B2BITS FIX Antenna C++  2.27.1
Public Member Functions | Protected Member Functions | List of all members
Globex::InstrumentListener Class Referenceabstract

Receives instrument related events. More...

#include <B2BITS_MDApplicationListeners.h>

+ Inheritance diagram for Globex::InstrumentListener:
+ Collaboration diagram for Globex::InstrumentListener:

Public Member Functions

virtual void onBookReset (SecurityDesc const &secDesc, SecurityID secID)=0
 Faired on reset book (35=X and 269=J) More...
 
virtual void onError (SecurityDesc const &secDesc, SecurityID secID, Engine::AsciiString const &error)=0
 Faired on error (example: when second subscribing was attempt for the same instrument) More...
 
virtual bool onIncrement (SecurityDesc const &secDesc, SecurityID secID, Engine::TagValue const *const *msgs, size_t incrementsCount)=0
 Faired when update for instrument is available. More...
 
virtual bool onNaturalRefresh (SecurityDesc const &secDesc, SecurityID secID, Engine::TagValue const *const *nrMsgs, size_t incrementsCount, bool isNewSequence)=0
 Faired when user should reset book with the new values and Natural Refresh is used. More...
 
virtual void onRecoveryStarted (SecurityDesc const &secDesc, SecurityID secID)=0
 Faired when recovery is started. More...
 
virtual void onRecoveryStopped (SecurityDesc const &secDesc, SecurityID secID, RecoveryReason reason)=0
 Faired when recovery is ended. More...
 
virtual void onSnapshot (SecurityDesc const &secDesc, SecurityID secID, Engine::FIXMessage const &msg)=0
 Faired when user should reset book with the bnew values. More...
 
virtual void onSubscribed (SecurityDesc const &secDesc, SecurityID secID)=0
 Notifies about new subscription. More...
 
virtual void onUnsubscribed (SecurityDesc const &secDesc, SecurityID secID)=0
 Faired when unsubscribed from security description. More...
 
virtual void process (Engine::FIXMessage const &msg)=0
 Faired when information regard to instrument received. More...
 
- Public Member Functions inherited from Globex::SecurityDefinitionListener
virtual bool onEndSecurityDefinitionSequence (Symbol const &, SecurityID, SecurityDesc const &, std::string const &, std::string const &)
 Faired when security definition sequence was ended. More...
 
virtual bool onSecurityDefinition (SecurityDesc const &secDesc, SecurityID secID, Engine::FIXMessage const &dMsg, std::string const &channelID)=0
 Faired when security definition message is received. More...
 
- 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...
 

Protected Member Functions

virtual ~InstrumentListener ()
 
- Protected Member Functions inherited from Globex::SecurityDefinitionListener
virtual ~SecurityDefinitionListener ()
 Destructor. More...
 
- 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

Receives instrument related events.

Constructor & Destructor Documentation

◆ ~InstrumentListener()

virtual Globex::InstrumentListener::~InstrumentListener ( )
inlineprotectedvirtual

Member Function Documentation

◆ onBookReset()

virtual void Globex::InstrumentListener::onBookReset ( SecurityDesc const &  secDesc,
SecurityID  secID 
)
pure virtual

Faired on reset book (35=X and 269=J)

Parameters
secDescSecurity Description of the instrument
secIDSecurity ID of the instrument

◆ onError()

virtual void Globex::InstrumentListener::onError ( SecurityDesc const &  secDesc,
SecurityID  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 Globex::InstrumentListener::onIncrement ( SecurityDesc const &  secDesc,
SecurityID  secID,
Engine::TagValue 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 Globex::InstrumentListener::onNaturalRefresh ( SecurityDesc const &  secDesc,
SecurityID  secID,
Engine::TagValue const *const *  nrMsgs,
size_t  incrementsCount,
bool  isNewSequence 
)
pure virtual

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 Globex::InstrumentListener::onRecoveryStarted ( SecurityDesc const &  secDesc,
SecurityID  secID 
)
pure virtual

Faired when recovery is started.

Parameters
secDescSecurity Description of the instrument
secIDSecurity ID of the instrument

◆ onRecoveryStopped()

virtual void Globex::InstrumentListener::onRecoveryStopped ( SecurityDesc const &  secDesc,
SecurityID  secID,
RecoveryReason  reason 
)
pure virtual

Faired when recovery is ended.

Parameters
secDescSecurity Description of the instrument
secIDSecurity ID of the instrument

◆ onSnapshot()

virtual void Globex::InstrumentListener::onSnapshot ( SecurityDesc const &  secDesc,
SecurityID  secID,
Engine::FIXMessage const &  msg 
)
pure virtual

Faired when user should reset book with the bnew values.

Parameters
secDescSecurity Description of the instrument
secIDSecurity ID of the instrument
msgMarket Data - Snapshot message

◆ onSubscribed()

virtual void Globex::InstrumentListener::onSubscribed ( SecurityDesc const &  secDesc,
SecurityID  secID 
)
pure virtual

Notifies about new subscription.

Faired when user call Globex::MDApplication::subscribe methods.

Parameters
secDescSecurity Description of the instrument
secIDSecurity ID of the instrument

◆ onUnsubscribed()

virtual void Globex::InstrumentListener::onUnsubscribed ( SecurityDesc const &  secDesc,
SecurityID  secID 
)
pure virtual

Faired when unsubscribed from security description.

Parameters
secDescSecurity Description of the instrument
secIDSecurity ID of the instrument

◆ process()

virtual void Globex::InstrumentListener::process ( Engine::FIXMessage const &  msg)
pure virtual

Faired when information regard to instrument received.

Parameters
msgIncoming FIX Message
Note
UDS Instrument Delete message will be passed to this event handler as well