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

Represents CME Globex application. More...

#include <B2BITS_MDApplication.h>

Public Member Functions

virtual MDApplicationListenergetListener () const =0
 Returns listener assigned to application. More...
 
virtual void join ()=0
 Waits until application is stopped. More...
 
virtual bool join (unsigned int timeout)=0
 Waits until application is stopped or timeout accured. More...
 
virtual Engine::FIXMessageparseFixMessage (std::string const &fixMessage)=0
 parce string representation of FIX message into Engine::FIXMessage class param fixMessage -string representation of FIX message More...
 
virtual void release ()=0
 Releases resources assigned to application. More...
 
virtual void resolveInstrumentBySecDesc (SecurityDesc const &secDesc, SecurityDefinitionListener *listener)=0
 Subscribes to instrument replay by security description. More...
 
virtual void resolveInstrumentBySecID (SecurityID const &secID, SecurityDefinitionListener *listener)=0
 Subscribes to instrument replay by security ID. More...
 
virtual void resolveInstrumentBySecID (SecurityID const &secID, SecurityDefinitionListener *listener, std::string const &channel_id)=0
 Subscribes to instrument replay by security ID in channel defined by channel_id. More...
 
virtual void resolveInstrumentBySecurityGroup (std::string const &secGroup, SecurityDefinitionListener *listener)=0
 Subscribes to instrument replay by security group. More...
 
virtual void resolveInstrumentBySymbol (Symbol const &symbol, SecurityDefinitionListener *listener)=0
 Subscribes to instrument replay by symbol. More...
 
virtual void resolveInstrumentBySymbol (Symbol const &symbol, SecurityDefinitionListener *listener, std::string const &channel_id)=0
 Subscribes to instrument replay by symbol in channel defined by channel_id. More...
 
virtual bool resolveInstrumentsByChannelID (std::string const &channel_id, SecurityDefinitionListener *listener)=0
 Subscribes to instrument replay channel by channel ID. More...
 
virtual void startListeningXMessagesByApplication (std::string const &channelId)=0
 start sending any "X" messages into ApplicationListener::process callback param channelId -id of channel or empty std::string for all channels More...
 
virtual void stop ()=0
 Stops application. More...
 
virtual void stopChannelListener (std::string const &channel_id, SecurityDefinitionListener *listener)=0
 Unsubscribe ftom instrument replay by channel id. More...
 
virtual void stopListeningXMessagesByApplication (std::string const &channelId)=0
 param channelId -id of channel or empty std::string for all channels More...
 
virtual void stopSecDescListener (SecurityDesc const &secDesc, SecurityDefinitionListener *listener)=0
 Unsubscribe from instrument replay by security description. More...
 
virtual void stopSecGroupListener (std::string const &secGroup, SecurityDefinitionListener *listener)=0
 Unsubscribe from instrument replay by security group. More...
 
virtual void stopSecIDListener (SecurityID const &secID, SecurityDefinitionListener *listener)=0
 Unsubscribe from instrument replay by security ID. More...
 
virtual void stopSymbolListener (Symbol const &symbol, SecurityDefinitionListener *listener)=0
 Unsubscribe from instrument replay by symbol. More...
 
virtual void subscribe (SecurityDesc const &secDesc, InstrumentListener *listener, RecoveryOptions recovery=RO_USE_MARKET_RECOVERY)=0
 Subscribes to market data for instrument by security description. More...
 
virtual void subscribeAll (RecoveryOptions recovery=RO_USE_MARKET_RECOVERY)=0
 Subscribes to the market data for all instruments on market. More...
 
virtual void subscribeBySecurityDesc (SecurityDesc const &secDesc, InstrumentListener *listener, RecoveryOptions recovery=RO_USE_MARKET_RECOVERY)=0
 Subscribes to market data for instrument by security description. More...
 
