Listener for Market Makers events. More...
Public Member Functions | |
virtual void | onMassQuoteAck (Handler &handler, const MassQuoteAck &response)=0 |
The Mass Quote Acknowledgement message is sent by the Exchange to confirm the quotes that have resulted from a Mass Quote message. | |
virtual void | onMMConfigurationStatusRequestAck (Handler &handler, const MMConfigurationStatusRequestAck &response)=0 |
The MM Configuration Status Request Ack message is used by the Exchange to confirm the contract that an ITM is allowed to quote for as well as their quote batch size restriction. | |
virtual void | onSetMMProtectionAck (Handler &handler, const SetMMProtectionAck &response)=0 |
The Set MM Protection Ack message allows the Exchange to respond to the Market Makers' Set MM Protection message, reporting on the status of the Market Makers' protection. | |
virtual void | onAdjustMMPositionAck (Handler &handler, const AdjustMMPositionAck &response)=0 |
The Adjust MM Position Ack message confirms contract and expiry level protection positions in response to either a: | |
virtual void | onGetMMProtectionStatusAck (Handler &handler, const GetMMProtectionStatusAck &response)=0 |
The Get MM Protection Status Ack message confirms the Market Maker's protection setting in a specified contract. | |
virtual | ~IMarketMakersListener () |
Destructor. |
Listener for Market Makers events.
virtual void onAdjustMMPositionAck | ( | Handler & | handler, |
const AdjustMMPositionAck & | response | ||
) | [pure virtual] |
The Adjust MM Position Ack message confirms contract and expiry level protection positions in response to either a: