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EPAM B2BITS ICE Impact Handler C++
1.1.4
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EPAM B2BITS ICE Impact Handler C++
1.1.4
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Runtime instance of B2BITS ICE iMpact Marketdata Handler. More...
#include <B2BITS_IceImpactApplication.h>
Public Member Functions | |
| virtual bool | start (int waitTimeS=0)=0 |
| Starts market data services. More... | |
| virtual std::string | getMarketTypeDescription (IceImpact::MarketTypeValue marketType)=0 |
| Returns description of a Market Type. More... | |
| virtual IceImpact::MarketTypeValue | getMarketTypeByDescription (const std::string &marketType)=0 |
| Returns Market Type ID by description. More... | |
| virtual bool | requestProductDefinitions (IceImpact::u64 requestTag, const UserRequestMarketTypesSet &marketTypeSet, int waitTimeS, InstrumentLoadParams *instrumentLoadParams=NULL)=0 |
| virtual bool | requestProductDefinitionsForAllMarkets (IceImpact::u64 requestTag, int waitTimeS, InstrumentLoadParams *instrumentLoadParams=NULL)=0 |
| Requests all market types products' definitions. More... | |
| virtual const ProductDirectoryPtr | getProductDirectory ()=0 |
| Returns a ref-counted pointer to operational product directory. More... | |
| virtual bool | isBookTypeSupported (IceImpact::Int32 marketID, bool useFullImplied, BookDepth bookDepth)=0 |
| virtual void | subscribeToInstrument (const std::string &symbol, bool useFullImplied, BookDepth bookDepth, subscription_mask_t subscrMask, unsigned long long UserCookie)=0 |
| virtual void | subscribeToInstrument (IceImpact::MarketID marketID, bool useFullImplied, BookDepth bookDepth, subscription_mask_t subscrMask, unsigned long long UserCookie)=0 |
| virtual void | unsubscribeFromInstrument (const std::string &symbol, bool useFullImplied, BookDepth bookDepth, subscription_mask_t subscrMask=SubscriptionType::ALL, bool disconnectIfNoMoreSubscribed=true)=0 |
| virtual void | unsubscribeFromInstrument (IceImpact::MarketID marketID, bool useFullImplied, BookDepth bookDepth, subscription_mask_t subscrMask=SubscriptionType::ALL, bool disconnectIfNoMoreSubscribed=true)=0 |
| virtual bool | getInstrumentBBO (const std::string &symbol, bool useFullImplied, BBOSnapshot &bbo, enum BookDepth depth=PriceLevelDepth)=0 |
| virtual bool | getInstrumentBBO (IceImpact::MarketID marketID, bool useFullImplied, BBOSnapshot &bbo, enum BookDepth depth=PriceLevelDepth)=0 |
| virtual bool | getInstrumentTOP5Prices (IceImpact::MarketID marketID, bool useFullImplied, TOP5PriceData &top5data, unsigned long long *UserCookie, enum BookDepth depth=PriceLevelDepth)=0 |
| virtual bool | getInstrumentTOP10Prices (IceImpact::MarketID marketID, bool useFullImplied, TOP10PriceData &top10data, unsigned long long *UserCookie, enum BookDepth depth=PriceLevelDepth)=0 |
| virtual bool | getInstrumentTOP5Prices (const std::string &symbol, bool useFullImplied, TOP5PriceData &top5data, unsigned long long *UserCookie, enum BookDepth depth=PriceLevelDepth)=0 |
| virtual bool | getSubscription (const std::string &symbol, bool useFullImplied, BookDepth bookDepth, subscription_mask_t &mask)=0 |
| Get the instrument's current subscription mask. More... | |
| virtual bool | getSubscription (IceImpact::MarketID marketID, bool useFullImplied, BookDepth bookDepth, subscription_mask_t &mask)=0 |
| Get instrument subscription mask. More... | |
| virtual void | release () const =0 |
| virtual const RuntimeParameters & | getParams () const =0 |
| Returns default runtime parameters. More... | |
| virtual const RuntimeParameters & | getServiceParams (const std::string &channelId, BookDepth bookDepth) const =0 |
| Returns channel options. More... | |
| virtual void | setServiceParams (const std::string &channelId, BookDepth bookDepth, const RuntimeParameters ¶ms)=0 |
| Overrides application options for channel. More... | |
| virtual unsigned | getServicesCount () const =0 |
| Returns the number of created services. More... | |
| virtual UnitService * | createService (const std::string &channelId, BookDepth bookDepth, const std::string &iface="", const RuntimeParameters *params=NULL)=0 |
| Creates service by channel id. More... | |
| virtual void | createServices (const std::string &iface="", bool preferFullyImplied=true, const RuntimeParameters *params=NULL)=0 |
| Creates all services specified in configuration file. More... | |
| virtual UnitService * | getService (unsigned index) const =0 |
| Returns service by index. More... | |
| virtual UnitService * | getService (const std::string &channelId, BookDepth bookDepth) const =0 |
| Returns service by channel and book depth. More... | |
| virtual UnitService * | getService (IceImpact::Int32 marketID, bool useFullImplied, BookDepth bookDepth, bool createAndConnect)=0 |
| Returns service by marketID market specification and book depth. More... | |
| virtual UnitService * | getService (const std::string &symbol, bool useFullImplied, BookDepth bookDepth, bool createAndConnect)=0 |
| Returns service by symbol specification and book depth. More... | |
| virtual UnitService * | getService (const RequestMarketType &requestMarketType, bool useFullImplied, BookDepth bookDepth, bool createAndConnect)=0 |
| Returns service by symbol specification and book depth. More... | |
| virtual const std::string | findChannelId (IceImpact::MarketID marketID, bool useFullImplied)=0 |
| Finds channel by marketID and fully implied parameter. More... | |
| virtual const std::string | findChannelId (const std::string &symbol, bool useFullImplied)=0 |
| Finds channel by symbol and fully implied parameter. More... | |
| virtual const std::string | findChannelId (const RequestMarketType &requestMarketType, bool useFullImplied)=0 |
| Finds channel by marketID and fully implied parameter. More... | |
| virtual void | suspend ()=0 |
| virtual void | resume ()=0 |
| virtual const IceImpact::MulticatGroupsMap & | getMCastConfiguration ()=0 |
| Get multicast groups configuration. More... | |
Runtime instance of B2BITS ICE iMpact Marketdata Handler.
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pure virtual |
Get multicast groups configuration.
| no |
1.8.5
