlerManager(EobiListener& listener, const Configuration& cfg)
160{
161 auto manager = Samples::makeUnique<EobiHandlerManager>(Samples::makeSettings<EobiHandlerSettings>(cfg));
162
163 manager->
164 registerErrorListener(&listener)
165 .registerWarningListener(&listener)
166 .registerHandlerStateListener(&listener)
167 .registerOrderDataListener(&listener)
168 .registerTradeDataListener(&listener)
169 .registerStateChangeListener(&listener)
170 .registerReferenceDataListener(&listener)
171 .registerSnapshotListener(&listener)
172 .registerMessageListener(&listener)
173 .registerOrderBookListener(&listener);
174
175 return manager;
176}
OnixS::Eurex::MarketData::FeedEngineThreadPool
A pool of threads executing feed engine tasks.
Definition FeedEngine.h:350
OnixS::Eurex::MarketData::SocketFeedEngine
The given class implements feed engine concept using pool of working threads and standard socket API.
Definition FeedEngine.h:139
OnixS::Eurex::MarketData::MarketSegments
IInterfaceDescriptorProvider::MarketSegments MarketSegments
Definition InterfaceDescriptorProvider.h:179
1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement(the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19#pragma once
20
21#include <iostream>
22#include <fstream>
23
24#include <OnixS/Eurex/MarketData/ErrorListener.h>
25#include <OnixS/Eurex/MarketData/WarningListener.h>
26#include <OnixS/Eurex/MarketData/ReferenceDataListener.h>
27#include <OnixS/Eurex/MarketData/Semaphore.h>
28
29class RdiListener final
30 : public OnixS::Eurex::MarketData::ErrorListener
31 , public OnixS::Eurex::MarketData::WarningListener
32 , public OnixS::Eurex::MarketData::ReferenceDataListener
33{
34public:
36 explicit RdiListener(const std::string& logDir);
37
39 ~RdiListener() override;
40
42 void onError(OnixS::Eurex::MarketData::ErrorCode::Enum code, const std::string& description) override;
43
45 void onWarning(const std::string& description) override;
46
48 void onSnapshotCycleStart() override;
49
51 void onProduct(const OnixS::Eurex::MarketData::ProductSnapshot& msg, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
52
54 void onInstrument(const OnixS::Eurex::MarketData::InstrumentSnapshot& msg, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
55
57 void onInstrumentIncremental(const OnixS::Eurex::MarketData::InstrumentIncremental& msg, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
58
60 void onVarianceFuturesStatus(const OnixS::Eurex::MarketData::VarianceFuturesStatus& msg, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
61
63 void onTotalReturnFuturesStatus(const OnixS::Eurex::MarketData::TotalReturnFuturesStatus& msg, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
64
66 void onTradeAtReferencePriceStatus(const OnixS::Eurex::MarketData::TradeAtReferencePriceStatus& msg, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
67
69 void onSnapshotCycleEnd()override;
70
72 void waitUntilReferenceDataReceived();
73
74
75private:
77 OnixS::Eurex::MarketData::Semaphore referenceDataReady_;
78
79 std::ofstream referenceDataLog_;
80
81 std::string lastProductName_;
82
83 unsigned int lasProductInstrumentNumber_{};
84};
OnixS::Eurex::MarketData::ErrorListener::onError
virtual void onError(ErrorCode::Enum code, const std::string &description)=0
OnixS::Eurex::MarketData::ReferenceDataListener::onTradeAtReferencePriceStatus
virtual void onTradeAtReferencePriceStatus(const TradeAtReferencePriceStatus &status, const DataSource &dataSource)=0
Is called when TradeAtReferencePriceStatus message is received.
OnixS::Eurex::MarketData::ReferenceDataListener::onSnapshotCycleStart
virtual void onSnapshotCycleStart()=0
Is called when reference data snapshot cycle is started.
OnixS::Eurex::MarketData::ReferenceDataListener::onVarianceFuturesStatus
virtual void onVarianceFuturesStatus(const VarianceFuturesStatus &status, const DataSource &dataSource)=0
Is called when variance futures status is received.
OnixS::Eurex::MarketData::ReferenceDataListener::onSnapshotCycleEnd
virtual void onSnapshotCycleEnd()=0
Is called when reference data snapshot cycle is ended.
OnixS::Eurex::MarketData::ReferenceDataListener::onInstrumentIncremental
virtual void onInstrumentIncremental(const InstrumentIncremental &incremental, const DataSource &dataSource)=0
Is called when instrument incremental update is received.
OnixS::Eurex::MarketData::ReferenceDataListener::onProduct
virtual void onProduct(const ProductSnapshot &snapshot, const DataSource &dataSource)=0
Is called when product snapshot is received.
OnixS::Eurex::MarketData::ReferenceDataListener::onTotalReturnFuturesStatus
virtual void onTotalReturnFuturesStatus(const TotalReturnFuturesStatus &status, const DataSource &dataSource)=0
Is called when total return futures status message is received.
OnixS::Eurex::MarketData::ReferenceDataListener::onInstrument
virtual void onInstrument(const InstrumentSnapshot &snapshot, const DataSource &dataSource)=0
Is called when instrument snapshot is received.
OnixS::Eurex::MarketData::WarningListener::onWarning
virtual void onWarning(const std::string &reason)=0
Is called when the Warning condition is detected.
OnixS::Eurex::MarketData::ErrorCode::Enum
Enum
Known (selected) error codes.
