OnixS C++ FMX UST BIMP Market Data Handler 1.2.0
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.
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#pragma once
21
25
26
27namespace OnixS {
28namespace FmxUST {
29namespace MarketData {
30namespace Bimp {
31
32 struct SystemEventMsg;
35 struct InstrumentStatsMsg;
36 struct AddOrderMsg;
37 struct OrderExecutedMsg;
39 struct OrderDeletedMsg;
40 struct OrderReplacedMsg;
41 struct TradeMsg;
44
47 {
48 public:
50 virtual void onGap(SequenceNumber /*expectedSeqNum*/, SequenceNumber /*receivedSeqNum*/) {}
51
53 virtual void onSystemEvent(const SystemEventMsg&, const DataSource&) {}
54
57
60
62 virtual void onInstrumentStats(const InstrumentStatsMsg&, const DataSource&) {}
63
65 virtual void onAddOrder(const AddOrderMsg&, const DataSource&) {}
66
68 virtual void onOrderExecuted(const OrderExecutedMsg&, const DataSource&) {}
69
72
74 virtual void onOrderDeleted(const OrderDeletedMsg&, const DataSource&) {}
75
77 virtual void onOrderReplaced(const OrderReplacedMsg&, const DataSource&) {}
78
80 virtual void onTrade(const TradeMsg&, const DataSource&) {}
81
84
87
88 protected:
89 virtual ~MessageListener() {}
90 };
91}
92}
93}
94}
virtual void onInstrumentTradingAction(const InstrumentTradingActionMsg &, const DataSource &)
Fires when InstrumentTradingAction is received.
virtual void onOrderExecuted(const OrderExecutedMsg &, const DataSource &)
Fires when OrderExecuted is received.
virtual void onPrivilegeNotification(const PrivilegeNotificationMsg &, const DataSource &)
Fires when PrivilegeNotification is received.
virtual void onWorkupNotification(const WorkupNotificationMsg &, const DataSource &)
Fires when WorkupNotification is received.
virtual void onSystemEvent(const SystemEventMsg &, const DataSource &)
Fires when SystemEvent is received.
virtual void onOrderPartiallyCancelled(const OrderPartiallyCancelledMsg &, const DataSource &)
Fires when OrderPartiallyCancelled is received.
virtual void onTrade(const TradeMsg &, const DataSource &)
Fires when Trade is received.
virtual void onInstrumentDirectory(const InstrumentDirectoryMsg &, const DataSource &)
Fires when InstrumentDirectory is received.
virtual void onAddOrder(const AddOrderMsg &, const DataSource &)
Fires when AddOrder is received.
virtual void onOrderDeleted(const OrderDeletedMsg &, const DataSource &)
Fires when OrderDeleted is received.
virtual void onInstrumentStats(const InstrumentStatsMsg &, const DataSource &)
Fires when InstrumentStats is received.
virtual void onOrderReplaced(const OrderReplacedMsg &, const DataSource &)
Fires when OrderReplaced is received.
virtual void onGap(SequenceNumber, SequenceNumber)
Is invoked when Gap happens.
Integer8 SequenceNumber
Alias for Sequence Number type.
Definition Defines.h:85
The Add Order message is used to communicate that a new order has been accepted into the Fenics USTre...
Definition AddOrder.h:37
This message is sent when an order is completed removed from the order-book. Field Name.
This message is sent when an order is partially or completely executed.
This message is sent when an order is partially cancelled.
This message is sent when the quantity of an order is increased or if the price of an order is adjust...
The trade message is designed to provide execution details for match events involving non-displayable...
Definition Trade.h:37