MessageListener Class Reference

Public Member Functions
virtual void	onGap (SequenceNumber, SequenceNumber)
virtual void	onSystemEvent (const SystemEventMsg &, const DataSource &)
virtual void	onInstrumentDirectory (const InstrumentDirectoryMsg &, const DataSource &)
virtual void	onInstrumentTradingAction (const InstrumentTradingActionMsg &, const DataSource &)
virtual void	onInstrumentStats (const InstrumentStatsMsg &, const DataSource &)
virtual void	onAddOrder (const AddOrderMsg &, const DataSource &)
virtual void	onOrderExecuted (const OrderExecutedMsg &, const DataSource &)
virtual void	onOrderPartiallyCancelled (const OrderPartiallyCancelledMsg &, const DataSource &)
virtual void	onOrderDeleted (const OrderDeletedMsg &, const DataSource &)
virtual void	onOrderReplaced (const OrderReplacedMsg &, const DataSource &)
virtual void	onTrade (const TradeMsg &, const DataSource &)
virtual void	onPrivilegeNotification (const PrivilegeNotificationMsg &, const DataSource &)
virtual void	onWorkupNotification (const WorkupNotificationMsg &, const DataSource &)

Protected Member Functions
virtual	~MessageListener ()

Detailed Description

Definition at line 46 of file MessageListener.h.

Constructor & Destructor Documentation

~MessageListener()

virtual ~MessageListener ( )

inlineprotectedvirtual

Definition at line 89 of file MessageListener.h.

Member Function Documentation

onAddOrder()

virtual void onAddOrder ( const AddOrderMsg & , const DataSource &  )

inlinevirtual

Fires when AddOrder is received.

Definition at line 65 of file MessageListener.h.

onGap()

virtual void onGap ( SequenceNumber , SequenceNumber  )

inlinevirtual

Is invoked when Gap happens.

Definition at line 50 of file MessageListener.h.

onInstrumentDirectory()

virtual void onInstrumentDirectory ( const InstrumentDirectoryMsg & , const DataSource &  )

inlinevirtual

Fires when InstrumentDirectory is received.

Definition at line 56 of file MessageListener.h.

onInstrumentStats()

virtual void onInstrumentStats ( const InstrumentStatsMsg & , const DataSource &  )

inlinevirtual

Fires when InstrumentStats is received.

Definition at line 62 of file MessageListener.h.

onInstrumentTradingAction()

virtual void onInstrumentTradingAction ( const InstrumentTradingActionMsg & , const DataSource &  )

inlinevirtual

Fires when InstrumentTradingAction is received.

Definition at line 59 of file MessageListener.h.

onOrderDeleted()

virtual void onOrderDeleted ( const OrderDeletedMsg & , const DataSource &  )

inlinevirtual

Fires when OrderDeleted is received.

Definition at line 74 of file MessageListener.h.

onOrderExecuted()

virtual void onOrderExecuted ( const OrderExecutedMsg & , const DataSource &  )

inlinevirtual

Fires when OrderExecuted is received.

Definition at line 68 of file MessageListener.h.

onOrderPartiallyCancelled()

virtual void onOrderPartiallyCancelled ( const OrderPartiallyCancelledMsg & , const DataSource &  )

inlinevirtual

Fires when OrderPartiallyCancelled is received.

Definition at line 71 of file MessageListener.h.

onOrderReplaced()

virtual void onOrderReplaced ( const OrderReplacedMsg & , const DataSource &  )

inlinevirtual

Fires when OrderReplaced is received.

Definition at line 77 of file MessageListener.h.

onPrivilegeNotification()

virtual void onPrivilegeNotification ( const PrivilegeNotificationMsg & , const DataSource &  )

inlinevirtual

Fires when PrivilegeNotification is received.

Definition at line 83 of file MessageListener.h.

onSystemEvent()

virtual void onSystemEvent ( const SystemEventMsg & , const DataSource &  )

inlinevirtual

Fires when SystemEvent is received.

Definition at line 53 of file MessageListener.h.

onTrade()

virtual void onTrade ( const TradeMsg & , const DataSource &  )

inlinevirtual

Fires when Trade is received.

Definition at line 80 of file MessageListener.h.

onWorkupNotification()

virtual void onWorkupNotification ( const WorkupNotificationMsg & , const DataSource &  )

inlinevirtual

Fires when WorkupNotification is received.

Definition at line 86 of file MessageListener.h.