Definition ErrorListener.h:37
1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement(the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19#include <sstream>
20
21#include "RdiListener.h"
22
23using namespace OnixS::Eurex::MarketData;
24using namespace OnixS::Eurex::MarketData::EOBI;
25
26/*
27 RdiListener
28*/
29
30RdiListener::RdiListener(const std::string& logDir)
31 : referenceDataReady_(0)
32{
33 const std::string referenceDataLogName = logDir + "/ReferenceData.txt";
34 referenceDataLog_.open(referenceDataLogName.c_str());
35 if(!referenceDataLog_)
36 throw std::domain_error("Cannot open " + referenceDataLogName);
37}
38
39RdiListener::~RdiListener() = default;
40
41void RdiListener::onError(ErrorCode::Enum code, const std::string& description)
42{
43 std::clog << "Error occurred, errorCode = " << enumToString(code) << ". Description: '" << description << "'" << std::endl;
44}
45
46void RdiListener::onWarning(const std::string& description)
47{
48 std::stringstream ss;
49 std::clog << "Warning occurred. Description: '" << description << "'" << std::endl;
50}
51
52void RdiListener::onSnapshotCycleStart()
53{
54 referenceDataLog_ << "onSnapshotCycleStart" << std::endl;
55 std::clog << "onSnapshotCycleStart" << std::endl;
56}
57
58void RdiListener::onProduct(const ProductSnapshot& msg, const DataSource&)
59{
60 referenceDataLog_ << msg.toStringWithFieldNames() << std::endl;
61
62 if(!lastProductName_.empty())
63 std::clog << lastProductName_ << "(" << lasProductInstrumentNumber_ << "), ";
64
65 lastProductName_ = msg.marketSegment().toString();
66 lasProductInstrumentNumber_ = 0;
67}
68
69void RdiListener::onInstrument(const InstrumentSnapshot& msg, const DataSource&)
70{
71 referenceDataLog_ << msg.toStringWithFieldNames() << std::endl;
72
73 ++lasProductInstrumentNumber_;
74}
75
76void RdiListener::onInstrumentIncremental(const InstrumentIncremental& msg, const DataSource&)
77{
78 referenceDataLog_ << msg.toStringWithFieldNames() << std::endl;
79}
80
81void RdiListener::onVarianceFuturesStatus(const VarianceFuturesStatus& msg, const DataSource&)
82{
83 referenceDataLog_ << msg.toStringWithFieldNames() << std::endl;
84}
85
86void RdiListener::onTotalReturnFuturesStatus(const TotalReturnFuturesStatus& msg, const DataSource&)
87{
88 referenceDataLog_ << msg.toStringWithFieldNames() << std::endl;
89}
90
91void RdiListener::onTradeAtReferencePriceStatus(const TradeAtReferencePriceStatus& msg, const DataSource&)
92{
93 referenceDataLog_ << msg.toStringWithFieldNames() << std::endl;
94}
95
96void RdiListener::onSnapshotCycleEnd()
97{
98 referenceDataLog_ << "onSnapshotCycleEnd" << std::endl;
99 std::clog << std::endl << "onSnapshotCycleEnd" << std::endl;
100 referenceDataReady_.release();
101}
102
103void RdiListener::waitUntilReferenceDataReceived()
104{
105 referenceDataReady_.acquire();
106}
OnixS::Eurex::MarketData::Message::toStringWithFieldNames
std::string toStringWithFieldNames() const
Definition Message.h:111
OnixS::Eurex::MarketData::ProductSnapshot::marketSegment
StringRef marketSegment() const
Product name.
Definition ProductSnapshot.h:948
OnixS::Eurex::MarketData::StringRef::toString
void toString(std::string &str) const
Definition StringRef.h:175
OnixS::Eurex::MarketData::enumToString
std::string enumToString(HandlerState::Enum)
Returns string representation of HandlerState value.
1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement(the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19#pragma once
20
21#include <fstream>
22#include <iostream>
23
24#include <OnixS/Eurex/MarketData/ErrorListener.h>
25#include <OnixS/Eurex/MarketData/WarningListener.h>
26#include <OnixS/Eurex/MarketData/DepthListener.h>
27#include <OnixS/Eurex/MarketData/TopOfBookImpliedListener.h>
28#include <OnixS/Eurex/MarketData/ProductStateChangeListener.h>
29#include <OnixS/Eurex/MarketData/MassInstrumentStateChangeListener.h>
30#include <OnixS/Eurex/MarketData/InstrumentStateChangeListener.h>
31#include <OnixS/Eurex/MarketData/QuoteRequestListener.h>
32#include <OnixS/Eurex/MarketData/CrossRequestListener.h>
33#include <OnixS/Eurex/MarketData/ComplexInstrumentUpdateListener.h>
34#include <OnixS/Eurex/MarketData/FlexibleInstrumentUpdateListener.h>
35#include <OnixS/Eurex/MarketData/OrderBookListener.h>
36#include <OnixS/Eurex/MarketData/TradeListener.h>
37
38
39class EmdiListener final
40 : public OnixS::Eurex::MarketData::ErrorListener
41 , public OnixS::Eurex::MarketData::WarningListener
42 , public OnixS::Eurex::MarketData::DepthListener
43 , public OnixS::Eurex::MarketData::TopOfBookImpliedListener
44 , public OnixS::Eurex::MarketData::ProductStateChangeListener
45 , public OnixS::Eurex::MarketData::MassInstrumentStateChangeListener
46 , public OnixS::Eurex::MarketData::InstrumentStateChangeListener
47 , public OnixS::Eurex::MarketData::QuoteRequestListener
48 , public OnixS::Eurex::MarketData::CrossRequestListener
49 , public OnixS::Eurex::MarketData::ComplexInstrumentUpdateListener
50 , public OnixS::Eurex::MarketData::FlexibleInstrumentUpdateListener
51 , public OnixS::Eurex::MarketData::OrderBookListener
52 , public OnixS::Eurex::MarketData::TradeListener
53{
54public:
56 explicit
57 EmdiListener(const std::string& logDir, size_t outputNormalizer = 100);
58
60 ~EmdiListener() override;
61
63 void onError(OnixS::Eurex::MarketData::ErrorCode::Enum code, const std::string& description) override;
64
66 void onWarning(const std::string& description) override;
67
69 void onDepthSnapshot(const OnixS::Eurex::MarketData::DepthSnapshot& snapshot, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
70
72 void onDepthIncremental(const OnixS::Eurex::MarketData::DepthIncremental& incremental, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
73
75 void onDepthReset(OnixS::Eurex::MarketData::MarketSegmentId marketSegmentId) override;
76
78 void onDepthOutOfDate(OnixS::Eurex::MarketData::MarketSegmentId marketSegmentId) override;
79
81 void onTopOfBookImplied(const OnixS::Eurex::MarketData::TopOfBookImplied& msg, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
82
84 void onProductStateChange(const OnixS::Eurex::MarketData::ProductStateChange& change, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
85
87 void onMassInstrumentStateChange(const OnixS::Eurex::MarketData::MassInstrumentStateChange& change, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
88
90 void onInstrumentStateChange(const OnixS::Eurex::MarketData::InstrumentStateChange& change, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
91
93 void onQuoteRequest(const OnixS::Eurex::MarketData::QuoteRequest& request, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
94
96 void onCrossRequest(const OnixS::Eurex::MarketData::CrossRequest& request, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
97
99 void onComplexInstrumentUpdate(const OnixS::Eurex::MarketData::ComplexInstrumentUpdate& update, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
100
102 void onFlexibleInstrumentUpdate(const OnixS::Eurex::MarketData::FlexibleInstrumentUpdate& update, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
103
105 void onOrderBookUpdated(const OnixS::Eurex::MarketData::OrderBook& book) override;
106
108 void onOrderBookOutOfDate(const OnixS::Eurex::MarketData::OrderBook& book) override;
109
111 void onSnapshotTrade(const OnixS::Eurex::MarketData::SnapshotTrade& trade) override;
112
114 void onIncrementalTrade(const OnixS::Eurex::MarketData::IncrementalTrade& trade) override;
115
116private:
117 std::ofstream marketDataLog_;
118
119 size_t outputNormalizer_;
120};
OnixS::Eurex::MarketData::ComplexInstrumentUpdateListener::onComplexInstrumentUpdate
virtual void onComplexInstrumentUpdate(const ComplexInstrumentUpdate &update, const DataSource &dataSource)=0
Is called when complex instrument update is received.
