MessageListener Class Reference

Message Listener. More...

Public Member Functions
virtual void	onDetailedOrderBookDelta (const DetailedOrderBookDelta &msg, const DataSource &dataSource)=0
	Is called when DetailedOrderBookDelta message is received.
virtual void	onDetailedOrderBookSnapshot (const DetailedOrderBookSnapshot &msg, const DataSource &dataSource)=0
	Is called when DetailedOrderBookSnapshot message is received.
virtual void	onAggregatedOrderBookDelta (const AggregatedOrderBookDelta &msg, const DataSource &dataSource)=0
	Is called when AggregatedOrderBookDelta message is received.
virtual void	onAggregatedOrderBookSnapshot (const AggregatedOrderBookSnapshot &msg, const DataSource &dataSource)=0
	Is called when AggregatedOrderBookSnapshot message is received.
virtual void	onSecurityStatus (const SecurityStatus &msg, const DataSource &dataSource)=0
	Is called when SecurityStatus message is received.
virtual void	onTradingSessionStatus (const TradingSessionStatus &msg, const DataSource &dataSource)=0
	Is called when TradingSessionStatus message is received.
virtual void	onOnBookTrade (const OnBookTrade &msg, const DataSource &dataSource)=0
	Is called when OnBookTrade message is received.
virtual void	onOnBookTradeMMT (const OnBookTradeMMT &msg, const DataSource &dataSource)=0
	Is called when OnBookTradeMMT message is received.
virtual void	onOffBookTrade (const OffBookTrade &msg, const DataSource &dataSource)=0
	Is called when OffBookTrade message is received.
virtual void	onOffBookTradeMMT (const OffBookTradeMMT &msg, const DataSource &dataSource)=0
	Is called when OffBookTradeMMT message is received.
virtual void	onNews (const News &msg, const DataSource &dataSource)=0
	Is called when News message is received.
virtual void	onValueAdded (const ValueAdded &msg, const DataSource &dataSource)=0
	Is called when ValueAdded message is received.
virtual void	onGap (UInt8 channelId)=0
	Is called when gap happened.
virtual void	onSnapshotCycleStarted (UInt8 channelId)=0
	Is called when snapshot cycle started.
virtual void	onSnapshotCycleFinished (UInt8 channelId)=0
	Is called when snapshot cycle finished.

Detailed Description

Message Listener.