EPAM B2BITS CME MDP Handler C++  5.4.2
Classes | Public Member Functions | Protected Member Functions | List of all members
Cme::Mdp::Instrument Class Referenceabstract

#include <B2BITS_CmeMdpInstrument.h>

Classes

struct  LockGuard
 Helper class, provides thread-safe access to Instrument data. More...
 

Public Member Functions

virtual ChannelgetChannel () const =0
 
virtual std::string getSymbol () const =0
 
virtual InstrumentID getId () const =0
 
virtual const InstrumentOptionsgetOptions () const =0
 
virtual unsigned int getTradingStatus () const =0
 
virtual const ThresholdLimitsgetThresholdLimits () const =0
 
virtual const TradegetLastTrade () const =0
 
virtual u64 getElectronicVolume () const =0
 Returns instrument comulative traded volume. More...
 
virtual const OrderBookgetDirectOrderBook () const =0
 
virtual const OrderBookgetImpliedOrderBook () const =0
 
virtual const ConsolidatedOrderBookTopgetConsolidatedOrderBookTop () const =0
 
virtual const TradeStatisticsgetTradeStatistics () const =0
 
virtual const TradegetNaturalRecoveryLastTrade () const =0
 
virtual u64 getNaturalRecoveryElectronicVolume () const =0
 Returns instrument natural recovery comulative traded volume. More...
 
virtual const OrderBookgetNaturalRecoveryDirectOrderBook () const =0
 
virtual const OrderBookgetNaturalRecoveryImpliedOrderBook () const =0
 
virtual const ConsolidatedOrderBookTopgetNaturalRecoveryConsolidatedOrderBookTop () const =0
 
virtual bool isNaturalRecoveryState () const noexcept=0
 Checks that instrument is in natural recovery state. More...
 
virtual bool subscribed () const =0
 
virtual void subscribe (InstrumentListener *listener, bool skipRecovery=false)=0
 
virtual void subscribe (InstrumentListener *listener, InstrumentSubscriptionMask subscriptionMask, bool skipRecovery=false)=0
 
virtual void unsubscribe ()=0
 Unsubscribes from instrument events. More...
 
virtual void setTag (Tag tag)=0
 
virtual Tag getTag () const =0
 

Protected Member Functions

virtual ~Instrument ()
 

Detailed Description

Instrument. Instrument object is used to receive market data of a particular instrument.

Constructor & Destructor Documentation

virtual Cme::Mdp::Instrument::~Instrument ( )
inlineprotectedvirtual

Member Function Documentation

virtual Channel* Cme::Mdp::Instrument::getChannel ( ) const
pure virtual

Returns owning channel.

Returns
Reference to the channel instance.
virtual const ConsolidatedOrderBookTop* Cme::Mdp::Instrument::getConsolidatedOrderBookTop ( ) const
pure virtual

Returns instrument consolidated order book top.

Returns
Reference to the instrument consolidated order book top object.
Note
See event ieConsolidatedBookTopUpdate.
virtual const OrderBook* Cme::Mdp::Instrument::getDirectOrderBook ( ) const
pure virtual

Returns instrument direct order book.

Returns
Reference to the instrument direct order book object.
virtual u64 Cme::Mdp::Instrument::getElectronicVolume ( ) const
pure virtual

Returns instrument comulative traded volume.

virtual InstrumentID Cme::Mdp::Instrument::getId ( ) const
pure virtual

Returns instrument id.

Returns
Id of the instrument.
virtual const OrderBook* Cme::Mdp::Instrument::getImpliedOrderBook ( ) const
pure virtual

Returns instrument implied order book.

Returns
Reference to the instrument implied order book object.
virtual const Trade* Cme::Mdp::Instrument::getLastTrade ( ) const
pure virtual

Returns instrument last trade.

Returns
Reference to the instrument last trade object.
Note
See event ieTradeUpdate.
virtual const ConsolidatedOrderBookTop* Cme::Mdp::Instrument::getNaturalRecoveryConsolidatedOrderBookTop ( ) const
pure virtual

Returns instrument natural recovery consolidated order book top.

Returns
Reference to the instrument natural recovery consolidated order book top object.
Note
See event ieConsolidatedBookTopUpdate.
virtual const OrderBook* Cme::Mdp::Instrument::getNaturalRecoveryDirectOrderBook ( ) const
pure virtual

Returns instrument natural recovery direct order book.

Returns
Reference to the instrument natural recovery direct order book object.
virtual u64 Cme::Mdp::Instrument::getNaturalRecoveryElectronicVolume ( ) const
pure virtual

Returns instrument natural recovery comulative traded volume.

virtual const OrderBook* Cme::Mdp::Instrument::getNaturalRecoveryImpliedOrderBook ( ) const
pure virtual

Returns instrument natural recovery implied order book.

Returns
Reference to the instrument natural recovery implied order book object.
virtual const Trade* Cme::Mdp::Instrument::getNaturalRecoveryLastTrade ( ) const
pure virtual

Returns instrument natural recovery last trade.

Returns
Reference to the instrument last trade object.
Note
See event ieTradeUpdate.
virtual const InstrumentOptions& Cme::Mdp::Instrument::getOptions ( ) const
pure virtual

Returns instrument options.

Returns
Options of the instrument.
virtual std::string Cme::Mdp::Instrument::getSymbol ( ) const
pure virtual

Returns instrument symbol.

Returns
Symbol of the instrument.
virtual Tag Cme::Mdp::Instrument::getTag ( ) const
pure virtual

Returns instrument user tag.

Returns
Tag value.
virtual const ThresholdLimits* Cme::Mdp::Instrument::getThresholdLimits ( ) const
pure virtual

Returns instrument theshold limits.

Returns
Reference to the instrument theshold limits object.
Note
See event ieThresholdLimitsUpdate.
virtual const TradeStatistics* Cme::Mdp::Instrument::getTradeStatistics ( ) const
pure virtual

Returns instrument trade statistics.

Returns
Reference to the instrument trade statistics object.
virtual unsigned int Cme::Mdp::Instrument::getTradingStatus ( ) const
pure virtual

Returns instrument trading status.

Returns
MDSecurityTradingStatus value.
Note
See event ieStatusUpdate.
virtual bool Cme::Mdp::Instrument::isNaturalRecoveryState ( ) const
pure virtualnoexcept

Checks that instrument is in natural recovery state.

virtual void Cme::Mdp::Instrument::setTag ( Tag  tag)
pure virtual

Assigns user tag to the instrument.

Parameters
tagTag value.
virtual void Cme::Mdp::Instrument::subscribe ( InstrumentListener listener,
bool  skipRecovery = false 
)
pure virtual

Subscribes to all instrument events.

Parameters
listenerReference to callback interface to listen to instrument events.
skipRecoverySet to true if Recovery should not be started (for example if 35=d just received from the Instrument feed) The listener must stay alive until the unsubcribe method is called.
virtual void Cme::Mdp::Instrument::subscribe ( InstrumentListener listener,
InstrumentSubscriptionMask  subscriptionMask,
bool  skipRecovery = false 
)
pure virtual

Subscribes to instrument events.

Parameters
listenerReference to callback interface to listen to instrument events. The listener must stay alive until the unsubcribe method is called.
subscriptionMaskMask of instrument events to listen to.
skipRecoverySet to true if Recovery should not be started (for example if 35=d just received from the Instrument feed)
virtual bool Cme::Mdp::Instrument::subscribed ( ) const
pure virtual

Indicates if the instrument is subscribed.

Returns
True if the instrument is subscribed.
virtual void Cme::Mdp::Instrument::unsubscribe ( )
pure virtual

Unsubscribes from instrument events.