InstrumentListener Class Reference

Instrument listener. More...

#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)

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 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 IncTradeMsg &message, bool NR)
virtual InstrumentControlCode	onMessage (Instrument *instrument, const IncVolumeMsg &message, bool NR)
virtual InstrumentControlCode	onMessage (Instrument *instrument, const IncTradeSummaryMsg &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)

Detailed Description

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

Constructor & Destructor Documentation

virtual ~InstrumentListener ( )

inlineprotectedvirtual

Member Function Documentation

virtual InstrumentControlCode onEvent ( Instrument *  instrument, const InstrumentEvent &  event, bool  NR  )

pure virtual

virtual InstrumentControlCode onMessage ( Instrument *  instrument, const MBPSnapshotMsg &  message  )

inlinevirtual

References Cme::Mdp::iccContinue.

virtual InstrumentControlCode onMessage ( Instrument *  instrument, const MBOSnapshotMsg &  message  )

inlinevirtual

References Cme::Mdp::iccContinue.

virtual InstrumentControlCode onMessage ( Instrument *  instrument, const QuoteRequestMsg &  message, bool  NR  )

inlinevirtual

References Cme::Mdp::iccContinue.

virtual InstrumentControlCode onMessage ( Instrument *  instrument, const SecurityStatusMsg &  message, bool  NR  )

inlinevirtual

References Cme::Mdp::iccContinue.

virtual InstrumentControlCode onMessage ( Instrument *  instrument, const MBPIncBookMsg &  message, bool  NR  )

inlinevirtual

References Cme::Mdp::iccContinue.

virtual InstrumentControlCode onMessage ( Instrument *  instrument, const IncDailyStatisticsMsg &  message, bool  NR  )

inlinevirtual

References Cme::Mdp::iccContinue.

virtual InstrumentControlCode onMessage ( Instrument *  instrument, const IncLimitsBandingMsg &  message, bool  NR  )

inlinevirtual

References Cme::Mdp::iccContinue.

virtual InstrumentControlCode onMessage ( Instrument *  instrument, const IncSessionStatisticsMsg &  message, bool  NR  )

inlinevirtual

References Cme::Mdp::iccContinue.

virtual InstrumentControlCode onMessage ( Instrument *  instrument, const IncTradeMsg &  message, bool  NR  )

inlinevirtual

References Cme::Mdp::iccContinue.

virtual InstrumentControlCode onMessage ( Instrument *  instrument, const IncVolumeMsg &  message, bool  NR  )

inlinevirtual

References Cme::Mdp::iccContinue.

virtual InstrumentControlCode onMessage ( Instrument *  instrument, const IncTradeSummaryMsg &  message, bool  NR  )

inlinevirtual

References Cme::Mdp::iccContinue.

virtual InstrumentControlCode onMessage ( Instrument *  instrument, const MBOIncOrderBookMsg &  message  )

inlinevirtual

References Cme::Mdp::iccContinue.

virtual InstrumentControlCode onMessage ( Instrument *  instrument, const MBOIncBookMsg &  message, const MBPIncBookMsg &  refMsg  )

inlinevirtual

References Cme::Mdp::iccContinue.