OnixS C++ ICE Binary Order Entry Handler
1.1.1
API Documentation
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BenchmarkGatewayListener.h
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/*
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* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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*
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* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
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* and international copyright treaties.
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*
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* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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* of this source code or associated reference material to any other location for further reproduction
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* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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*
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* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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* the terms of the Agreement is a violation of copyright law.
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*/
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#pragma once
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#include <
OnixS/ICE/BOE/testing/Gateway.h
>
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class
BenchmarkGatewayListener
final :
public
Testing::ClientMessageListener
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{
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public
:
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void
onNewOrderRequest
(
const
NewOrderRequest order, Testing::Gateway* gateway)
override
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{
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const
auto
sinchEpoch = UtcWatch::now().sinceEpoch();
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constexpr
static
auto
sid = 123;
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const
OrderExecID
id
{sid, reportsCounter_, sinchEpoch};
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report_->clOrdId(order.clOrdId()).execId(
id
);
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// Send the ExecutionReportNew message to the session.
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gateway->send(report_, ++reportsCounter_);
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}
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private
:
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MessageHolder<ExecutionReport_New> report_;
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Int32 reportsCounter_{ 0 };
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};
Gateway.h
BenchmarkGatewayListener
Definition
BenchmarkGatewayListener.h:25
BenchmarkGatewayListener::onNewOrderRequest
void onNewOrderRequest(const NewOrderRequest order, Testing::Gateway *gateway) override
Definition
BenchmarkGatewayListener.h:27
Common
BenchmarkGatewayListener.h
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