OnixS::Eurex::MarketData::CrossRequestListener::onCrossRequest
virtual void onCrossRequest(const CrossRequest &request, const DataSource &dataSource)=0
Is called when cross request is received.
OnixS::Eurex::MarketData::DepthListener::onDepthReset
virtual void onDepthReset(MarketSegmentId marketSegmentId)=0
Is called when all the books are reset for a given market segment.
OnixS::Eurex::MarketData::DepthListener::onDepthOutOfDate
virtual void onDepthOutOfDate(MarketSegmentId marketSegmentId)=0
OnixS::Eurex::MarketData::DepthListener::onDepthSnapshot
virtual void onDepthSnapshot(const DepthSnapshot &snapshot, const DataSource &dataSource)=0
Is called when depth snapshot is received.
OnixS::Eurex::MarketData::DepthListener::onDepthIncremental
virtual void onDepthIncremental(const DepthIncremental &incremental, const DataSource &dataSource)=0
Is called when depth incremental is received.
OnixS::Eurex::MarketData::FlexibleInstrumentUpdateListener::onFlexibleInstrumentUpdate
virtual void onFlexibleInstrumentUpdate(const FlexibleInstrumentUpdate &update, const DataSource &dataSource)=0
Is called when mass instrument state change is received.
OnixS::Eurex::MarketData::InstrumentStateChangeListener::onInstrumentStateChange
virtual void onInstrumentStateChange(const InstrumentStateChange &change, const DataSource &dataSource)=0
Is called when instrument state change is received.
OnixS::Eurex::MarketData::MassInstrumentStateChangeListener::onMassInstrumentStateChange
virtual void onMassInstrumentStateChange(const MassInstrumentStateChange &change, const DataSource &dataSource)=0
Is called when mass instrument state change is received.
OnixS::Eurex::MarketData::OrderBookListener::onOrderBookUpdated
virtual void onOrderBookUpdated(const OrderBook &book)=0
OnixS::Eurex::MarketData::OrderBookListener::onOrderBookOutOfDate
virtual void onOrderBookOutOfDate(const OrderBook &book)=0
OnixS::Eurex::MarketData::ProductStateChangeListener::onProductStateChange
virtual void onProductStateChange(const ProductStateChange &change, const DataSource &dataSource)=0
Is called when product state change is received.
OnixS::Eurex::MarketData::QuoteRequestListener::onQuoteRequest
virtual void onQuoteRequest(const QuoteRequest &request, const DataSource &dataSource)=0
Is called when quote request is received.
OnixS::Eurex::MarketData::TopOfBookImpliedListener::onTopOfBookImplied
virtual void onTopOfBookImplied(const TopOfBookImplied &msg, const DataSource &dataSource)=0
Is called when Top Of Book Implied message is received.
OnixS::Eurex::MarketData::TradeListener::onSnapshotTrade
virtual void onSnapshotTrade(const SnapshotTrade &trade)=0
Is called when a snapshot trade market data entry is received.
OnixS::Eurex::MarketData::TradeListener::onIncrementalTrade
virtual void onIncrementalTrade(const IncrementalTrade &trade)=0
Is called when a incremental trade market data entry is received.
OnixS::Eurex::MarketData::MarketSegmentId
UInt32 MarketSegmentId
Alias for Market Segment ID type.
Definition Defines.h:40
1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement(the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19#include <sstream>
20
21#include <OnixS/Eurex/MarketData/OrderBook.h>
22#include <OnixS/Eurex/MarketData/DepthSnapshot.h>
23#include <OnixS/Eurex/MarketData/DepthIncremental.h>
24#include <OnixS/Eurex/MarketData/TopOfBookImplied.h>
25#include <OnixS/Eurex/MarketData/InstrumentStateChange.h>
26#include <OnixS/Eurex/MarketData/ComplexInstrumentUpdate.h>
27#include <OnixS/Eurex/MarketData/FlexibleInstrumentUpdate.h>
28#include <OnixS/Eurex/MarketData/MassInstrumentStateChange.h>
29#include <OnixS/Eurex/MarketData/ProductStateChange.h>
30#include <OnixS/Eurex/MarketData/QuoteRequest.h>
31#include <OnixS/Eurex/MarketData/CrossRequest.h>
32
33#include "EmdiListener.h"
34
35using namespace OnixS::Eurex::MarketData;
36
37/*
38 EmdiListener
39*/
40
41EmdiListener::EmdiListener(const std::string& logDir, size_t outputNormalizer)
42 : outputNormalizer_(outputNormalizer)
43{
44 const std::string marketDataLogName = logDir + "/MarketData.txt";
45 marketDataLog_.open(marketDataLogName.c_str());
46 if(!marketDataLog_)
47 throw std::domain_error("Cannot open " + marketDataLogName);
48}
49
50EmdiListener::~EmdiListener() = default;
51
52void EmdiListener::onError(ErrorCode::Enum code, const std::string& description)
53{
54 std::clog << "Error occurred, errorCode = " << enumToString(code) << ". Description: '" << description << "'" << std::endl;
55}
56
57void EmdiListener::onWarning(const std::string& description)
58{
59 std::stringstream ss;
60 std::clog << "Warning occurred. Description: '" << description << "'" << std::endl;
61}
62
63void EmdiListener::onDepthSnapshot(const DepthSnapshot&, const DataSource&)
64{
65 static size_t counter = 0;
66 if(0 == ++counter % outputNormalizer_)
67 std::clog << "Ds" << std::endl;
68}
69
70void EmdiListener::onDepthIncremental(const DepthIncremental& incremental, const DataSource&)
71{
72 static size_t counter = 0;
73 if(0 == ++counter % outputNormalizer_)
74 std::clog << "Di" << std::endl;
75
76 marketDataLog_ << incremental.toStringWithFieldNames() << std::endl;
77}
78
79void EmdiListener::onDepthReset(MarketSegmentId)
80{
81}
82
83void EmdiListener::onDepthOutOfDate(MarketSegmentId)
84{
85}
86
87void EmdiListener::onTopOfBookImplied(const TopOfBookImplied& msg, const DataSource&)
88{
89 static size_t counter = 0;
90 if(0 == ++counter % outputNormalizer_)
91 std::clog << "Top" << std::endl;
92
93 marketDataLog_ << msg.toStringWithFieldNames() << std::endl;
94}
95
96void EmdiListener::onProductStateChange(const OnixS::Eurex::MarketData::ProductStateChange& change, const DataSource&)
97{
98 static size_t counter = 0;
99 if(0 == ++counter % outputNormalizer_)
100 std::clog << "Psc" << std::endl;
101
102 marketDataLog_ << change.toStringWithFieldNames() << std::endl;
103}
104
105void EmdiListener::onMassInstrumentStateChange(const MassInstrumentStateChange& change, const DataSource&)