virtual bool subscribeBySecurityID (SecurityID const &secID, const Globex::SecurityDesc &secDesc, std::string const &channel_id, InstrumentListener *listener, RecoveryOptions recovery=RO_USE_MARKET_RECOVERY)=0
 Subscribes to market data for instrument by security ID and channel info. More...
 
virtual void unsubscribe (SecurityDesc const &symbol)=0
 Unsubscribes from instrument by security description. More...
 
virtual void unsubscribeAll ()=0
 Unsubscribe from all instruments. More...
 
virtual void unsubscribeBySecurityDesc (SecurityDesc const &secDesc)=0
 Unsubscribes from instrument by security description. More...
 
virtual void unsubscribeBySecurityID (SecurityID const &secID)=0
 Unsubscribes from instrument by security ID. More...
 

Protected Member Functions

virtual ~MDApplication (void)
 

Detailed Description

Represents CME Globex application.

Constructor & Destructor Documentation

◆ ~MDApplication()

virtual Globex::MDApplication::~MDApplication ( void  )
inlineprotectedvirtual

Member Function Documentation

◆ getListener()

virtual MDApplicationListener* Globex::MDApplication::getListener ( ) const
pure virtual

Returns listener assigned to application.

◆ join() [1/2]

virtual void Globex::MDApplication::join ( )
pure virtual

Waits until application is stopped.

◆ join() [2/2]

virtual bool Globex::MDApplication::join ( unsigned int  timeout)
pure virtual

Waits until application is stopped or timeout accured.

return true, if application was stopped

◆ parseFixMessage()

virtual Engine::FIXMessage* Globex::MDApplication::parseFixMessage ( std::string const &  fixMessage)
pure virtual

parce string representation of FIX message into Engine::FIXMessage class param fixMessage -string representation of FIX message

◆ release()

virtual void Globex::MDApplication::release ( )
pure virtual

Releases resources assigned to application.

◆ resolveInstrumentBySecDesc()

virtual void Globex::MDApplication::resolveInstrumentBySecDesc ( SecurityDesc const &  secDesc,
SecurityDefinitionListener listener 
)
pure virtual

Subscribes to instrument replay by security description.

◆ resolveInstrumentBySecID() [1/2]

virtual void Globex::MDApplication::resolveInstrumentBySecID ( SecurityID const &  secID,
SecurityDefinitionListener listener 
)
pure virtual

Subscribes to instrument replay by security ID.

◆ resolveInstrumentBySecID() [2/2]

virtual void Globex::MDApplication::resolveInstrumentBySecID ( SecurityID const &  secID,
SecurityDefinitionListener listener,
std::string const &  channel_id 
)
pure virtual

Subscribes to instrument replay by security ID in channel defined by channel_id.

◆ resolveInstrumentBySecurityGroup()

virtual void Globex::MDApplication::resolveInstrumentBySecurityGroup ( std::string const &  secGroup,
SecurityDefinitionListener listener 
)
pure virtual

Subscribes to instrument replay by security group.

◆ resolveInstrumentBySymbol() [1/2]

virtual void Globex::MDApplication::resolveInstrumentBySymbol ( Symbol const &  symbol,
SecurityDefinitionListener listener 
)
pure virtual

Subscribes to instrument replay by symbol.

◆ resolveInstrumentBySymbol() [2/2]

virtual void Globex::MDApplication::resolveInstrumentBySymbol ( Symbol const &  symbol,
SecurityDefinitionListener listener,
std::string const &  channel_id 
)
pure virtual

Subscribes to instrument replay by symbol in channel defined by channel_id.

◆ resolveInstrumentsByChannelID()

virtual bool Globex::MDApplication::resolveInstrumentsByChannelID ( std::string const &  channel_id,
SecurityDefinitionListener listener 
)
pure virtual

Subscribes to instrument replay channel by channel ID.

