Cqg::InstrumentListener Class Reference

Instrument listener. Receives instrument related events. More...

#include <B2BITS_CqgInstrumentListener.h>

Inheritance diagram for Cqg::InstrumentListener:

Collaboration diagram for Cqg::InstrumentListener:

Public Member Functions
virtual void	onError (ASecurityDescription secDesc, ASecurityID secID, Engine::AsciiString const &error)=0
	Faired on error (example: when second subscribing was attempt for the same instrument)
virtual bool	onIncrement (ASecurityDescription secDesc, ASecurityID secID, Engine::FIXMessage const *const *msgs, size_t incrementsCount)=0
	Faired when update for instrument is available.
virtual bool	onNaturalRefresh (ASecurityDescription secDesc, ASecurityID secID, Engine::FIXMessage const *const *nrMsgs, size_t incrementsCount, bool isNewSequence)
	Faired when user should reset book with the new values and Natural Refresh is used.
virtual void	onRecoveryStarted (ASecurityDescription secDesc, ASecurityID secID, RecoveryReason reason)=0
	Faired when recovery is started.
virtual void	onRecoveryStopped (ASecurityDescription secDesc, ASecurityID secID, RecoveryReason reason)=0
	Faired when recovery is ended.
virtual void	onReset (ASecurityDescription secDesc, ASecurityID secID)=0
	Raised to reset instrument date to initial state.
virtual void	onSnapshot (ASecurityDescription secDesc, ASecurityID secID, Engine::FIXMessage const &wMsg)=0
	Raised when Snapshot Full refresh message is received.
virtual void	onSubscribed (ASecurityDescription secDesc, ASecurityID secID)
	Raised when subscription to instrument is accepted by library.
virtual void	onUnsubscribed (ASecurityDescription secDesc, ASecurityID secID)
	Raised when unsubscription to instrument is accepted by library.
virtual void	process (ASecurityDescription secDesc, ASecurityID secID, Engine::FIXMessage const &msg)=0
	Faired when information regard to instrument received.
virtual	~InstrumentListener ()
Public Member Functions inherited from Utils::ReferenceCounter
virtual bool	addRef () const throw ()
	Increments reference counter.
virtual long	getNRef () const throw ()
	Returns the current value of the reference counter.
	ReferenceCounter () throw ()
	Constructor.
virtual long	release () const throw ()
	Decrements reference counter.

Additional Inherited Members
Protected Member Functions inherited from Utils::ReferenceCounter
long	decrement () const throw ()
	Decrements counter and returns new counter value.
long	increment () const throw ()
	Increments counter and returns new counter value.
virtual	~ReferenceCounter ()
	Destructor.

Detailed Description

Instrument listener. Receives instrument related events.

Constructor & Destructor Documentation

~InstrumentListener()

virtual Cqg::InstrumentListener::~InstrumentListener ( )

inlinevirtual

Member Function Documentation

onError()

virtual void Cqg::InstrumentListener::onError ( ASecurityDescription secDesc, ASecurityID secID, Engine::AsciiString const & error )

pure virtual

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

Parameters

secDesc	Security Description of the instrument
secID	Security ID of the instrument
error	text message which describes the error

onIncrement()

virtual bool Cqg::InstrumentListener::onIncrement ( ASecurityDescription secDesc, ASecurityID secID, Engine::FIXMessage const *const * msgs, size_t incrementsCount )

pure virtual

Faired when update for instrument is available.

Parameters

secDesc	Security Description of the instrument
secID	Security ID 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.

onNaturalRefresh()

virtual bool Cqg::InstrumentListener::onNaturalRefresh ( ASecurityDescription secDesc, ASecurityID secID, Engine::FIXMessage const *const * nrMsgs, size_t incrementsCount, bool isNewSequence )

inlinevirtual

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

Parameters

secDesc	Security Description of the instrument
secID	Security ID 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

onRecoveryStarted()

virtual void Cqg::InstrumentListener::onRecoveryStarted ( ASecurityDescription secDesc, ASecurityID secID, RecoveryReason reason )

pure virtual

Faired when recovery is started.

Parameters

secDesc	Security Description of the instrument
secID	Security ID of the instrument

onRecoveryStopped()

virtual void Cqg::InstrumentListener::onRecoveryStopped ( ASecurityDescription secDesc, ASecurityID secID, RecoveryReason reason )

pure virtual

Faired when recovery is ended.

Parameters

secDesc	Security Description of the instrument
secID	Security ID of the instrument

onReset()

virtual void Cqg::InstrumentListener::onReset ( ASecurityDescription secDesc, ASecurityID secID )

pure virtual

Raised to reset instrument date to initial state.

onSnapshot()

virtual void Cqg::InstrumentListener::onSnapshot ( ASecurityDescription secDesc, ASecurityID secID, Engine::FIXMessage const & wMsg )

pure virtual

Raised when Snapshot Full refresh message is received.

onSubscribed()

virtual void Cqg::InstrumentListener::onSubscribed ( ASecurityDescription secDesc, ASecurityID secID )

inlinevirtual

Raised when subscription to instrument is accepted by library.

onUnsubscribed()

virtual void Cqg::InstrumentListener::onUnsubscribed ( ASecurityDescription secDesc, ASecurityID secID )

inlinevirtual

Raised when unsubscription to instrument is accepted by library.

process()

virtual void Cqg::InstrumentListener::process ( ASecurityDescription secDesc, ASecurityID secID, Engine::FIXMessage const & msg )

pure virtual

Faired when information regard to instrument received.