OnixS BME SENAF Handler C++ library  2.2.0
API documentation
MarketPublicationListener Class Referenceabstract

#include <OnixS/Senaf/MarketData/MarketPublicationListener.h>

Public Member Functions

virtual void onMarketImageRecovery (const MarketImageRecovery &msg, const MessageInfo &msgInfo)=0
 
virtual void onMarketSessionStartUp (const MarketSessionStartUp &msg, const MessageInfo &msgInfo)=0
 
virtual void onMarketSessionEnd (const MarketSessionEnd &msg, const MessageInfo &msgInfo)=0
 
virtual void onBuySellInvolved (const BuySellInvolved &msg, const MessageInfo &msgInfo)=0
 
virtual void onBuySellNotInvolved (const BuySellNotInvolved &msg, const MessageInfo &msgInfo)=0
 
virtual void onBidAskNewLevelInvolved (const BidAskNewLevelInvolved &msg, const MessageInfo &msgInfo)=0
 
virtual void onBidAskNewLevelNotInvolved (const BidAskNewLevelNotInvolved &msg, const MessageInfo &msgInfo)=0
 
virtual void onBidAskExistingLevelInvolved (const BidAskExistingLevelInvolved &msg, const MessageInfo &msgInfo)=0
 
virtual void onBidAskExistingLevelNotInvolved (const BidAskExistingLevelNotInvolved &msg, const MessageInfo &msgInfo)=0
 
virtual void onPositionModificationInvolved (const PositionModificationInvolved &msg, const MessageInfo &msgInfo)=0
 
virtual void onPositionModificationNotInvolved (const PositionModificationNotInvolved &msg, const MessageInfo &msgInfo)=0
 
virtual void onPositionCancellation (const PositionCancellation &msg, const MessageInfo &msgInfo)=0
 
virtual void onCombinedBidAskInvolved (const CombinedBidAskInvolved &msg, const MessageInfo &msgInfo)=0
 
virtual void onCombinedBidAskNotInvolved (const CombinedBidAskNotInvolved &msg, const MessageInfo &msgInfo)=0
 
virtual void onSwitchingBidAskInvolved (const SwitchingBidAskInvolved &msg, const MessageInfo &msgInfo)=0
 
virtual void onSwitchingBidAskNotInvolved (const SwitchingBidAskNotInvolved &msg, const MessageInfo &msgInfo)=0
 
virtual void onOperationConfirmationInvolved (const OperationConfirmationInvolved &msg, const MessageInfo &msgInfo)=0
 
virtual void onOperationConfirmationNotInvolved (const OperationConfirmationNotInvolved &msg, const MessageInfo &msgInfo)=0
 
virtual void onTradingSessionStartUp (const TradingSessionStartUp &msg, const MessageInfo &msgInfo)=0
 
virtual void onTradingSessionEnd (const TradingSessionEnd &msg, const MessageInfo &msgInfo)=0
 

Protected Member Functions

virtual ~MarketPublicationListener ()
 

Detailed Description

Definition at line 49 of file MarketPublicationListener.h.

Constructor & Destructor Documentation

virtual ~MarketPublicationListener ( )
inlineprotectedvirtual

Definition at line 173 of file MarketPublicationListener.h.

Member Function Documentation

virtual void onBidAskExistingLevelInvolved ( const BidAskExistingLevelInvolved msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Bid / Ask Existing Level (006) Involved Message received.

Parameters
msgBid / Ask Existing Level (006) Involved Message.
msgInfoinformation about this particular message.
virtual void onBidAskExistingLevelNotInvolved ( const BidAskExistingLevelNotInvolved msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Bid / Ask Existing Level (009) Not Involved Message received.

Parameters
msgBid / Ask Existing Level (009) Not Involved Message.
msgInfoinformation about this particular message.
virtual void onBidAskNewLevelInvolved ( const BidAskNewLevelInvolved msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Bid / Ask Opening a New Level (006) Involved Message received.

