IDEM SOLA HSVF Market Data Handler. More...
Public Member Functions | |
Handler (const HandlerSettings &settings) | |
Performs instance initialization. More... | |
virtual | ~Handler () |
Finalizes the Handler. | |
void | connect (const char *host, UInt16 port, const ConnectionParameters &connectionParameters, const char *localNetworkInterface="") |
Establishes the connection. More... | |
void | disconnect () |
Force disconnect. | |
void | disconnectAsync () |
Async force session disconnect. | |
void | replay (const ReplayOptions &options) |
Replay logs. More... | |
void | registerErrorListener (ErrorListener *listener) |
Assigns listener for errors occurred while executing handler. More... | |
void | registerWarningListener (WarningListener *listener) |
Assigns listener for warnings occurred while executing handler. More... | |
void | registerHandlerStateListener (HandlerStateListener *listener) |
Assigns listener for state change events occurred while executing handler. More... | |
void | registerSessionListener (SessionListener *listener) |
Assigns listener for session events occurred while executing handler. More... | |
void | registerOrderBookChangeListener (OrderBookChangeListener *listener) |
Assigns listener for order book change events occurred while executing handler. More... | |
void | registerOrderBookUpdateListener (OrderBookUpdateListener *listener) |
Assigns listener for order book update events occurred while executing handler. More... | |
void | registerImpliedPriceLevelListener (ImpliedPriceLevelListener *listener) |
Assigns listener for calculated implied best limit change events occurred while executing handler. More... | |
void | registerMessageListener (MessageListener *listener) |
Assigns listener for message events occurred while executing handler. More... | |
void | registerReplayListener (ReplayListener *listener) |
Assigns listener for log replay events. More... | |
HandlerState::Enum | state () const |
Returns handler state. | |
void | log (LogLevel::Enum logLevel, const char *logMessage, size_t length) |
Logs the given user-level message to the handler log. | |
void | log (LogLevel::Enum logLevel, const char *logMessage) |
Logs the given user-level message to the handler log. | |
void | log (LogLevel::Enum logLevel, const std::string &str) |
Logs the given user-level message to the handler log. | |
const std::string & | licenseExpirationDate () const |
Returns the license expiration date. | |
Static Public Member Functions | |
static const std::string & | version () |
Returns Handler's version. | |
IDEM SOLA HSVF Market Data Handler.
Handler | ( | const HandlerSettings & | settings | ) |
Performs instance initialization.
settings | defines values for various options which affect handler behavior like enabling logging during execution of the handler. |
void connect | ( | const char * | host, |
UInt16 | port, | ||
const ConnectionParameters & | connectionParameters, | ||
const char * | localNetworkInterface = "" |
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) |
Establishes the connection.
host | Host to connect to. |
port | Port number to connect to. |
connectionParameters | Parameters to fill Connection message (RS) that participant should send to the Exchange. |
localNetworkInterface | Local network interface. |
std::exception | Cannot set the local network interface. |
std::exception | Cannot connect to hostName on port. |
std::exception | Cannot configure size of receive buffer for the socket. |
std::exception | Cannot configure size of send buffer for the socket. |
OperationException | Invalid argument is given. |
void registerErrorListener | ( | ErrorListener * | listener | ) |
Assigns listener for errors occurred while executing handler.
It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.
OperationException | if handler not disconnected |
void registerHandlerStateListener | ( | HandlerStateListener * | listener | ) |
Assigns listener for state change events occurred while executing handler.
It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.
OperationException | if handler not disconnected. |
void registerImpliedPriceLevelListener | ( | ImpliedPriceLevelListener * | listener | ) |
Assigns listener for calculated implied best limit change events occurred while executing handler.
It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.
OperationException | if handler not disconnected. |
void registerMessageListener | ( | MessageListener * | listener | ) |
Assigns listener for message events occurred while executing handler.
It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.
OperationException | if handler not disconnected. |
void registerOrderBookChangeListener | ( | OrderBookChangeListener * | listener | ) |
Assigns listener for order book change events occurred while executing handler.
It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.
OperationException | if handler not disconnected. |
void registerOrderBookUpdateListener | ( | OrderBookUpdateListener * | listener | ) |
Assigns listener for order book update events occurred while executing handler.
It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.
OperationException | if handler not disconnected. |
void registerReplayListener | ( | ReplayListener * | listener | ) |
Assigns listener for log replay events.
It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.
OperationException | if handler not disconnected. |
void registerSessionListener | ( | SessionListener * | listener | ) |
Assigns listener for session events occurred while executing handler.
It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.
OperationException | if handler not disconnected. |
void registerWarningListener | ( | WarningListener * | listener | ) |
Assigns listener for warnings occurred while executing handler.
It's permissible to change the listener multiple times during handler's life-time, but only when handler is in disconnected state.
OperationException | if handler not disconnected |
void replay | ( | const ReplayOptions & | options | ) |
Replay logs.