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OnixS C++ SGX Titan ITCH Market Data Handler
1.2.2
API documentation
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OnixS C++ SGX Titan ITCH Market Data Handler
1.2.2
API documentation
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This is the complete list of members for MessageRepository, including all inherited members.
| doNotSkipGaps() | MessageRepository | |
| filterByInstrument(const MessageType *message, const std::set< OrderBookId > &filter) | MessageRepository | |
| log(const TMsg &msg) | MessageRepository | inline |
| MessageRepository(ListenerHolder &listenerHolder, const HandlerSettings &settings, const Logging::LogFacility *parent, HandlerCore::Common::HandlerLogger *logger, OrderBookAllocator *bookAllocator) | MessageRepository | |
| onGap(SequenceNumber expectedSeqNum, SequenceNumber receivedSeqNum) | MessageRepository | |
| onInactivity() | MessageRepository | |
| onPacket(DataSource &dataSource, OnixS::HandlerCore::MarketData::FE::PacketContainer &packetContainer, bool runProcessCachedMessages=true) | MessageRepository | |
| onSnapshotRecoveryRestarted() | MessageRepository | |
| onSnapshotRecoveryStarted() | MessageRepository | |
| processMessage(const DataSource &dataSource, const IncomingMessage *message) | MessageRepository | |
| reset() | MessageRepository | |
| resetMarketState() | MessageRepository | |
| setOrderBookIdFilter(const std::set< OrderBookId > &orderBookIdFilter) | MessageRepository | |
| skipPackets(SequenceNumber seqNum1, SequenceNumber seqNum2) | MessageRepository | |
| ~MessageRepository() | MessageRepository | virtual |