Parameters
msgBid / Ask Opening a New Level (006) Involved Message.
msgInfoinformation about this particular message.
virtual void onBidAskNewLevelNotInvolved ( const BidAskNewLevelNotInvolved msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Bid / Ask Opening a New Level (007) Not Involved Message received.

Parameters
msgBid / Ask Opening a New Level (007) Not Involved Message.
msgInfoinformation about this particular message.
virtual void onBuySellInvolved ( const BuySellInvolved msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Buy / Sell (002) Involved Message received.

Parameters
msgBuy / Sell (002) Involved Message.
msgInfoinformation about this particular message.
virtual void onBuySellNotInvolved ( const BuySellNotInvolved msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Buy / Sell (003) Not Involved Message received.

Parameters
msgBuy / Sell (003) Not Involved Message.
msgInfoinformation about this particular message.
virtual void onCombinedBidAskInvolved ( const CombinedBidAskInvolved msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Combined Bid / Ask (015) Involved Message received.

Parameters
msgCombined Bid / Ask (015) Involved Message.
msgInfoinformation about this particular message.
virtual void onCombinedBidAskNotInvolved ( const CombinedBidAskNotInvolved msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Combined Bid / Ask (016) Not Involved Message received.

Parameters
msgCombined Bid / Ask (016) Not Involved Message.
msgInfoinformation about this particular message.
virtual void onMarketImageRecovery ( const MarketImageRecovery msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Market Image Recovery (012) Message received.

Parameters
msgMarket Image Recovery (012) Message.
msgInfoinformation about this particular message.
virtual void onMarketSessionEnd ( const MarketSessionEnd msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Market Session End (020) Message received.

Parameters
msgMarket Session End (020) Message.
msgInfoinformation about this particular message.
virtual void onMarketSessionStartUp ( const MarketSessionStartUp msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Market Session Start-Up (022) Message received.

Parameters
msgMarket Session Start-Up (022) Message.
msgInfoinformation about this particular message.
virtual void onOperationConfirmationInvolved ( const OperationConfirmationInvolved msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Operation Confirmation (004) Involved Message received.

Parameters
msgOperation Confirmation (004) Involved Message.
msgInfoinformation about this particular message.
virtual void onOperationConfirmationNotInvolved ( const OperationConfirmationNotInvolved msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Operation Confirmation (005) Not involved Message received.

Parameters
msgOperation Confirmation (005) Not involved Message.
msgInfoinformation about this particular message.
virtual void onPositionCancellation ( const PositionCancellation msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Position Cancellation (001) Message received.

Parameters
msgPosition Cancellation (001) Message.
msgInfoinformation about this particular message.
virtual void onPositionModificationInvolved ( const PositionModificationInvolved msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Position Modification (010) Involved Message received.

Parameters
msgPosition Modification (010) Involved Message.
msgInfoinformation about this particular message.
virtual void onPositionModificationNotInvolved ( const PositionModificationNotInvolved msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Position Modification (011) Not Involved Message received.

Parameters
msgPosition Modification (011) Not Involved Message.
msgInfoinformation about this particular message.
virtual void onSwitchingBidAskInvolved ( const SwitchingBidAskInvolved msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Switching Bid / Ask (023) Involved Message received.

Parameters
msgSwitching Bid / Ask (023) Involved Message.
msgInfoinformation about this particular message.
virtual void onSwitchingBidAskNotInvolved ( const SwitchingBidAskNotInvolved msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Switching Bid / Ask (024) Not Involved Message received.

Parameters
msgSwitching Bid / Ask (024) Not Involved Message.
msgInfoinformation about this particular message.
virtual void onTradingSessionEnd ( const TradingSessionEnd msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Trading Session End (014) Message received.

Parameters
msgTrading Session End (014) Message.
msgInfoinformation about this particular message.
virtual void onTradingSessionStartUp ( const TradingSessionStartUp msg,
const MessageInfo msgInfo 
)
pure virtual

Is called once Trading Session Start-Up (013) Message received.

Parameters
msgTrading Session Start-Up (013) Message.
msgInfoinformation about this particular message.

The documentation for this class was generated from the following file: