OnixS C++ SGX Titan ITCH Market Data Handler  1.2.2
API documentation
MessageRepository Class Reference

#include </work/src/MessageRepository.h>

Collaboration diagram for MessageRepository:

Public Member Functions

 MessageRepository (ListenerHolder &listenerHolder, const HandlerSettings &settings, const Logging::LogFacility *parent, HandlerCore::Common::HandlerLogger *logger, OrderBookAllocator *bookAllocator)
 
virtual ~MessageRepository ()
 
void onPacket (DataSource &dataSource, OnixS::HandlerCore::MarketData::FE::PacketContainer &packetContainer, bool runProcessCachedMessages=true)
 
void processMessage (const DataSource &dataSource, const IncomingMessage *message)
 
void onGap (SequenceNumber expectedSeqNum, SequenceNumber receivedSeqNum)
 
void onInactivity ()
 
void reset ()
 
void resetMarketState ()
 
void skipPackets (SequenceNumber seqNum1, SequenceNumber seqNum2)
 
void doNotSkipGaps ()
 
void onSnapshotRecoveryStarted ()
 
void onSnapshotRecoveryRestarted ()
 
template<typename TMsg >
void log (const TMsg &msg)
 
void setOrderBookIdFilter (const std::set< OrderBookId > &orderBookIdFilter)
 
template<typename MessageType >
bool filterByInstrument (const MessageType *message, const std::set< OrderBookId > &filter)
 

Detailed Description

Definition at line 45 of file MessageRepository.h.

Constructor & Destructor Documentation

MessageRepository ( ListenerHolder listenerHolder,
const HandlerSettings settings,
const Logging::LogFacility *  parent,
HandlerCore::Common::HandlerLogger *  logger,
OrderBookAllocator bookAllocator 
)

Definition at line 61 of file MessageRepository.cpp.

~MessageRepository ( )
virtual

Definition at line 82 of file MessageRepository.cpp.

Member Function Documentation

void doNotSkipGaps ( )

Definition at line 504 of file MessageRepository.cpp.

bool filterByInstrument ( const MessageType message,
const std::set< OrderBookId > &  filter 
)

Definition at line 87 of file MessageRepository.cpp.

void log ( const TMsg &  msg)
inline

Log helper.

Definition at line 77 of file MessageRepository.h.

void onGap ( SequenceNumber  expectedSeqNum,
SequenceNumber  receivedSeqNum 
)

Definition at line 462 of file MessageRepository.cpp.

void onInactivity ( )

Definition at line 488 of file MessageRepository.cpp.

void onPacket ( DataSource dataSource,
OnixS::HandlerCore::MarketData::FE::PacketContainer &  packetContainer,
bool  runProcessCachedMessages = true 
)

Definition at line 195 of file MessageRepository.cpp.

void onSnapshotRecoveryRestarted ( )

Definition at line 185 of file MessageRepository.cpp.

void onSnapshotRecoveryStarted ( )

Definition at line 170 of file MessageRepository.cpp.

void processMessage ( const DataSource dataSource,
const IncomingMessage message 
)

Definition at line 271 of file MessageRepository.cpp.

void reset ( )

Definition at line 150 of file MessageRepository.cpp.

void resetMarketState ( )

Definition at line 162 of file MessageRepository.cpp.

void setOrderBookIdFilter ( const std::set< OrderBookId > &  orderBookIdFilter)

Definition at line 103 of file MessageRepository.cpp.

void skipPackets ( SequenceNumber  seqNum1,
SequenceNumber  seqNum2 
)

Definition at line 472 of file MessageRepository.cpp.


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