106{
107 static size_t counter = 0;
108 if(0 == ++counter % outputNormalizer_)
109 std::clog << "Misc" << std::endl;
110
111 marketDataLog_ << change.toStringWithFieldNames() << std::endl;
112}
113
114void EmdiListener::onInstrumentStateChange(const OnixS::Eurex::MarketData::InstrumentStateChange& change, const DataSource&)
115{
116 static size_t counter = 0;
117 if(0 == ++counter % outputNormalizer_)
118 std::clog << "Sc" << std::endl;
119
120 marketDataLog_ << change.toStringWithFieldNames() << std::endl;
121}
122
123void EmdiListener::onQuoteRequest(const OnixS::Eurex::MarketData::QuoteRequest& request, const DataSource&)
124{
125 static size_t counter = 0;
126 if(0 == ++counter % outputNormalizer_)
127 std::clog << "Qr" << std::endl;
128
129 marketDataLog_ << request.toStringWithFieldNames() << std::endl;
130}
131
132void EmdiListener::onCrossRequest(const OnixS::Eurex::MarketData::CrossRequest& request, const DataSource&)
133{
134 static size_t counter = 0;
135 if(0 == ++counter % outputNormalizer_)
136 std::clog << "Cr" << std::endl;
137
138 marketDataLog_ << request.toStringWithFieldNames() << std::endl;
139}
140
141void EmdiListener::onComplexInstrumentUpdate(const ComplexInstrumentUpdate& update, const DataSource&)
142{
143 static size_t counter = 0;
144 if(0 == ++counter % outputNormalizer_)
145 std::clog << "Ciu" << std::endl;
146
147 marketDataLog_ << update.toStringWithFieldNames() << std::endl;
148}
149
150void EmdiListener::onFlexibleInstrumentUpdate(const FlexibleInstrumentUpdate& update, const DataSource&)
151{
152 static size_t counter = 0;
153 if(0 == ++counter % outputNormalizer_)
154 std::clog << "Fiu" << std::endl;
155
156 marketDataLog_ << update.toStringWithFieldNames() << std::endl;
157}
158
159
160void EmdiListener::onOrderBookUpdated(const OnixS::Eurex::MarketData::OrderBook& book)
161{
162 marketDataLog_ << book.toFormattedString() << std::endl;
163}
164
165void EmdiListener::onOrderBookOutOfDate(const OnixS::Eurex::MarketData::OrderBook&)
166{
167}
168
169void EmdiListener::onSnapshotTrade(const SnapshotTrade& trade)
170{
171 std::string tradeStr;
172 trade.toString(tradeStr);
173 marketDataLog_ << tradeStr << std::endl;
174}
175
176void EmdiListener::onIncrementalTrade(const IncrementalTrade& trade)
177{
178 std::string tradeStr;
179 trade.toString(tradeStr);
180 marketDataLog_ << tradeStr << std::endl;
181}
OnixS::Eurex::MarketData::IncrementalTrade::toString
void toString(std::string &) const override
Appends text presentation.
OnixS::Eurex::MarketData::OrderBook::toFormattedString
std::string toFormattedString() const
Returns formatted presentation of the book.
Definition OrderBook.h:279
OnixS::Eurex::MarketData::SnapshotTrade::toString
void toString(std::string &) const override
Appends text presentation.
1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement(the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19#pragma once
20
21#include <iostream>
22#include <fstream>
23
24#include <OnixS/Eurex/MarketData/ErrorListener.h>
25#include <OnixS/Eurex/MarketData/WarningListener.h>
26#include <OnixS/Eurex/MarketData/DepthListener.h>
27#include <OnixS/Eurex/MarketData/TopOfBookImpliedListener.h>
28#include <OnixS/Eurex/MarketData/ProductStateChangeListener.h>
29#include <OnixS/Eurex/MarketData/MassInstrumentStateChangeListener.h>
30#include <OnixS/Eurex/MarketData/InstrumentStateChangeListener.h>
31#include <OnixS/Eurex/MarketData/QuoteRequestListener.h>
32#include <OnixS/Eurex/MarketData/CrossRequestListener.h>
33#include <OnixS/Eurex/MarketData/ComplexInstrumentUpdateListener.h>
34#include <OnixS/Eurex/MarketData/FlexibleInstrumentUpdateListener.h>
35#include <OnixS/Eurex/MarketData/OrderBookListener.h>
36#include <OnixS/Eurex/MarketData/TradeListener.h>
37
38
39class MdiListener final
40 : public OnixS::Eurex::MarketData::ErrorListener
41 , public OnixS::Eurex::MarketData::WarningListener
42 , public OnixS::Eurex::MarketData::DepthListener
43 , public OnixS::Eurex::MarketData::TopOfBookImpliedListener
44 , public OnixS::Eurex::MarketData::ProductStateChangeListener
45 , public OnixS::Eurex::MarketData::MassInstrumentStateChangeListener
46 , public OnixS::Eurex::MarketData::InstrumentStateChangeListener
47 , public OnixS::Eurex::MarketData::QuoteRequestListener
48 , public OnixS::Eurex::MarketData::CrossRequestListener
49 , public OnixS::Eurex::MarketData::ComplexInstrumentUpdateListener
50 , public OnixS::Eurex::MarketData::FlexibleInstrumentUpdateListener
51 , public OnixS::Eurex::MarketData::OrderBookListener
52 , public OnixS::Eurex::MarketData::TradeListener
53{
54public:
56 explicit MdiListener(const std::string& logDir, size_t outputNormalizer = 100);
57
59 ~MdiListener() override;
60
62 void onError(OnixS::Eurex::MarketData::ErrorCode::Enum code, const std::string& description) override;
63
65 void onWarning(const std::string& description) override;
66
68 void onDepthSnapshot(const OnixS::Eurex::MarketData::DepthSnapshot& snapshot, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
69
71 void onDepthIncremental(const OnixS::Eurex::MarketData::DepthIncremental& incremental, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
72
74 void onDepthReset(OnixS::Eurex::MarketData::MarketSegmentId marketSegmentId) override;
75
77 void onDepthOutOfDate(OnixS::Eurex::MarketData::MarketSegmentId marketSegmentId) override;
78
80 void onTopOfBookImplied(const OnixS::Eurex::MarketData::TopOfBookImplied& msg, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
81
83 void onProductStateChange(const OnixS::Eurex::MarketData::ProductStateChange& change, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
84
86 void onMassInstrumentStateChange(const OnixS::Eurex::MarketData::MassInstrumentStateChange& change, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
87
89 void onInstrumentStateChange(const OnixS::Eurex::MarketData::InstrumentStateChange& change, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
