B2BITS FIX Antenna C++  2.30.1
Public Member Functions | List of all members
Cqg::InstrumentListener Class Referenceabstract

Instrument listener. Receives instrument related events. More...

#include <B2BITS_CqgInstrumentListener.h>

+ Inheritance diagram for Cqg::InstrumentListener:
+ Collaboration diagram for Cqg::InstrumentListener:

Public Member Functions

virtual void onError (ASecurityDescription secDesc, ASecurityID secID, Engine::AsciiString const &error)=0
 Faired on error (example: when second subscribing was attempt for the same instrument) More...
 
virtual bool onIncrement (ASecurityDescription secDesc, ASecurityID secID, Engine::FIXMessage const *const *msgs, size_t incrementsCount)=0
 Faired when update for instrument is available. More...
 
virtual bool onNaturalRefresh (ASecurityDescription secDesc, ASecurityID secID, Engine::FIXMessage const *const *nrMsgs, size_t incrementsCount, bool isNewSequence)
 Faired when user should reset book with the new values and Natural Refresh is used. More...
 
virtual void onRecoveryStarted (ASecurityDescription secDesc, ASecurityID secID, RecoveryReason reason)=0
 Faired when recovery is started. More...
 
virtual void onRecoveryStopped (ASecurityDescription secDesc, ASecurityID secID, RecoveryReason reason)=0
 Faired when recovery is ended. More...
 
virtual void onReset (ASecurityDescription secDesc, ASecurityID secID)=0
 Raised to reset instrument date to initial state. More...
 
virtual void onSnapshot (ASecurityDescription secDesc, ASecurityID secID, Engine::FIXMessage const &wMsg)=0
 Raised when Snapshot Full refresh message is received. More...
 
virtual void onSubscribed (ASecurityDescription secDesc, ASecurityID secID)
 Raised when subscription to instrument is accepted by library. More...
 
virtual void onUnsubscribed (ASecurityDescription secDesc, ASecurityID secID)
 Raised when unsubscription to instrument is accepted by library. More...
 
virtual void process (ASecurityDescription secDesc, ASecurityID secID, Engine::FIXMessage const &msg)=0
 Faired when information regard to instrument received. More...
 
virtual ~InstrumentListener ()
 
- Public Member Functions inherited from Utils::ReferenceCounter
virtual bool addRef () const throw ()
 Increments reference counter. More...
 
virtual long getNRef () const throw ()
 Returns the current value of the reference counter. More...
 
 ReferenceCounter () throw ()
 Constructor. More...
 
virtual long release () const throw ()
 Decrements reference counter. More...
 

Additional Inherited Members

- Protected Member Functions inherited from Utils::ReferenceCounter
long decrement () const throw ()
 Decrements counter and returns new counter value. More...
 
long increment () const throw ()
 Increments counter and returns new counter value. More...
 
virtual ~ReferenceCounter ()
 Destructor. More...
 

Detailed Description

Instrument listener. Receives instrument related events.

Constructor & Destructor Documentation

◆ ~InstrumentListener()

virtual Cqg::InstrumentListener::~InstrumentListener ( )
inlinevirtual

Member Function Documentation

◆ onError()

virtual void Cqg::InstrumentListener::onError ( ASecurityDescription  secDesc,
ASecurityID  secID,
Engine::AsciiString const &  error 
)
pure virtual

Faired on error (example: when second subscribing was attempt for the same instrument)

Parameters
secDescSecurity Description of the instrument
secIDSecurity ID of the instrument
errortext message which describes the error

◆ onIncrement()

virtual bool Cqg::InstrumentListener::onIncrement ( ASecurityDescription  secDesc,
ASecurityID  secID,
Engine::FIXMessage const *const *  msgs,
size_t  incrementsCount 
)
pure virtual

Faired when update for instrument is available.

Parameters
secDescSecurity Description of the instrument
secIDSecurity ID of the instrument
msgsIncrement container with group entry inside Market Data - Incremental Refresh message assigned to instrument.
incrementsCountIncrements count into Msgs
Returns
false if book need start recovery, otherwise true.

◆ onNaturalRefresh()

virtual bool Cqg::InstrumentListener::onNaturalRefresh ( ASecurityDescription  secDesc,
ASecurityID  secID,
Engine::FIXMessage const *const *  nrMsgs,
size_t  incrementsCount,
bool  isNewSequence 
)
inlinevirtual

Faired when user should reset book with the new values and Natural Refresh is used.

Parameters
secDescSecurity Description of the instrument
secIDSecurity ID of the instrument
nrMsgsIncrement container with group entry inside Market Data - Incremental Refresh message assigned to instrument.
incrementsCountIncrements count into NRMsgs
isNewSequenceIf is true that NRMsgs contains new sequence of increments, otherwise NRMsgs contains continuation of previosly received increments sequence.
Returns
true if book is recovered otherwise false

◆ onRecoveryStarted()

virtual void Cqg::InstrumentListener::onRecoveryStarted ( ASecurityDescription  secDesc,
ASecurityID  secID,
RecoveryReason  reason 
)
pure virtual

Faired when recovery is started.

Parameters
secDescSecurity Description of the instrument
secIDSecurity ID of the instrument

◆ onRecoveryStopped()

virtual void Cqg::InstrumentListener::onRecoveryStopped ( ASecurityDescription  secDesc,
ASecurityID  secID,
RecoveryReason  reason 
)
pure virtual

Faired when recovery is ended.

Parameters
secDescSecurity Description of the instrument
secIDSecurity ID of the instrument

◆ onReset()

virtual void Cqg::InstrumentListener::onReset ( ASecurityDescription  secDesc,
ASecurityID  secID 
)
pure virtual

Raised to reset instrument date to initial state.

◆ onSnapshot()

virtual void Cqg::InstrumentListener::onSnapshot ( ASecurityDescription  secDesc,
ASecurityID  secID,
Engine::FIXMessage const &  wMsg 
)
pure virtual

Raised when Snapshot Full refresh message is received.

◆ onSubscribed()

virtual void Cqg::InstrumentListener::onSubscribed ( ASecurityDescription  secDesc,
ASecurityID  secID 
)
inlinevirtual

Raised when subscription to instrument is accepted by library.

◆ onUnsubscribed()

virtual void Cqg::InstrumentListener::onUnsubscribed ( ASecurityDescription  secDesc,
ASecurityID  secID 
)
inlinevirtual

Raised when unsubscription to instrument is accepted by library.

◆ process()

virtual void Cqg::InstrumentListener::process ( ASecurityDescription  secDesc,
ASecurityID  secID,
Engine::FIXMessage const &  msg 
)
pure virtual

Faired when information regard to instrument received.