Receives instrument related events. More...

#include <B2BITS_SpectraApplicationListeners.h>

Inheritance diagram for Spectra::InstrumentListener:

Collaboration diagram for Spectra::InstrumentListener:

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

virtual void	onUnsubscribed (SpectraSubscriptionItem const &subsItem)=0

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

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

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

virtual void	onSnapshot (SpectraSubscriptionItem const &subsItem, B2bits::MD::FIXMessage const *msgs, size_t snapshotsCount)=0

virtual void	onRecoveryStarted (SpectraSubscriptionItem const &subsItem)=0

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

virtual void	onError (SpectraSubscriptionItem const &subsItem, AsciiString const &error)=0

virtual void	onBookReset (SpectraSubscriptionItem const &subsItem)=0

Public Member Functions inherited from Spectra::SecurityDefinitionListener
virtual bool	onSecurityDefinition (SpectraSubscriptionItem const &subsItem, B2bits::MD::FIXMessage const &dMsg)=0

virtual void	onSecurityDefinitionUpdate (SpectraSubscriptionItem const &subsItem, B2bits::MD::FIXMessage const &dMsg)=0
	Fired when security definition update message is received. More...

virtual bool	onEndSecurityDefinitionSequence ()

Public Member Functions inherited from Spectra::ReferenceCounterBase
	ReferenceCounterBase ()

virtual	~ReferenceCounterBase ()

Public Member Functions inherited from B2bits::ReferenceCounter< ReferenceCounterBase >
	ReferenceCounter () noexcept

	ReferenceCounter (ReferenceCounter const &) noexcept

ReferenceCounter &	operator= (ReferenceCounter const &) noexcept

void	addRef () const noexcept

void	release () const noexcept

u32	useCount () const noexcept

RefCounterPtr < ReferenceCounterBase >	shared_from_this ()

Protected Member Functions
virtual	~InstrumentListener ()

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

Detailed Description

Receives instrument related events.

Constructor & Destructor Documentation

virtual Spectra::InstrumentListener::~InstrumentListener ( )

inlineprotectedvirtual

Member Function Documentation

virtual void Spectra::InstrumentListener::onBookReset ( SpectraSubscriptionItem const & subsItem )

pure virtual

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

Parameters

subsItem Description of the instrument

virtual void Spectra::InstrumentListener::onError	(	SpectraSubscriptionItem const &	subsItem,
		AsciiString const &	error
	)

pure virtual

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

Parameters

subsItem	Description of the instrument
error	text message which describes the error

virtual bool Spectra::InstrumentListener::onIncrement	(	SpectraSubscriptionItem const &	subsItem,
		B2bits::MD::FIXMessage const *	msgs,
		size_t	incrementsCount
	)

pure virtual

Fired when update for instrument is available.

Parameters

subsItem	Description of the instrument
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

Note: it is possible that last message in msgs contains LastFragment==0 (in case when FIX message with LastFragment==1 doesn't contain updates for this subsItem)

virtual bool Spectra::InstrumentListener::onNaturalRefresh	(	SpectraSubscriptionItem const &	subsItem,
		B2bits::MD::FIXMessage 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	Description of the instrument
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 Spectra::InstrumentListener::onRecoveryStarted ( SpectraSubscriptionItem const & subsItem )

pure virtual

Fired when recovery is started

Parameters

subsItem Description of the instrument

virtual void Spectra::InstrumentListener::onRecoveryStopped	(	SpectraSubscriptionItem const &	subsItem,
		RecoveryReason	reason
	)

pure virtual

Fired when recovery is ended

Parameters

subsItem	Description of the instrument
reason	Reason of recovery

virtual void Spectra::InstrumentListener::onSnapshot	(	SpectraSubscriptionItem const &	subsItem,
		B2bits::MD::FIXMessage const *	msgs,
		size_t	snapshotsCount
	)

pure virtual

Fired when user should reset book with the bnew values.

Parameters

subsItem	Description of the instrument
msgs	Snapshots container
snapshotsCount	Snapshots count into Msgs

virtual void Spectra::InstrumentListener::onSubscribed ( SpectraSubscriptionItem const & subsItem )

pure virtual

Notifies about new subscription. Fired when user calls Spectra::MDApplication::subscribe methods.

Parameters

subsItem Description of the instrument

virtual void Spectra::InstrumentListener::onUnsubscribed ( SpectraSubscriptionItem const & subsItem )

pure virtual

Faired when unsubscribed from security description

Parameters

subsItem Description of the instrument

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

pure virtual

Faired when information regard to instrument received

Parameters

subsItem	Description of the instrument
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