90
92 void onQuoteRequest(const OnixS::Eurex::MarketData::QuoteRequest& request, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
93
95 void onCrossRequest(const OnixS::Eurex::MarketData::CrossRequest& request, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
96
98 void onComplexInstrumentUpdate(const OnixS::Eurex::MarketData::ComplexInstrumentUpdate& update, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
99
101 void onFlexibleInstrumentUpdate(const OnixS::Eurex::MarketData::FlexibleInstrumentUpdate& update, const OnixS::Eurex::MarketData::DataSource& dataSource) override;
102
104 void onOrderBookUpdated(const OnixS::Eurex::MarketData::OrderBook& book) override;
105
107 void onOrderBookOutOfDate(const OnixS::Eurex::MarketData::OrderBook& book) override;
108
110 void onSnapshotTrade(const OnixS::Eurex::MarketData::SnapshotTrade& trade) override;
111
113 void onIncrementalTrade(const OnixS::Eurex::MarketData::IncrementalTrade& trade) override;
114
115private:
116 std::ofstream marketDataLog_;
117
118 size_t outputNormalizer_;
119};
1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement(the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19#include <sstream>
20
21#include <OnixS/Eurex/MarketData/OrderBook.h>
22#include <OnixS/Eurex/MarketData/DepthSnapshot.h>
23#include <OnixS/Eurex/MarketData/DepthIncremental.h>
24#include <OnixS/Eurex/MarketData/TopOfBookImplied.h>
25#include <OnixS/Eurex/MarketData/InstrumentStateChange.h>
26#include <OnixS/Eurex/MarketData/ComplexInstrumentUpdate.h>
27#include <OnixS/Eurex/MarketData/FlexibleInstrumentUpdate.h>
28#include <OnixS/Eurex/MarketData/MassInstrumentStateChange.h>
29#include <OnixS/Eurex/MarketData/ProductStateChange.h>
30#include <OnixS/Eurex/MarketData/QuoteRequest.h>
31#include <OnixS/Eurex/MarketData/CrossRequest.h>
32
33#include "MdiListener.h"
34
35using namespace OnixS::Eurex::MarketData;
36
37/*
38 MdiListener
39*/
40
41MdiListener::MdiListener(const std::string& logDir, size_t outputNormalizer)
42 : outputNormalizer_(outputNormalizer)
43{
44 const std::string marketDataLogName = logDir + "/MarketData.txt";
45 marketDataLog_.open(marketDataLogName.c_str());
46 if(! marketDataLog_)
47 throw std::domain_error("Cannot open " + marketDataLogName);
48}
49
50MdiListener::~MdiListener() = default;
51
52void MdiListener::onError(ErrorCode::Enum code, const std::string& description)
53{
54 std::clog << "Error occurred, errorCode = " << enumToString(code) << ". Description: '" << description << "'" << std::endl;
55}
56
57void MdiListener::onWarning(const std::string& description)
58{
59 std::stringstream ss;
60 std::clog << "Warning occurred. Description: '" << description << "'" << std::endl;
61}
62
63void MdiListener::onDepthSnapshot(const DepthSnapshot&, const DataSource&)
64{
65 static size_t counter = 0;
66 if(0 == ++counter % outputNormalizer_)
67 std::clog << "Ds" << std::endl;
68}
69
70void MdiListener::onDepthIncremental(const DepthIncremental& incremental, const DataSource&)
71{
72 static size_t counter = 0;
73 if(0 == ++counter % outputNormalizer_)
74 std::clog << "Di" << std::endl;
75
76 marketDataLog_ << incremental.toStringWithFieldNames() << std::endl;
77}
78
79void MdiListener::onDepthReset(MarketSegmentId)
80{
81}
82
83void MdiListener::onDepthOutOfDate(MarketSegmentId)
84{
85}
86
87void MdiListener::onTopOfBookImplied(const TopOfBookImplied& msg, const DataSource&)
88{
89 static size_t counter = 0;
90 if(0 == ++counter % outputNormalizer_)
91 std::clog << "Top" << std::endl;
92
93 marketDataLog_ << msg.toStringWithFieldNames() << std::endl;
94}
95
96void MdiListener::onProductStateChange(const OnixS::Eurex::MarketData::ProductStateChange& change, const DataSource&)
97{
98 static size_t counter = 0;
99 if(0 == ++counter % outputNormalizer_)
100 std::clog << "Psc" << std::endl;
101
102 marketDataLog_ << change.toStringWithFieldNames() << std::endl;
103}
104
105void MdiListener::onMassInstrumentStateChange(const MassInstrumentStateChange& change, const DataSource&)
106{
107 static size_t counter = 0;
108 if(0 == ++counter % outputNormalizer_)
109 std::clog << "Misc" << std::endl;
110
111 marketDataLog_ << change.toStringWithFieldNames() << std::endl;
112}
113
114void MdiListener::onInstrumentStateChange(const OnixS::Eurex::MarketData::InstrumentStateChange& change, const DataSource&)
115{
116 static size_t counter = 0;
117 if(0 == ++counter % outputNormalizer_)
118 std::clog << "Sc" << std::endl;
119
120 marketDataLog_ << change.toStringWithFieldNames() << std::endl;
121}
122
123void MdiListener::onQuoteRequest(const OnixS::Eurex::MarketData::QuoteRequest& request, const DataSource&)
124{
125 static size_t counter = 0;
126 if(0 == ++counter % outputNormalizer_)
127 std::clog << "Qr" << std::endl;
128
129 marketDataLog_ << request.toStringWithFieldNames() << std::endl;
130}
131
132void MdiListener::onCrossRequest(const OnixS::Eurex::MarketData::CrossRequest& request, const DataSource&)
133{
134 static size_t counter = 0;
135 if(0 == ++counter % outputNormalizer_)
136 std::clog << "Cr" << std::endl;
137
138 marketDataLog_ << request.toStringWithFieldNames() << std::endl;
139}
140
141void MdiListener::onComplexInstrumentUpdate(const ComplexInstrumentUpdate& update, const DataSource&)
142{
143 static size_t counter = 0;
144 if(0 == ++counter % outputNormalizer_)
145 std::clog << "Ciu" << std::endl;
146
147 marketDataLog_ << update.toStringWithFieldNames() << std::endl;
148}
149
150void MdiListener::onFlexibleInstrumentUpdate(const FlexibleInstrumentUpdate& update, const DataSource&)
151{
152 static size_t counter = 0;
153 if(0 == ++counter % outputNormalizer_)
154 std::clog << "Fiu" << std::endl;
155
156 marketDataLog_ << update.toStringWithFieldNames() << std::endl;
157}
158
159
160void MdiListener::onOrderBookUpdated(const OnixS::Eurex::MarketData::OrderBook& book)
161{
162 marketDataLog_ << book.toFormattedString() << std::endl;
