EPAM B2BITS CME MDP Handler C++
5.4.2
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#include <B2BITS_CmeMdpChannel.h>
Public Member Functions | |
virtual MarketDataService * | getService () const =0 |
virtual ChannelID | getId () const =0 |
virtual const ChannelOptions & | getOptions () const =0 |
virtual Resolver * | getResolver ()=0 |
virtual Resolver * | getResolver (const std::string &id)=0 |
virtual void | getResolvers (ResolverVector *resolverVector)=0 |
virtual Resolver * | findResolver (const std::string &id)=0 |
virtual Resolver * | addResolver (const std::string &id)=0 |
virtual void | removeResolver (const std::string &id)=0 |
virtual void | removeResolvers ()=0 |
Removes all resolvers from the channel. More... | |
virtual Instrument * | getInstrument (const std::string &symbol)=0 |
virtual Instrument * | getInstrument (InstrumentID id)=0 |
virtual void | getInstruments (InstrumentVector &instrumentVector)=0 |
virtual Instrument * | findInstrument (const std::string &symbol)=0 |
virtual Instrument * | findInstrument (InstrumentID id)=0 |
virtual Instrument * | addInstrument (const std::string &symbol, InstrumentID id, const InstrumentOptions &options)=0 |
virtual Instrument * | addInstrument (const std::string &symbol, InstrumentID id, const InstrumentOptions &options, InstrumentBuildOptions instrumentBuildOptions)=0 |
virtual Instrument * | addInstrument (const InstrumentDefinition *instrumentDefinition)=0 |
virtual Instrument * | addInstrument (const InstrumentDefinition *instrumentDefinition, InstrumentBuildOptions instrumentBuildOptions)=0 |
virtual Instrument * | addInstrument (const MessageHeader &message)=0 |
virtual Instrument * | addInstrument (const MessageHeader &message, InstrumentBuildOptions instrumentBuildOptions)=0 |
virtual void | removeInstrument (const std::string &symbol)=0 |
virtual void | removeInstrument (InstrumentID id)=0 |
virtual void | removeInstruments ()=0 |
Removes all instruments from the channel. More... | |
virtual bool | connectedInstrumentDefinitionData () const =0 |
virtual void | connectInstrumentDefinitionData (ChannelDataListener *listener)=0 |
virtual void | disconnectInstrumentDefinitionData ()=0 |
Disconnects from the instrument definition data feeds of the channel. More... | |
virtual bool | connectedSnapshotData () const =0 |
virtual void | connectSnapshotData (ChannelDataListener *listener)=0 |
virtual void | disconnectSnapshotData ()=0 |
Disconnects from the snapshot data feeds of the channel. More... | |
virtual bool | connectedIncrementalData () const =0 |
virtual void | connectIncrementalData (ChannelDataListener *listener)=0 |
virtual void | disconnectIncrementalData ()=0 |
Disconnects from the incremental data feeds of the channel. More... | |
virtual void | getStatistics (ChannelStatistics &statistics)=0 |
virtual void | setTag (Tag tag)=0 |
virtual Tag | getTag () const =0 |
virtual void | attachListener (ChannelListener *listener)=0 |
Protected Member Functions | |
virtual | ~Channel () |
Channel. Channel object provides access to market data of a particular CME channel. Channel object maintains a collection of resolvers and a collection of instruments.
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inlineprotectedvirtual |
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pure virtual |
Adds a new instrument to the channel. All instrument build options are enabled.
symbol | Unique name of the instrument to add. |
id | Unique id of the instrument to add. |
options | Instrument options. |
Generates | exception if the instrument already exists. |
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pure virtual |
Adds a new instrument to the channel.
symbol | Unique name of the instrument to add. |
id | Unique id of the instrument to add. |
options | Instrument options. |
instrumentBuildOptions | Instrument build options. |
Generates | exception if the instrument already exists. |
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pure virtual |
Adds a new instrument to the channel based on an instrument definition object. All instrument build options are enabled.
instrumentDefinition | Instrument definition to derive instrument options from. |
Generates | exception if the instrument already exists. |
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pure virtual |
Adds a new instrument to the channel based on an instrument definition object.
instrumentDefinition | Instrument definition to derive instrument options from. |
instrumentBuildOptions | Instrument build options. |
Generates | exception if the instrument already exists. |
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pure virtual |
Adds a new instrument to the channel based on an instrument definition message. All instrument build options are enabled.
message | Instrument definition (d) message to derive instrument options from. |
Generates | exception if the instrument already exists. |
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pure virtual |
Adds a new instrument to the channel based on an instrument definition message.
message | Instrument definition (d) message to derive instrument options from. |
instrumentBuildOptions | Instrument build options. |
Generates | exception if the instrument already exists. |
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pure virtual |
Adds a new resolver to the channel.
id | Unique id of the resolver to add. |
Generates | exception if the resolver already exists. |
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pure virtual |
Attaches event listener. Listener can be assigned only once and cannot be reset.
listener | Listener |
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pure virtual |
Indicates if the channel incremental data is connected.
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pure virtual |
Indicates if the channel instrument definition data is connected.
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pure virtual |
Indicates if the channel snapshot data is connected.
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pure virtual |
Connects to the incremental data feeds of the channel.
listener | Reference to callback interface to listen to channel data events. The listener must stay alive until the disconnectIncrementalData method is called. |
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pure virtual |
Connects to the instrument definition data feeds of the channel.
listener | Reference to callback interface to listen to channel data events. The listener must stay alive until the disconnectInstrumentDefinitionData method is called. |
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pure virtual |
Connects to the snapshot data feeds of the channel.
listener | Reference to callback interface to listen to channel data events. The listener must stay alive until the disconnectSnapshotData method is called. |
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pure virtual |
Disconnects from the incremental data feeds of the channel.
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pure virtual |
Disconnects from the instrument definition data feeds of the channel.
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pure virtual |
Disconnects from the snapshot data feeds of the channel.
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Finds instrument by symbol.
symbol | Symbol of the instrument to return. |
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Finds instrument by id.
id | Id of the instrument to return, |
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Finds resolver by id.
id | Id of the resolver to return. |
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Returns channel id.
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Returns instrument by symbol.
symbol | Symbol of the instrument to return. |
Generates | exception if the instrument doesn't exist. |
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Returns instrument by id.
id | Id of the instrument to return, |
Generates | exception if the instrument doesn't exist. |
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Returns all instruments of the channel.
instrumentVector | Vector of instrument references to fill. |
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Returns channel options.
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Returns default resolver.
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Returns resolver by id.
id | Id of the resolver to return. |
Generates | exception if the resolver doesn't exist. |
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Returns all resolvers of the channel.
resolverVector | Vector of resolver references to fill. |
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Returns owning market data service.
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Returns channel statistics.
statistics | Reference to ChannelStatistics structure to fill. |
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Returns channel user tag.
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Removes instrument from the channel.
symbol | of the instrument to remove. |
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Removes instrument from the channel.
id | of the instrument to remove. |
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Removes all instruments from the channel.
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Removes resolver from the channel.
id | id of the resolver to remove. |
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pure virtual |
Removes all resolvers from the channel.
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Assigns user tag to the channel.
tag | Tag value. |