FirmOrderBookListener Class Reference

Defines an interface through which the Handler notifies subscribers about all order-related activities for a firm, for example, when a user enters or changes an order or an order being matched by another order. More...

Public Member Functions
virtual void	onFirmOrderBookBeginProcessing ()
	Implement this member to get notified about begin of BO5 broadcast processing.
virtual void	onSegmentInstanceNumber (const SegmentInstanceNumber &)
	Implement this member to get notifications about segment_instance_number_t item received. More...
virtual void	onHvOrderTrans (const HvOrderTrans &)
	Implement this member to get notifications about hv_order_trans_t item received.
virtual void	onHvAlterTrans (const HvAlterTrans &)
	Implement this member to get notifications about hv_alter_trans_t item received.
virtual void	onOrderChangeCombined (const OrderChangeCombined &)
	Implement this member to get notifications about order_change_combined_t item received.
virtual void	onOrderChangeSeparate (const OrderChangeSeparate &)
	Implement this member to get notifications about order_change_separate_t item received.
virtual void	onOrderPriceChange (const OrderPriceChange &)
	Implement this member to get notifications about order_price_change_t item received.
virtual void	onOrderReturnInfo (const OrderReturnInfo &)
	Implement this member to get notifications about order_return_info_t item received.
virtual void	onOrderInfo (const OrderInfo &)
	Implement this member to get notifications about order_info_t item received.
virtual void	onOrderTradeInfo (const OrderTradeInfo &)
	Implement this member to get notifications about order_trade_info_t item received.
virtual void	onOrderChgSepTransAck (const OrderChgSepTransAck &)
	Implement this member to get notifications about order_chg_sep_trans_ack_t item received.
virtual void	onTxQuantityInfo (const TxQuantityInfo &)
	Implement this member to get notifications about tx_quantity_info_t item received.
virtual void	onStopOrderTrans (const StopOrderTrans &)
	Implement this member to get notifications about stop_order_trans_t item received.
virtual void	onLongStopOrderTrans (const StopOrderTrans &)
	Implement this member to get notifications about long_stop_order_trans_t item received.
virtual void	onFirmOrderBookEndProcessing ()
	Implement this member to get notified about end of BO5 broadcast processing.

Detailed Description

Defines an interface through which the Handler notifies subscribers about all order-related activities for a firm, for example, when a user enters or changes an order or an order being matched by another order.

Thereby it is possible for each user to keep an internal order book for the firm.

Note

Underlying data source for events is BO5 broadcast.

Member Function Documentation

virtual void onSegmentInstanceNumber ( const SegmentInstanceNumber &  )

inlinevirtual

Implement this member to get notifications about segment_instance_number_t item received.

Note

BO5 broadcasts may be duplicated. Handler already use the sequence number to discard duplicates when receiving BO5 broadcasts.