163}
164
165void MdiListener::onOrderBookOutOfDate(const OnixS::Eurex::MarketData::OrderBook&)
166{
167}
168
169void MdiListener::onSnapshotTrade(const SnapshotTrade& trade)
170{
171 std::string tradeStr;
172 trade.toString(tradeStr);
173 marketDataLog_ << tradeStr << std::endl;
174}
175
176void MdiListener::onIncrementalTrade(const IncrementalTrade& trade)
177{
178 std::string tradeStr;
179 trade.toString(tradeStr);
180 marketDataLog_ << tradeStr << std::endl;
181}
1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement(the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19#pragma once
20
21#include <OnixS/Eurex/MarketData/Compiler.h>
22#include <OnixS/Eurex/MarketData/ErrorListener.h>
23#include <OnixS/Eurex/MarketData/WarningListener.h>
24#include <OnixS/Eurex/MarketData/Replay.h>
25#include <OnixS/Eurex/MarketData/HandlerStateListener.h>
26#include <OnixS/Eurex/MarketData/EOBI/OrderDataListener.h>
27#include <OnixS/Eurex/MarketData/EOBI/TradeDataListener.h>
28#include <OnixS/Eurex/MarketData/EOBI/StateChangeListener.h>
29#include <OnixS/Eurex/MarketData/EOBI/ReferenceDataListener.h>
30#include <OnixS/Eurex/MarketData/EOBI/SnapshotListener.h>
31#include <OnixS/Eurex/MarketData/EOBI/MessageListener.h>
32#include <OnixS/Eurex/MarketData/EOBI/OrderBookListener.h>
33
34
35class EobiListener final
36 : public OnixS::Eurex::MarketData::ErrorListener
37 , public OnixS::Eurex::MarketData::WarningListener
38 , public OnixS::Eurex::MarketData::HandlerStateListener
39 , public OnixS::Eurex::MarketData::EOBI::OrderDataListener
40 , public OnixS::Eurex::MarketData::EOBI::TradeDataListener
41 , public OnixS::Eurex::MarketData::EOBI::StateChangeListener
42 , public OnixS::Eurex::MarketData::EOBI::ReferenceDataListener
43 , public OnixS::Eurex::MarketData::EOBI::SnapshotListener
44 , public OnixS::Eurex::MarketData::EOBI::MessageListener
45 , public OnixS::Eurex::MarketData::EOBI::OrderBookListener
46{
47public:
49 void onError(OnixS::Eurex::MarketData::ErrorCode::Enum code, const std::string& description) override;
50
52 void onWarning(const std::string& description) override;
53
54 void onStateChanged(OnixS::Eurex::MarketData::HandlerState::Enum newState) override;
55
56 void onOrderAdd(const OnixS::Eurex::MarketData::EOBI::OrderAdd& orderAdd) override;
57
58 void onOrderModify(const OnixS::Eurex::MarketData::EOBI::OrderModify& orderModify) override;
59
60 void onOrderModifySamePriority(const OnixS::Eurex::MarketData::EOBI::OrderModifySamePriority& orderModify) override;
61
62 void onOrderDelete(const OnixS::Eurex::MarketData::EOBI::OrderDelete& orderDelete) override;
63
64 void onOrderMassDelete(const OnixS::Eurex::MarketData::EOBI::OrderMassDelete& orderMassDelete) override;
65
66 void onPartialOrderExecution(const OnixS::Eurex::MarketData::EOBI::PartialOrderExecution& partialOrderExecution) override;
67
68 void onFullOrderExecution(const OnixS::Eurex::MarketData::EOBI::FullOrderExecution& fullOrderExecution) override;
69
70 void onAuctionBestBidOffer(const OnixS::Eurex::MarketData::EOBI::AuctionBestBidOffer& auctionBestBidOffer) override;
71
72 void onAuctionClearingPrice(const OnixS::Eurex::MarketData::EOBI::AuctionClearingPrice& auctionClearingPrice) override;
73
74 void onTopOfBook(const OnixS::Eurex::MarketData::EOBI::TopOfBook& topOfBook) override;
75
76 void onExecutionSummary(const OnixS::Eurex::MarketData::EOBI::ExecutionSummary& executionSummary) override;
77
78 void onQuoteRequest(const OnixS::Eurex::MarketData::EOBI::QuoteRequest& quoteRequest) override;
79
80 void onCrossRequest(const OnixS::Eurex::MarketData::EOBI::CrossRequest& crossRequest) override;
81
82 void onTradeReport(const OnixS::Eurex::MarketData::EOBI::TradeReport& tradeReport) override;
83
84 void onTradeReversal(const OnixS::Eurex::MarketData::EOBI::TradeReversal& tradeReversal) override;
85
86 void onProductStateChange(const OnixS::Eurex::MarketData::EOBI::ProductStateChange& productStateChange) override;
87
88 void onInstrumentStateChange(const OnixS::Eurex::MarketData::EOBI::InstrumentStateChange& instrumentStateChange) override;
89
90 void onMassInstrumentStateChange(const OnixS::Eurex::MarketData::EOBI::MassInstrumentStateChange& instrumentStateChange) override;
91
92 void onAddComplexInstrument(const OnixS::Eurex::MarketData::EOBI::AddComplexInstrument& addComplexInstrument) override;
93
94 void onProductSummary(const OnixS::Eurex::MarketData::EOBI::ProductSummary& productSummary) override;
95
96 void onInstrumentSummary(const OnixS::Eurex::MarketData::EOBI::InstrumentSummary& instrumentSummary) override;
97
98 void onSnapshotOrder(const OnixS::Eurex::MarketData::EOBI::SnapshotOrder& snapshotOrder) override;
99
100 void onMarketSegmentReset(OnixS::Eurex::MarketData::MarketSegmentId marketSegmentId) override;
101
102 void onMarketSegmentOutOfDate(OnixS::Eurex::MarketData::MarketSegmentId marketSegmentId) override;
103
104 void onOrderBookUpdated(const OnixS::Eurex::MarketData::EOBI::OrderBook& book) override;
105
106 void onOrderBookOutOfDate(const OnixS::Eurex::MarketData::EOBI::OrderBook& book) override;
107
108 void onAddFlexibleInstrument(const OnixS::Eurex::MarketData::EOBI::AddFlexibleInstrument& addFlexibleInstrument) override;
109
110 void onTESTradeReport(const OnixS::Eurex::MarketData::EOBI::TESTradeReport& tradeReport) override;
111
112 void onAddScaledSimpleInstrument(const OnixS::Eurex::MarketData::EOBI::AddScaledSimpleInstrument& addFlexibleInstrument) override;
113
114 void onSnapshotCycleBegin() override;
115
116 void onSnapshotCycleEnd() override;
117};
OnixS::Eurex::MarketData::EOBI::MessageListener::onMarketSegmentOutOfDate
virtual void onMarketSegmentOutOfDate(MarketSegmentId marketSegmentId)=0
OnixS::Eurex::MarketData::EOBI::MessageListener::onMarketSegmentReset
virtual void onMarketSegmentReset(MarketSegmentId marketSegmentId)=0
Is called when all the information should be reset for a given market segment.
