Receives instrument related events. More...

#include <B2BITS_BovespaApplicationListeners.h>

Inheritance diagram for Bovespa::InstrumentListener:

Collaboration diagram for Bovespa::InstrumentListener:

Public Member Functions
virtual void	onSubscribed (BovespaSubscriptionItem const &subsItem)=0

virtual void	onUnsubscribed (BovespaSubscriptionItem const &subsItem)=0

virtual void	process (BovespaSubscriptionItem const &subsItem, B2bits::MD::FIXMessage const *msg)=0

virtual bool	onIncrement (BovespaSubscriptionItem const &subsItem, B2bits::MD::FIXMessage const const msgs, size_t incrementsCount)=0

virtual bool	onNaturalRefresh (BovespaSubscriptionItem const &subsItem, B2bits::MD::FIXMessage const const nrMsgs, size_t incrementsCount, bool isNewSequence)=0

virtual void	onSnapshot (BovespaSubscriptionItem const &subsItem, B2bits::MD::FIXMessage const *msg)=0

virtual void	onRecoveryStarted (BovespaSubscriptionItem const &subsItem)=0

virtual void	onRecoveryStopped (BovespaSubscriptionItem const &subsItem, RecoveryReason reason)=0

virtual void	onError (BovespaSubscriptionItem const &subsItem, StringRef const &error)=0

virtual void	onBookReset (BovespaSubscriptionItem const &subsItem)=0

virtual void	onIncrementalRefreshComplete (BovespaSubscriptionItem const &subsItem)

Public Member Functions inherited from Bovespa::SecurityDefinitionListener
virtual bool	onSecurityDefinition (BovespaSubscriptionItem const &subsItem, B2bits::MD::FIXMessage const &msg)=0

virtual bool	onEndSecurityDefinitionSequence ()

Public Member Functions inherited from B2bits::ReferenceCounter< Derived, CtrType >
	ReferenceCounter () noexcept

	ReferenceCounter (ReferenceCounter const &) noexcept

ReferenceCounter &	operator= (ReferenceCounter const &) noexcept

void	addRef () const noexcept

void	release () const noexcept

u32	useCount () const noexcept

RefCounterPtr< Derived >	shared_from_this ()

Protected Member Functions
virtual	~InstrumentListener ()

Protected Member Functions inherited from Bovespa::SecurityDefinitionListener
virtual	~SecurityDefinitionListener ()
	Destructor. More...

Detailed Description

Receives instrument related events.

Constructor & Destructor Documentation

virtual Bovespa::InstrumentListener::~InstrumentListener ( )

inlineprotectedvirtual

Member Function Documentation

virtual void Bovespa::InstrumentListener::onBookReset ( BovespaSubscriptionItem const & subsItem )

pure virtual

Fired on channel reset event for(35=X and 269=J without any instrument identification)

Parameters

subsItem instrument identifier

virtual void Bovespa::InstrumentListener::onError	(	BovespaSubscriptionItem const &	subsItem,
		StringRef const &	error
	)

pure virtual

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

Parameters

subsItem	instrument identifier
error	text message which describes the error

virtual bool Bovespa::InstrumentListener::onIncrement	(	BovespaSubscriptionItem const &	subsItem,
		B2bits::MD::FIXMessage const const	msgs,
		size_t	incrementsCount
	)

pure virtual

Fired when update for instrument is available.

Parameters

subsItem	instrument identifier
msgs	Increment container with group entry inside Market Data - Incremental Refresh message assigned to instrument.
incrementsCount	Increments count into Msgs

Returns: false if book need start recovery, otherwise true

virtual void Bovespa::InstrumentListener::onIncrementalRefreshComplete ( BovespaSubscriptionItem const & subsItem )

inlinevirtual

Called when incremental message is fully processed

Parameters

subsItem instrument identifier

virtual bool Bovespa::InstrumentListener::onNaturalRefresh	(	BovespaSubscriptionItem const &	subsItem,
		B2bits::MD::FIXMessage const const	nrMsgs,
		size_t	incrementsCount,
		bool	isNewSequence
	)

pure virtual

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

Parameters

subsItem	instrument identifier
nrMsgs	Increment container with group entry inside Market Data - Incremental Refresh message assigned to instrument.
incrementsCount	Increments count into NRMsgs
isNewSequence	If 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

virtual void Bovespa::InstrumentListener::onRecoveryStarted ( BovespaSubscriptionItem const & subsItem )

pure virtual

Fired when recovery is started

Parameters

subsItem instrument identifier

virtual void Bovespa::InstrumentListener::onRecoveryStopped	(	BovespaSubscriptionItem const &	subsItem,
		RecoveryReason	reason
	)

pure virtual

Fired when recovery is ended

Parameters

subsItem	instrument identifier
reason	The reason why recovery has stopped

virtual void Bovespa::InstrumentListener::onSnapshot	(	BovespaSubscriptionItem const &	subsItem,
		B2bits::MD::FIXMessage const *	msg
	)

pure virtual

Fired when user should reset book with the bnew values.

Parameters

subsItem	instrument identifier
msg	Market Data - Snapshot message

virtual void Bovespa::InstrumentListener::onSubscribed ( BovespaSubscriptionItem const & subsItem )

pure virtual

Notifies about new subscription. Fired when user call Bovespa::MDApplication::subscribe methods.

Parameters

subsItem instrument identifier

virtual void Bovespa::InstrumentListener::onUnsubscribed ( BovespaSubscriptionItem const & subsItem )

pure virtual

Fired when unsubscribed from security description

Parameters

subsItem instrument identifier

virtual void Bovespa::InstrumentListener::process	(	BovespaSubscriptionItem const &	subsItem,
		B2bits::MD::FIXMessage const *	msg
	)

pure virtual

Fired when information regard to instrument received

Parameters

subsItem	subscription item
msg	Incoming FIX Message

Note: UDS Instrument Delete message will be passed to this event handler as well

Public Member Functions

Protected Member Functions

Detailed Description

Constructor & Destructor Documentation

Member Function Documentation