#define ONIXS_ICEBOE_NAMESPACE_BEGIN
#define ONIXS_ICEBOE_EMPTY_BODY(...)
#define ONIXS_ICEBOE_NAMESPACE_END
#define ONIXS_ICEBOE_API_DECL(typeKind, typeName)
#define ONIXS_ICEBOE_EXPORTED
The time point without the time-zone information.
virtual void onSecurityDefinitionReject(const Messaging::SecurityDefinitionReject msg, Session *sn)
Called when a SecurityDefinitionReject message is received.
virtual void onStateChange(SessionStateId::Enum newState, SessionStateId::Enum prevState, Session *sn)
Called when the session changes its state.
virtual void onLogoutReport(const Messaging::LogoutReport msg, Session *sn)
Called when a LogoutReport message is received.
virtual void onWarning(SessionWarningReason::Enum reason, const std::string &description, Session *sn, Messaging::SbeMessage msg)
Called when a warning condition is detected by the session.
virtual void onError(const Messaging::Error msg, Session *sn)
Called when an Error message is received from the counterparty.
virtual void onNews(const Messaging::News msg, Session *sn)
Called when a News message is received.
virtual void onReceivedBytes(const char *bytes, size_t size, const ReceivedDataTimestamp ×tamp, Session *sn)
Called as soon as raw bytes are received from the wire (before SBE decoding).
virtual void onMassQuoteReport(const Messaging::MassQuoteReport msg, Session *sn)
Called when a MassQuoteReport message is received.
virtual void onSecurityDefinitionReport_Strategy(const Messaging::SecurityDefinitionReport_Strategy msg, Session *sn)
Called when a SecurityDefinitionReport_Strategy message is received.
virtual void onTraderLogoutReport(const Messaging::TraderLogoutReport msg, Session *sn)
Called when a TraderLogoutReport message is received.
virtual void onExecutionReport_Cancel(const Messaging::ExecutionReport_Cancel msg, Session *sn)
Called when an ExecutionReport_Cancel message is received.
virtual void onTraderLogonReport(const Messaging::TraderLogonReport msg, Session *sn)
Called when a TraderLogonReport message is received.
virtual void onOrderMassCancelReport(const Messaging::OrderMassCancelReport msg, Session *sn)
Called when an OrderMassCancelReport message is received.
virtual void onLogonReport(const Messaging::LogonReport msg, Session *sn)
Called when a LogonReport message is received.
virtual void onResendReport(const Messaging::ResendReport msg, Session *sn)
Called when a ResendReport message is received.
virtual void onSecurityDefinitionReport(const Messaging::SecurityDefinitionReport msg, Session *sn)
Called when a SecurityDefinitionReport message is received.
virtual void onExecutionReport_Snapshot(const Messaging::ExecutionReport_Snapshot msg, Session *sn)
Called when an ExecutionReport_Snapshot message is received.
virtual void onQuoteReport(const Messaging::QuoteReport msg, Session *sn)
Called when a QuoteReport message is received.
virtual void onSequenceReset(const Messaging::SequenceReset msg, Session *sn)
Called when a SequenceReset message is received.
virtual void onSecurityDefinitionReport_Product(const Messaging::SecurityDefinitionReport_Product msg, Session *sn)
Called when a SecurityDefinitionReport_Product message is received.
virtual void onExecutionReport_New(const Messaging::ExecutionReport_New msg, Session *sn)
Called when an ExecutionReport_New message is received.
virtual void onHeartBeat(const Messaging::HeartBeat msg, Session *sn)
Called when a HeartBeat message is received.
virtual void onExecutionReport_Reject(const Messaging::ExecutionReport_Reject msg, Session *sn)
Called when an ExecutionReport_Reject message is received.
virtual void onNewOrderCrossReport(const Messaging::NewOrderCrossReport msg, Session *sn)
Called when a NewOrderCrossReport message is received.
virtual void onIPReport(const Messaging::IPReport msg, Session *sn)
Called when an IPReport message is received.
virtual void onMessageSending(char *bytes, size_t size, Session *sn)
Called right before an SBE message is sent to the wire.
virtual void onExecutionReport_Modify(const Messaging::ExecutionReport_Modify msg, Session *sn)
Called when an ExecutionReport_Modify message is received.
virtual void onExecutionReport_Trade(const Messaging::ExecutionReport_Trade msg, Session *sn)
Called when an ExecutionReport_Trade message is received.
constexpr std::enable_if<!details::HasMemberTraits< Value >::value, size_t >::type size() noexcept
Error processing client request.