OnixS::Eurex::MarketData::EOBI::OrderBookListener::onOrderBookUpdated
virtual void onOrderBookUpdated(const OrderBook &book)=0
OnixS::Eurex::MarketData::EOBI::OrderBookListener::onOrderBookOutOfDate
virtual void onOrderBookOutOfDate(const OrderBook &book)=0
OnixS::Eurex::MarketData::EOBI::OrderDataListener::onOrderModify
virtual void onOrderModify(const OrderModify &orderModify)=0
OnixS::Eurex::MarketData::EOBI::OrderDataListener::onFullOrderExecution
virtual void onFullOrderExecution(const FullOrderExecution &fullOrderExecution)=0
OnixS::Eurex::MarketData::EOBI::OrderDataListener::onAuctionBestBidOffer
virtual void onAuctionBestBidOffer(const AuctionBestBidOffer &auctionBestBidOffer)=0
OnixS::Eurex::MarketData::EOBI::OrderDataListener::onOrderDelete
virtual void onOrderDelete(const OrderDelete &orderDelete)=0
OnixS::Eurex::MarketData::EOBI::OrderDataListener::onTopOfBook
virtual void onTopOfBook(const TopOfBook &topOfBook)=0
OnixS::Eurex::MarketData::EOBI::OrderDataListener::onOrderAdd
virtual void onOrderAdd(const OrderAdd &orderAdd)=0
OnixS::Eurex::MarketData::EOBI::OrderDataListener::onPartialOrderExecution
virtual void onPartialOrderExecution(const PartialOrderExecution &partialOrderExecution)=0
OnixS::Eurex::MarketData::EOBI::OrderDataListener::onOrderModifySamePriority
virtual void onOrderModifySamePriority(const OrderModifySamePriority &orderModifySamePriority)=0
OnixS::Eurex::MarketData::EOBI::OrderDataListener::onOrderMassDelete
virtual void onOrderMassDelete(const OrderMassDelete &orderMassDelete)=0
OnixS::Eurex::MarketData::EOBI::OrderDataListener::onAuctionClearingPrice
virtual void onAuctionClearingPrice(const AuctionClearingPrice &auctionClearingPrice)=0
OnixS::Eurex::MarketData::EOBI::ReferenceDataListener::onAddComplexInstrument
virtual void onAddComplexInstrument(const AddComplexInstrument &addComplexInstrument)=0
OnixS::Eurex::MarketData::EOBI::ReferenceDataListener::onAddScaledSimpleInstrument
virtual void onAddScaledSimpleInstrument(const AddScaledSimpleInstrument &addFlexibleInstrument)=0
OnixS::Eurex::MarketData::EOBI::ReferenceDataListener::onAddFlexibleInstrument
virtual void onAddFlexibleInstrument(const AddFlexibleInstrument &addFlexibleInstrument)=0
OnixS::Eurex::MarketData::EOBI::SnapshotListener::onProductSummary
virtual void onProductSummary(const ProductSummary &productSummary)=0
OnixS::Eurex::MarketData::EOBI::SnapshotListener::onInstrumentSummary
virtual void onInstrumentSummary(const InstrumentSummary &instrumentSummary)=0
OnixS::Eurex::MarketData::EOBI::SnapshotListener::onSnapshotOrder
virtual void onSnapshotOrder(const SnapshotOrder &snapshotOrder)=0
OnixS::Eurex::MarketData::EOBI::StateChangeListener::onProductStateChange
virtual void onProductStateChange(const ProductStateChange &productStateChange)=0
OnixS::Eurex::MarketData::EOBI::StateChangeListener::onInstrumentStateChange
virtual void onInstrumentStateChange(const InstrumentStateChange &instrumentStateChange)=0
OnixS::Eurex::MarketData::EOBI::StateChangeListener::onMassInstrumentStateChange
virtual void onMassInstrumentStateChange(const MassInstrumentStateChange &instrumentStateChange)=0
OnixS::Eurex::MarketData::EOBI::TradeDataListener::onTradeReport
virtual void onTradeReport(const TradeReport &tradeReport)=0
OnixS::Eurex::MarketData::EOBI::TradeDataListener::onTESTradeReport
virtual void onTESTradeReport(const TESTradeReport &tradeReport)=0
OnixS::Eurex::MarketData::EOBI::TradeDataListener::onCrossRequest
virtual void onCrossRequest(const CrossRequest &crossRequest)=0
OnixS::Eurex::MarketData::EOBI::TradeDataListener::onTradeReversal
virtual void onTradeReversal(const TradeReversal &tradeReversal)=0
OnixS::Eurex::MarketData::EOBI::TradeDataListener::onQuoteRequest
virtual void onQuoteRequest(const QuoteRequest &quoteRequest)=0
OnixS::Eurex::MarketData::EOBI::TradeDataListener::onExecutionSummary
virtual void onExecutionSummary(const ExecutionSummary &executionSummary)=0
OnixS::Eurex::MarketData::HandlerStateListener::onStateChanged
virtual void onStateChanged(HandlerState::Enum newState)=0
Implement this member to get notifications about handler state change.
