OnixS BME SENAF Handler C++ library 2.3.0
API documentation
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MarketPublicationListener Class Referenceabstract

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 51 of file MarketPublicationListener.h.

Constructor & Destructor Documentation

◆ ~MarketPublicationListener()

virtual ~MarketPublicationListener ( )
inlineprotectedvirtual

Definition at line 193 of file MarketPublicationListener.h.

Member Function Documentation

◆ onBidAskExistingLevelInvolved()

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.

◆ onBidAskExistingLevelNotInvolved()

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.

◆ onBidAskNewLevelInvolved()

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.

◆ onBidAskNewLevelNotInvolved()

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.

◆ onBuySellInvolved()

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.

◆ onBuySellNotInvolved()

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.

◆ onCombinedBidAskInvolved()

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.

◆ onCombinedBidAskNotInvolved()

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.

◆ onMarketImageRecovery()

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.

◆ onMarketSessionEnd()

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.

◆ onMarketSessionStartUp()

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.

◆ onOperationConfirmationInvolved()

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.

◆ onOperationConfirmationNotInvolved()

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.

◆ onPositionCancellation()

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.

◆ onPositionModificationInvolved()

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.

◆ onPositionModificationNotInvolved()

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.

◆ onSwitchingBidAskInvolved()

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.

◆ onSwitchingBidAskNotInvolved()

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.

◆ onTradingSessionEnd()

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.

◆ onTradingSessionStartUp()

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.