Cme::Mdp::InstrumentListener Class Reference

#include <B2BITS_CmeMdpInstrument.h>

Protected Member Functions
virtual	~InstrumentListener ()

Event notifications
Parameters instrument Instrument. event Event. NR true if natural recovering is in progress. Returns Control code. iccContinue to continue processing. iccStartRecovery to start recovery of join type. iccStopRecovery to stop recovery.
virtual InstrumentControlCode	onEvent (Instrument *instrument, const InstrumentEvent &event, bool NR)=0

Snapshot updates
Called on instrument message W Market by order messages Parameters instrument Instrument. message snapshot refresh message. Returns Control code. iccContinue to continue processing.
virtual InstrumentControlCode	onMessage (Instrument *instrument, const MBPSnapshotMsg &message)
virtual InstrumentControlCode	onMessage (Instrument *instrument, const MBOSnapshotMsg &message)
virtual InstrumentControlCode	onSnapshotMessage (Instrument *instrument, const FIXMessage &message)

Realtime updates
Called on instrument messages (X, f, R) Parameters instrument Instrument. message realtime message. NR true if natural recovering is in progress. Returns Control code. iccContinue to continue processing. iccStopRecovery to stop recovery.
virtual InstrumentControlCode	onMessage (Instrument *instrument, const QuoteRequestMsg &message, bool NR)
virtual InstrumentControlCode	onMessage (Instrument *instrument, const SecurityStatusMsg &message, bool NR)
virtual InstrumentControlCode	onMessage (Instrument *instrument, const IncVolumeMsg &message, bool NR)
virtual InstrumentControlCode	onMessage (Instrument *instrument, const MBPIncBookMsg &message, bool NR)
virtual InstrumentControlCode	onMessage (Instrument *instrument, const IncDailyStatisticsMsg &message, bool NR)
virtual InstrumentControlCode	onMessage (Instrument *instrument, const IncLimitsBandingMsg &message, bool NR)
virtual InstrumentControlCode	onMessage (Instrument *instrument, const IncSessionStatisticsMsg &message, bool NR)
virtual InstrumentControlCode	onMessage (Instrument *instrument, const IncTradeSummaryMsg &message, bool NR)
virtual InstrumentControlCode	onMessage (Instrument *instrument, const IncTradeSummaryOrderMsg &message, bool NR)
virtual InstrumentControlCode	onIncrementMessage (Instrument *instrument, const FIXMessage &message, bool NR)

MBO book updates
Market by order realtime messages Parameters instrument Instrument. message MBO message. Returns Control code. iccContinue to continue processing.
virtual InstrumentControlCode	onMessage (Instrument *instrument, const MBOIncOrderBookMsg &message)
virtual InstrumentControlCode	onMessage (Instrument *instrument, const MBOIncBookMsg &message, const MBPIncBookMsg &refMsg)
virtual InstrumentControlCode	onMBOIncOrderBookMessage (Instrument *instrument, const FIXMessage &message)
virtual InstrumentControlCode	onMBOIncBookMessage (Instrument *instrument, const FIXMessage &message, const FIXMessage &refMsg)

Detailed Description

Instrument listener. Instrument listener interface is used to receive instrument events and messages.

Constructor & Destructor Documentation

virtual Cme::Mdp::InstrumentListener::~InstrumentListener ( )

inlineprotectedvirtual

Member Function Documentation

virtual InstrumentControlCode Cme::Mdp::InstrumentListener::onEvent ( Instrument *  instrument, const InstrumentEvent &  event, bool  NR  )

pure virtual

virtual InstrumentControlCode Cme::Mdp::InstrumentListener::onIncrementMessage ( Instrument *  instrument, const FIXMessage &  message, bool  NR  )

inlinevirtual

virtual InstrumentControlCode Cme::Mdp::InstrumentListener::onMBOIncBookMessage ( Instrument *  instrument, const FIXMessage &  message, const FIXMessage &  refMsg  )

inlinevirtual

virtual InstrumentControlCode Cme::Mdp::InstrumentListener::onMBOIncOrderBookMessage ( Instrument *  instrument, const FIXMessage &  message  )

inlinevirtual

virtual InstrumentControlCode Cme::Mdp::InstrumentListener::onMessage ( Instrument *  instrument, const MBPSnapshotMsg &  message  )

inlinevirtual

virtual InstrumentControlCode Cme::Mdp::InstrumentListener::onMessage ( Instrument *  instrument, const MBOSnapshotMsg &  message  )

inlinevirtual

virtual InstrumentControlCode Cme::Mdp::InstrumentListener::onMessage ( Instrument *  instrument, const QuoteRequestMsg &  message, bool  NR  )

inlinevirtual

virtual InstrumentControlCode Cme::Mdp::InstrumentListener::onMessage ( Instrument *  instrument, const SecurityStatusMsg &  message, bool  NR  )

inlinevirtual

virtual InstrumentControlCode Cme::Mdp::InstrumentListener::onMessage ( Instrument *  instrument, const IncVolumeMsg &  message, bool  NR  )

inlinevirtual

virtual InstrumentControlCode Cme::Mdp::InstrumentListener::onMessage ( Instrument *  instrument, const MBPIncBookMsg &  message, bool  NR  )

inlinevirtual

virtual InstrumentControlCode Cme::Mdp::InstrumentListener::onMessage ( Instrument *  instrument, const IncDailyStatisticsMsg &  message, bool  NR  )

inlinevirtual

virtual InstrumentControlCode Cme::Mdp::InstrumentListener::onMessage ( Instrument *  instrument, const IncLimitsBandingMsg &  message, bool  NR  )

inlinevirtual

virtual InstrumentControlCode Cme::Mdp::InstrumentListener::onMessage ( Instrument *  instrument, const IncSessionStatisticsMsg &  message, bool  NR  )

inlinevirtual

virtual InstrumentControlCode Cme::Mdp::InstrumentListener::onMessage ( Instrument *  instrument, const IncTradeSummaryMsg &  message, bool  NR  )

inlinevirtual

virtual InstrumentControlCode Cme::Mdp::InstrumentListener::onMessage ( Instrument *  instrument, const IncTradeSummaryOrderMsg &  message, bool  NR  )

inlinevirtual

virtual InstrumentControlCode Cme::Mdp::InstrumentListener::onMessage ( Instrument *  instrument, const MBOIncOrderBookMsg &  message  )

inlinevirtual

virtual InstrumentControlCode Cme::Mdp::InstrumentListener::onMessage ( Instrument *  instrument, const MBOIncBookMsg &  message, const MBPIncBookMsg &  refMsg  )

inlinevirtual

virtual InstrumentControlCode Cme::Mdp::InstrumentListener::onSnapshotMessage ( Instrument *  instrument, const FIXMessage &  message  )

inlinevirtual