OnixS C++ Euronext Optiq MDG Handler  1.3.1
API documentation
MessageListener.h
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19 
20 #pragma once
21 
22 #include <OnixS/Euronext/MarketData/OptiqMdg/messaging/Forwards.h>
24 
25 namespace OnixS {
26 namespace Euronext {
27 namespace MarketData {
28 namespace OptiqMdg {
29 namespace Messaging {
30  class SbeMessage;
31 }
32 
33  /// Message listener
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 onOrderUpdate(const Messaging::OrderUpdate &, const DataSource &)
virtual void onHealthStatus(const Messaging::HealthStatus &, const DataSource &)
Message identifiers and length of message root.
Definition: Messages.h:4479
virtual void onLongOrderUpdate(const Messaging::LongOrderUpdate &, const DataSource &)
virtual void onApaFullTradeInformation(const Messaging::ApaFullTradeInformation &, const DataSource &)
Message identifiers and length of message root.
Definition: Messages.h:933
virtual void onStartOfDay(const Messaging::StartOfDay &, const DataSource &)
Message identifiers and length of message root.
Definition: Messages.h:171
virtual void onMarketUpdate(const Messaging::MarketUpdate &, const DataSource &)
virtual void onApaStandingData(const Messaging::ApaStandingData &, const DataSource &)
Message identifiers and length of message root.
Definition: Messages.h:7906
virtual void onBfnav(const Messaging::Bfnav &, const DataSource &)
Message identifiers and length of message root.
Definition: Messages.h:5043
Message identifiers and length of message root.
Definition: Messages.h:447
virtual void onTechnicalNotification(const Messaging::TechnicalNotification &, const DataSource &)
Message identifiers and length of message root.
Definition: Messages.h:6628
virtual void onStandingData(const Messaging::StandingData &, const DataSource &)
virtual void onTimetable(const Messaging::Timetable &, const DataSource &)
virtual void onEndOfDay(const Messaging::EndOfDay &, const DataSource &)
virtual void onFullTradeInformation(const Messaging::FullTradeInformation &, const DataSource &)
virtual void onStartOfSnapshot(const Messaging::StartOfSnapshot &, const DataSource &)
Message identifiers and length of message root.
Definition: Messages.h:309
Message identifiers and length of message root.
Definition: Messages.h:9981
Message identifiers and length of message root.
Definition: Messages.h:6998
Definition: Handler.h:26
virtual void onContractStandingData(const Messaging::ContractStandingData &, const DataSource &)
virtual void onBfInstrumentReference(const Messaging::BfInstrumentReference &, const DataSource &)
Message identifiers and length of message root.
Definition: Messages.h:33
Message identifiers and length of message root.
Definition: Messages.h:9453
Message identifiers and length of message root.
Definition: Messages.h:1280
virtual void onPriceUpdate(const Messaging::PriceUpdate &, const DataSource &)
Message identifiers and length of message root.
Definition: Messages.h:9135
virtual void onUnknownMessage(const Messaging::SbeMessage &, const DataSource &)
Message identifiers and length of message root.
Definition: Messages.h:2491
Message identifiers and length of message root.
Definition: Messages.h:626
Message identifiers and length of message root.
Definition: Messages.h:9843
Message identifiers and length of message root.
Definition: Messages.h:7575
virtual void onRealTimeIndex(const Messaging::RealTimeIndex &, const DataSource &)
virtual void onEndOfSnapshot(const Messaging::EndOfSnapshot &, const DataSource &)
Message identifiers and length of message root.
Definition: Messages.h:6188
Message identifiers and length of message root.
Definition: Messages.h:4251
Message identifiers and length of message root.
Definition: Messages.h:5406
virtual void onBfTrade(const Messaging::BfTrade &, const DataSource &)
Message identifiers and length of message root.
Definition: Messages.h:3246
virtual void onMarketStatusChange(const Messaging::MarketStatusChange &, const DataSource &)
Message identifiers and length of message root.
Definition: Messages.h:1611
virtual void onBfInstrumentSuspension(const Messaging::BfInstrumentSuspension &, const DataSource &)
Message identifiers and length of message root.
Definition: Messages.h:2904
virtual void onStrategyStandingData(const Messaging::StrategyStandingData &, const DataSource &)
virtual void onStatistics(const Messaging::Statistics &, const DataSource &)
virtual void onApaQuotes(const Messaging::ApaQuotes &, const DataSource &)
Message identifiers and length of message root.
Definition: Messages.h:4745
virtual void onLisPackageStructure(const Messaging::LisPackageStructure &, const DataSource &)
Message identifiers and length of message root.
Definition: Messages.h:7329
virtual void onOutrightStandingData(const Messaging::OutrightStandingData &, const DataSource &)
Message identifiers and length of message root.
Definition: Messages.h:9673
Message identifiers and length of message root.
Definition: Messages.h:8493
virtual void onIndexSummary(const Messaging::IndexSummary &, const DataSource &)