B2BITS FIX Antenna C++ 2.32.0
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Bats::InstrumentListener Member List

This is the complete list of members for Bats::InstrumentListener, including all inherited members.

addBookItem(const InstrumentCtx &iCtx, const OrderCtx &ctx, System::u32 orders, System::u16 level, Timestamp &ts)=0Bats::InstrumentListenerpure virtual
changeBookItem(const InstrumentCtx &iCtx, const OrderCtx &ctx, System::u32 orders, System::u16 level, Timestamp &ts)=0Bats::InstrumentListenerpure virtual
onMessage(const AuctionUpdateMsg *msg, System::u32 seconds, Timestamp &ts)Bats::InstrumentListenerinlinevirtual
onMessage(const AuctionSummaryMsg *msg, System::u32 seconds, Timestamp &ts)Bats::InstrumentListenerinlinevirtual
onMessage(const AddOrderLongMsg *msg, System::u32 seconds, Timestamp &ts)Bats::InstrumentListenerinlinevirtual
onMessage(const AddOrderShortMsg *msg, System::u32 seconds, Timestamp &ts)Bats::InstrumentListenerinlinevirtual
onMessage(const AddOrderExpandedMsg *msg, System::u32 seconds, Timestamp &ts)Bats::InstrumentListenerinlinevirtual
onMessage(const DeleteMsg *msg, System::u32 seconds, Timestamp &ts, const OrderCtx &ctx)Bats::InstrumentListenerinlinevirtual
onMessage(const OrderExecutedMsg *msg, System::u32 seconds, Timestamp &ts, const OrderCtx &ctx)Bats::InstrumentListenerinlinevirtual
onMessage(const OrderExecutedAtPriceSizeMsg *msg, System::u32 seconds, Timestamp &ts, const OrderCtx &ctx)Bats::InstrumentListenerinlinevirtual
onMessage(const ReduceSizeLongMsg *msg, System::u32 seconds, Timestamp &ts, const OrderCtx &ctx)Bats::InstrumentListenerinlinevirtual
onMessage(const ReduceSizeShortMsg *msg, System::u32 seconds, Timestamp &ts, const OrderCtx &ctx)Bats::InstrumentListenerinlinevirtual
onMessage(const ModifyLongMsg *msg, System::u32 seconds, Timestamp &ts, const OrderCtx &ctx)Bats::InstrumentListenerinlinevirtual
onMessage(const ModifyShortMsg *msg, System::u32 seconds, Timestamp &ts, const OrderCtx &ctx)Bats::InstrumentListenerinlinevirtual
onMessage(const TradingStatusMsg *msg, System::u32 seconds, Timestamp &ts)Bats::InstrumentListenerinlinevirtual
onMessage(const TradeExpandedMsg *msg, System::u32 seconds, Timestamp &ts)Bats::InstrumentListenerinlinevirtual
onMessage(const TradeLongMsg *msg, System::u32 seconds, Timestamp &ts)Bats::InstrumentListenerinlinevirtual
onMessage(const TradeShortMsg *msg, System::u32 seconds, Timestamp &ts)Bats::InstrumentListenerinlinevirtual
onReset(ResetReason::Type rr)=0Bats::InstrumentListenerpure virtual
onSpinFinished()Bats::InstrumentListenerinlinevirtual
onTrade(const InstrumentCtx &iCtx, Timestamp &ts)Bats::InstrumentListenerinlinevirtual
onTradingStatus(const InstrumentCtx &iCtx, Timestamp &ts)Bats::InstrumentListenerinlinevirtual
onUnsubscribed()Bats::InstrumentListenerinlinevirtual
removeBookItem(const InstrumentCtx &iCtx, char side, System::u16 level, Timestamp &ts)=0Bats::InstrumentListenerpure virtual