00001 // 00002 // <copyright> 00003 // $Revision: 1.7 $ 00004 // 00005 // (c) B2BITS 2006. B2BITS is an abbreviation of 00006 // Business to Business Information Technology Services corporation. 00007 // "Licensor" shall mean B2BITS. 00008 // 00009 // This software is for the use of the paying client of B2BITS (which may be 00010 // a corporation, business area, business unit or single use subject to 00011 // licence terms) to whom it was delivered (the "Licensee")and no other party, 00012 // and any use beyond this business area is contrary to the terms of the licence grant. 00013 // 00014 // The Licensee acknowledges and agrees that the Software and Documentation 00015 // (the "Confidential Information") is confidential and proprietary to 00016 // the Licensor and the Licensee hereby agrees to use the Confidential 00017 // Information only as permitted by the full licence agreement betweeen 00018 // the two parties, to maintain the confidentiality of the Confidential 00019 // Information and not to disclose the confidential information, or any part 00020 // thereof, to any other person, firm or corporation. The Licensee 00021 // acknowledges that disclosure of the Confidential Information may give rise 00022 // to an irreparable injury to the Licensor in-adequately compensable in 00023 // damages. Accordingly the Licensor may seek (without the posting of any 00024 // bond or other security) injunctive relief against the breach of the forgoing 00025 // undertaking of confidentiality and non-disclosure, in addition to any other 00026 // legal remedies which may be available, and the licensee consents to the 00027 // obtaining of such injunctive relief. All of the undertakings and 00028 // obligations relating to confidentiality and non-disclosure, whether 00029 // contained in this section or elsewhere in this agreement, shall survive 00030 // the termination or expiration of this agreement for a period of five (5) 00031 // years. 00032 // 00033 // The Licensor agrees that any information or data received from the Licensee 00034 // in connection with the performance of the support agreement relating to this 00035 // software shall be confidential, will be used only in connection with the 00036 // performance of the Licensor's obligations hereunder, and will not be 00037 // disclosed to third parties, including contractors, without the Licensor's 00038 // express permission in writing. 00039 // 00040 // Information regarding the software may be provided to the Licensee's outside 00041 // auditors and attorneys only to the extent required by their respective 00042 // functions. 00043 // </copyright> 00044 // 00045 00046 #ifndef __MD_CHANNEL_H__ 00047 #define __MD_CHANNEL_H__ 00048 00049 #include "B2BITS_FIXMessage.h" 00050 #include "B2BITS_MDSessionExtraParameters.h" 00051 00052 namespace Globex 00053 { 00054 00055 struct MDSessionExtraParameters; 00056 00060 class MDChannel 00061 { 00062 public: 00063 virtual ~MDChannel(){}; 00064 00068 virtual bool connect(const MDSessionExtraParameters& config, bool securityDefSubscriptionFlag, bool marketDataSubscriptionFlag) = 0; 00069 00073 virtual void disconnect() = 0; 00074 00078 virtual void put(const std::string& feed, const Engine::FIXMessage& msg) = 0; 00079 00083 virtual const MDSessionExtraParameters& getExtraParameters() const = 0; 00084 00089 virtual void setSecurityDefSubscription(bool bSubscribe) = 0; 00090 00095 virtual void setMarketDataSubscription(bool bSubscribe) = 0; 00096 00097 }; 00098 } 00099 00100 #endif
1.5.6