OnixS C++ Euronext Optiq MDG Handler 1.3.3
API documentation
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MessageListener.h
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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.
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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.
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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#pragma once
21
22#include <OnixS/Euronext/MarketData/OptiqMdg/messaging/Forwards.h>
24
25namespace OnixS {
26namespace Euronext {
27namespace MarketData {
28namespace OptiqMdg {
29namespace Messaging {
30 class SbeMessage;
31}
32
34 class ONIXS_EURONEXT_OPTIQMDG_API MessageListener
35 {
36 public:
37 virtual void onStartOfDay(const Messaging::StartOfDay&, const DataSource&) {}
38 virtual void onEndOfDay(const Messaging::EndOfDay&, const DataSource&) {}
39 virtual void onHealthStatus(const Messaging::HealthStatus&, const DataSource&) {}
41 virtual void onMarketUpdate(const Messaging::MarketUpdate&, const DataSource&) {}
42 virtual void onOrderUpdate(const Messaging::OrderUpdate&, const DataSource&) {}
43 virtual void onPriceUpdate(const Messaging::PriceUpdate&, const DataSource&) {}
46 virtual void onTimetable(const Messaging::Timetable&, const DataSource&) {}
47 virtual void onStandingData(const Messaging::StandingData&, const DataSource&) {}
48 virtual void onRealTimeIndex(const Messaging::RealTimeIndex&, const DataSource&) {}
49 virtual void onStatistics(const Messaging::Statistics&, const DataSource&) {}
50 virtual void onIndexSummary(const Messaging::IndexSummary&, const DataSource&) {}
56 virtual void onApaQuotes(const Messaging::ApaQuotes&, const DataSource&) {}
60 virtual void onBfTrade(const Messaging::BfTrade&, const DataSource&) {}
61 virtual void onBfnav(const Messaging::Bfnav&, const DataSource&) {}
64 virtual void onEndOfSnapshot(const Messaging::EndOfSnapshot&, const DataSource&) {}
65
66 virtual void onUnknownMessage(const Messaging::SbeMessage&, const DataSource&) {}
67
68 virtual void onRealtimeGap() {}
69 virtual void onRealtimeInactivity() {}
70
71 virtual void onSnapshotGap() {}
72 virtual void onSnapshotInactivity() {}
73
74 protected:
75 virtual ~MessageListener() = 0;
76 };
77}
78}
79}
80}
virtual void onBfInstrumentReference(const Messaging::BfInstrumentReference &, const DataSource &)
virtual void onEndOfDay(const Messaging::EndOfDay &, const DataSource &)
virtual void onStartOfSnapshot(const Messaging::StartOfSnapshot &, const DataSource &)
virtual void onOutrightStandingData(const Messaging::OutrightStandingData &, const DataSource &)
virtual void onTimetable(const Messaging::Timetable &, const DataSource &)
virtual void onLongOrderUpdate(const Messaging::LongOrderUpdate &, const DataSource &)
virtual void onPriceUpdate(const Messaging::PriceUpdate &, const DataSource &)
virtual void onIndexSummary(const Messaging::IndexSummary &, const DataSource &)
virtual void onHealthStatus(const Messaging::HealthStatus &, const DataSource &)
virtual void onFullTradeInformation(const Messaging::FullTradeInformation &, const DataSource &)
virtual void onStatistics(const Messaging::Statistics &, const DataSource &)
virtual void onStrategyStandingData(const Messaging::StrategyStandingData &, const DataSource &)
virtual void onStandingData(const Messaging::StandingData &, const DataSource &)
virtual void onMarketUpdate(const Messaging::MarketUpdate &, const DataSource &)
virtual void onRealTimeIndex(const Messaging::RealTimeIndex &, const DataSource &)
virtual void onContractStandingData(const Messaging::ContractStandingData &, const DataSource &)
virtual void onBfInstrumentSuspension(const Messaging::BfInstrumentSuspension &, const DataSource &)
virtual void onApaStandingData(const Messaging::ApaStandingData &, const DataSource &)
virtual void onBfTrade(const Messaging::BfTrade &, const DataSource &)
virtual void onApaFullTradeInformation(const Messaging::ApaFullTradeInformation &, const DataSource &)
virtual void onEndOfSnapshot(const Messaging::EndOfSnapshot &, const DataSource &)
virtual void onLisPackageStructure(const Messaging::LisPackageStructure &, const DataSource &)
virtual void onBfnav(const Messaging::Bfnav &, const DataSource &)
virtual void onStartOfDay(const Messaging::StartOfDay &, const DataSource &)
virtual void onTechnicalNotification(const Messaging::TechnicalNotification &, const DataSource &)
virtual void onOrderUpdate(const Messaging::OrderUpdate &, const DataSource &)
virtual void onApaQuotes(const Messaging::ApaQuotes &, const DataSource &)
virtual void onUnknownMessage(const Messaging::SbeMessage &, const DataSource &)
virtual void onMarketStatusChange(const Messaging::MarketStatusChange &, const DataSource &)
Message identifiers and length of message root.
Definition Messages.h:7359
Message identifiers and length of message root.
Definition Messages.h:7605
Message identifiers and length of message root.
Definition Messages.h:8523
Message identifiers and length of message root.
Definition Messages.h:9703
Message identifiers and length of message root.
Definition Messages.h:9165
Message identifiers and length of message root.
Definition Messages.h:9483
Message identifiers and length of message root.
Definition Messages.h:5436
Message identifiers and length of message root.
Definition Messages.h:175
Message identifiers and length of message root.
Definition Messages.h:10011
Message identifiers and length of message root.
Definition Messages.h:1615
Message identifiers and length of message root.
Definition Messages.h:313
Message identifiers and length of message root.
Definition Messages.h:4775
Message identifiers and length of message root.
Definition Messages.h:7028
Message identifiers and length of message root.
Definition Messages.h:6658
Message identifiers and length of message root.
Definition Messages.h:2521
Message identifiers and length of message root.
Definition Messages.h:630
Message identifiers and length of message root.
Definition Messages.h:937
Message identifiers and length of message root.
Definition Messages.h:6218
Message identifiers and length of message root.
Definition Messages.h:1284
Message identifiers and length of message root.
Definition Messages.h:4281
Message identifiers and length of message root.
Definition Messages.h:3276
Message identifiers and length of message root.
Definition Messages.h:37
Message identifiers and length of message root.
Definition Messages.h:9873
Message identifiers and length of message root.
Definition Messages.h:4509
Message identifiers and length of message root.
Definition Messages.h:5073
Message identifiers and length of message root.
Definition Messages.h:451
Message identifiers and length of message root.
Definition Messages.h:2934