New Order, cancel-replace, or cancel reject.
Heartbeat message. Sent in the absence of application messages.
Response to IPRequest for Binary Gateways.
Logon Report for Gateway ID.
Logout Report for Gateway ID.
Message identifiers and length of message root.
Report for Order Mass Cancel Request.
Response to Quote Request (RFQ).
Resend response for retransmission of messages.
Security Definition Reject.
Security Definition for products.
Security Definition for a strategy.
Security Definition for futures, options, and FLEX creations. Each report will contain a single marke...
Trader Logon Report for Trader ID.
Represents a timestamp of the received data. If the source is None, no timestamp is available.
@ Software
Timestamp provided by the OS kernel / user-level network stack.
@ Hardware
Timestamp provided by the network card.
@ None
No timestamp available.
std::string toString() const
Messaging::Timestamp time_
The timestamp.
static const char * toString(Enum type) noexcept
@ UnsuccessfulLogonReportInReplyOnLogonRequest
The unsuccessful Logon Report message is received in reply to the LogonRequest message.
@ PluggableSessionStorageException
An exception is thrown from the user-provided Session Storage.
@ CannotRestoreSessionState
Session state cannot be restored.
@ CannotEstablishConnection
Connection cannot be established.
@ DecodingError
Received an invalid incoming message.
@ IncomingMessageGapQueueOverflow
The maximum size of the incoming message gap queue is exceeded.
@ KeepAliveIntervalLapsed
When two times the KeepAliveInterval has expired and no keep alive message is received then the sessi...
@ ExchangeInitiatedTerminateMessage
The Exchange sent the initial Terminate message.
@ UnexpectedMessageType
First message received is not the LogonReport message.
@ LinkErrorIsDetected
Telecommunication link error is detected.
@ CannotRestoreConnection
Connection cannot be restored.
@ GeneralError
A general session-related error.
@ ErrorInReplyOnLogonRequest
The Error message is received in reply to the LogonRequest message.
@ MsgSeqNumTooLow
The incoming message has a sequence number less than expected and the PossRetransFlag is not set,...
@ LogoutReportInReplyOnLogonRequest
The LogoutReport message is received in reply to the LogonRequest message.
@ InternalError
Internal error.
@ LinkErrorIsDetectedDuringSessionEstablishment
After sending the initial Negotiate or Establish message the telecommunication link error is detected...
@ ExceptionDuringProcessingOfIncomingMessage
Exception during processing of an incoming message.
static const char * toString(Enum type) noexcept
@ IncorrectResponseTimestamp
A response message with unexpected requestTimestamp field value is received.
@ UnexpectedNextSeqNo
Received an unexpected NextSeqNo value.
@ PluggableSessionStorageException
An exception is thrown from the user-provided Session Storage.
@ CannotRestoreSessionState
Session state cannot be restored.
@ LicenseExpiration
Raised when the license will expire in less than SessionSettings::licenseAlertingDaysBeforeExpiration
@ RestoreSessionStateWarning
Session state cannot be restored.
@ SequenceGapIsDetected
Incoming message sequence gap is detected.
@ CannotSetSocketOption
Error setting socket option.
@ MsgSeqNumOutOfRange
The incoming message has a sequence number is out of the expected range and the HeaderFlags::possRese...
@ ExceptionInEventHandler
Exception was thrown from user's event handler.
@ LinkErrorIsDetected
Telecommunication link error is detected.
@ AsyncFileBasedStorageQueueOverflow
Raised when the AsyncFileBasedStorage queue exceeded SessionSettings::asyncFileBasedStorageQueueMaxSi...
@ GeneralWarning
General session-related warning.
@ UnexpectedSbeSchemaVersion
Unexpected SBE Schema version is received from the exchange.
@ ReceiveTimeoutIsDetected
Raised when the KeepAliveInterval has expired and no keep alive message is received.
@ LinkErrorIsDetectedDuringSessionEstablishment
After sending the initial Negotiate or Establish message the telecommunication link error is detected...
@ CannotBackup
Cannot backup the file.
@ UnsupportedMessageType
Received an unsupported message type.