OnixS::Eurex::MarketData::HandlerState::Enum
Enum
Defines the state that the handler is in.
Definition HandlerStateListener.h:37
1/*
2* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3*
4* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5* and international copyright treaties.
6*
7* Access to and use of the software is governed by the terms of the applicable ONIXS Software
8* Services Agreement(the Agreement) and Customer end user license agreements granting
9* a non-assignable, non-transferable and non-exclusive license to use the software
10* for it's own data processing purposes under the terms defined in the Agreement.
11*
12* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13* of this source code or associated reference material to any other location for further reproduction
14* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15*
16* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17* the terms of the Agreement is a violation of copyright law.
18*/
19
20#include <iostream>
21#include <sstream>
22
23#include <OnixS/Eurex/MarketData/EOBI/Messages.h>
24
25#include "EobiListener.h"
26
27using namespace OnixS::Eurex::MarketData;
28using namespace OnixS::Eurex::MarketData::EOBI;
29
30/*
31 EobiListener
32*/
33
34void EobiListener::onError(ErrorCode::Enum code, const std::string& description)
35{
36 std::clog << "Error occurred, errorCode = " << enumToString(code) << ". Description: '" << description << "'" << std::endl;
37}
38
39void EobiListener::onWarning(const std::string& description)
40{
41 std::clog << "Warning occurred. Description: '" << description << "'" << std::endl;
42}
43
44void EobiListener::onStateChanged(HandlerState::Enum newState)
45{
46 std::clog << "Handler state changed: " << enumToString(newState) << std::endl;
47}
48
49std::string toString(const MessageBase& msg)
50{
51 return msg.toString();
52}
53
54void EobiListener::onOrderAdd(const OrderAdd& msg)
55{
56 std::clog << "Message received: " << toString(msg) << std::endl;
57}
58
59void EobiListener::onOrderModify(const OrderModify& msg)
60{
61 std::clog << "Message received: " << toString(msg) << std::endl;
62}
63
64void EobiListener::onOrderModifySamePriority(const OrderModifySamePriority& msg)
65{
66 std::clog << "Message received: " << toString(msg) << std::endl;
67}
68
69void EobiListener::onOrderDelete(const OrderDelete& msg)
70{
71 std::clog << "Message received: " << toString(msg) << std::endl;
72}
73
74void EobiListener::onOrderMassDelete(const OrderMassDelete& msg)
75{
76 std::clog << "Message received: " << toString(msg) << std::endl;
77}
78
79void EobiListener::onPartialOrderExecution(const PartialOrderExecution& msg)
80{
81 std::clog << "Message received: " << toString(msg) << std::endl;
82}
83
84void EobiListener::onFullOrderExecution(const FullOrderExecution& msg)
85{
86 std::clog << "Message received: " << toString(msg) << std::endl;
87}
88
89void EobiListener::onAuctionBestBidOffer(const AuctionBestBidOffer& msg)
90{
91 std::clog << "Message received: " << toString(msg) << std::endl;
92}
93
94void EobiListener::onAuctionClearingPrice(const AuctionClearingPrice& msg)
95{
96 std::clog << "Message received: " << toString(msg) << std::endl;
97}
98
99void EobiListener::onTopOfBook(const TopOfBook& msg)
100{
101 std::clog << "Message received: " << toString(msg) << std::endl;
102}
103
104void EobiListener::onExecutionSummary(const ExecutionSummary& msg)
105{
106 std::clog << "Message received: " << toString(msg) << std::endl;
107}
108
109void EobiListener::onQuoteRequest(const EOBI::QuoteRequest& msg)
110{
111 std::clog << "Message received: " << toString(msg) << std::endl;
112}
113
114void EobiListener::onCrossRequest(const EOBI::CrossRequest& msg)
115{
116 std::clog << "Message received: " << toString(msg) << std::endl;
117}
118
119void EobiListener::onTradeReport(const TradeReport& msg)
120{
121 std::clog << "Message received: " << toString(msg) << std::endl;
122}
123
124void EobiListener::onTradeReversal(const TradeReversal& msg)
125{
126 std::clog << "Message received: " << toString(msg) << std::endl;
127}
128
129void EobiListener::onProductStateChange(const EOBI::ProductStateChange& msg)
130{
131 std::clog << "Message received: " << toString(msg) << std::endl;
132}
133
134void EobiListener::onInstrumentStateChange(const EOBI::InstrumentStateChange& msg)
135{
136 std::clog << "Message received: " << toString(msg) << std::endl;
137}
138
139void EobiListener::onMassInstrumentStateChange(
140 const OnixS::Eurex::MarketData::EOBI::MassInstrumentStateChange& msg)
141{
142 std::clog << "Message received: " << toString(msg) << std::endl;
143}
144
145void EobiListener::onAddComplexInstrument(const AddComplexInstrument& msg)
146{
147 std::clog << "Message received: " << toString(msg) << std::endl;
148}
149
150void EobiListener::onProductSummary(const ProductSummary& msg)
151{
152 std::clog << "Message received: " << toString(msg) << std::endl;
153}
154
155void EobiListener::onInstrumentSummary(const InstrumentSummary& msg)
156{
157 std::clog << "Message received: " << toString(msg) << std::endl;
158}
159
160void EobiListener::onSnapshotOrder(const SnapshotOrder& msg)
161{
162 std::clog << "Message received: " << toString(msg) << std::endl;
163}
164
165void EobiListener::onAddFlexibleInstrument(const AddFlexibleInstrument& msg)
166{
167 std::clog << "Message received: " << toString(msg) << std::endl;
168}
169
170void EobiListener::onTESTradeReport(const TESTradeReport& msg)
171{
172 std::clog << "Message received: " << toString(msg) << std::endl;
173}
174
175void EobiListener::onAddScaledSimpleInstrument(const AddScaledSimpleInstrument& msg)
176{
177 std::clog << "Message received: " << toString(msg) << std::endl;
178}
179
180void EobiListener::onMarketSegmentReset(MarketSegmentId)
181{
182}
183
184void EobiListener::onMarketSegmentOutOfDate(MarketSegmentId)
185{
186}
187
188void EobiListener::onOrderBookUpdated(const EOBI::OrderBook&)
189{
190}
191
192void EobiListener::onOrderBookOutOfDate(const EOBI::OrderBook&)
193{
194}
195
196void EobiListener::onSnapshotCycleBegin()
197{
198}
199
200void EobiListener::onSnapshotCycleEnd()
201{
202}
OnixS::Eurex::MarketData::EOBI::MessageBase::toString
std::string toString() const
Returns text presentation.