◆ startListeningXMessagesByApplication()

virtual void Globex::MDApplication::startListeningXMessagesByApplication ( std::string const &  channelId)
pure virtual

start sending any "X" messages into ApplicationListener::process callback param channelId -id of channel or empty std::string for all channels

◆ stop()

virtual void Globex::MDApplication::stop ( )
pure virtual

Stops application.

Method does not stop application immediately. Use join method to wait until will stop.

◆ stopChannelListener()

virtual void Globex::MDApplication::stopChannelListener ( std::string const &  channel_id,
SecurityDefinitionListener listener 
)
pure virtual

Unsubscribe ftom instrument replay by channel id.

◆ stopListeningXMessagesByApplication()

virtual void Globex::MDApplication::stopListeningXMessagesByApplication ( std::string const &  channelId)
pure virtual

param channelId -id of channel or empty std::string for all channels

◆ stopSecDescListener()

virtual void Globex::MDApplication::stopSecDescListener ( SecurityDesc const &  secDesc,
SecurityDefinitionListener listener 
)
pure virtual

Unsubscribe from instrument replay by security description.

◆ stopSecGroupListener()

virtual void Globex::MDApplication::stopSecGroupListener ( std::string const &  secGroup,
SecurityDefinitionListener listener 
)
pure virtual

Unsubscribe from instrument replay by security group.

◆ stopSecIDListener()

virtual void Globex::MDApplication::stopSecIDListener ( SecurityID const &  secID,
SecurityDefinitionListener listener 
)
pure virtual

Unsubscribe from instrument replay by security ID.

◆ stopSymbolListener()

virtual void Globex::MDApplication::stopSymbolListener ( Symbol const &  symbol,
SecurityDefinitionListener listener 
)
pure virtual

Unsubscribe from instrument replay by symbol.

◆ subscribe()

virtual void Globex::MDApplication::subscribe ( SecurityDesc const &  secDesc,
InstrumentListener listener,
RecoveryOptions  recovery = RO_USE_MARKET_RECOVERY 
)
pure virtual

Subscribes to market data for instrument by security description.

Deprecated:
This method is deprecated, use Globex::MDApplication::subscribeBySecurityDesc instead

◆ subscribeAll()

virtual void Globex::MDApplication::subscribeAll ( RecoveryOptions  recovery = RO_USE_MARKET_RECOVERY)
pure virtual

Subscribes to the market data for all instruments on market.

◆ subscribeBySecurityDesc()

virtual void Globex::MDApplication::subscribeBySecurityDesc ( SecurityDesc const &  secDesc,
InstrumentListener listener,
RecoveryOptions  recovery = RO_USE_MARKET_RECOVERY 
)
pure virtual

Subscribes to market data for instrument by security description.

◆ subscribeBySecurityID()

virtual bool Globex::MDApplication::subscribeBySecurityID ( SecurityID const &  secID,
const Globex::SecurityDesc secDesc,
std::string const &  channel_id,
InstrumentListener listener,
RecoveryOptions  recovery = RO_USE_MARKET_RECOVERY 
)
pure virtual

Subscribes to market data for instrument by security ID and channel info.

◆ unsubscribe()

virtual void Globex::MDApplication::unsubscribe ( SecurityDesc const &  symbol)
pure virtual

Unsubscribes from instrument by security description.

Deprecated:
This method is deprecated, use Globex::MDApplication::unsubscribeBySecurityDesc instead

◆ unsubscribeAll()

virtual void Globex::MDApplication::unsubscribeAll ( )
pure virtual

Unsubscribe from all instruments.

◆ unsubscribeBySecurityDesc()

virtual void Globex::MDApplication::unsubscribeBySecurityDesc ( SecurityDesc const &  secDesc)
pure virtual

Unsubscribes from instrument by security description.

◆ unsubscribeBySecurityID()

virtual void Globex::MDApplication::unsubscribeBySecurityID ( SecurityID const &  secID)
pure virtual

Unsubscribes from instrument by security ID.