Receives instrument related events. More...

#include <B2BITS_MDApplicationListeners.h>

Inheritance diagram for Globex::InstrumentListener:

Collaboration diagram for Globex::InstrumentListener:

Public Member Functions
virtual void	onBookReset (SecurityDesc const &secDesc, SecurityID secID)=0
	Faired on reset book (35=X and 269=J)

virtual void	onError (SecurityDesc const &secDesc, SecurityID secID, Engine::AsciiString const &error)=0
	Faired on error (example: when second subscribing was attempt for the same instrument)

virtual bool	onIncrement (SecurityDesc const &secDesc, SecurityID secID, Engine::TagValue const const msgs, size_t incrementsCount)=0
	Faired when update for instrument is available.

virtual bool	onNaturalRefresh (SecurityDesc const &secDesc, SecurityID secID, Engine::TagValue const const nrMsgs, size_t incrementsCount, bool isNewSequence)=0
	Faired when user should reset book with the new values and Natural Refresh is used.

virtual void	onRecoveryStarted (SecurityDesc const &secDesc, SecurityID secID)=0
	Faired when recovery is started.

virtual void	onRecoveryStopped (SecurityDesc const &secDesc, SecurityID secID, RecoveryReason reason)=0
	Faired when recovery is ended.

virtual void	onSnapshot (SecurityDesc const &secDesc, SecurityID secID, Engine::FIXMessage const &msg)=0
	Faired when user should reset book with the bnew values.

virtual void	onSubscribed (SecurityDesc const &secDesc, SecurityID secID)=0
	Notifies about new subscription.

virtual void	onUnsubscribed (SecurityDesc const &secDesc, SecurityID secID)=0
	Faired when unsubscribed from security description.

virtual void	process (Engine::FIXMessage const &msg)=0
	Faired when information regard to instrument received.

Public Member Functions inherited from Globex::SecurityDefinitionListener
virtual bool	onEndSecurityDefinitionSequence (Symbol const &, SecurityID, SecurityDesc const &, std::string const &, std::string const &)
	Faired when security definition sequence was ended.

virtual bool	onSecurityDefinition (SecurityDesc const &secDesc, SecurityID secID, Engine::FIXMessage const &dMsg, std::string const &channelID)=0
	Faired when security definition message is received.

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.

Protected Member Functions
virtual	~InstrumentListener ()

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

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

Receives instrument related events.

Constructor & Destructor Documentation

◆ ~InstrumentListener()

virtual Globex::InstrumentListener::~InstrumentListener ( )

inlineprotectedvirtual

Member Function Documentation

◆ onBookReset()

virtual void Globex::InstrumentListener::onBookReset	(	SecurityDesc const &	secDesc,
		SecurityID	secID )

pure virtual

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

Parameters

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

◆ onError()

virtual void Globex::InstrumentListener::onError	(	SecurityDesc const &	secDesc,
		SecurityID	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 Globex::InstrumentListener::onIncrement	(	SecurityDesc const &	secDesc,
		SecurityID	secID,
		Engine::TagValue 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 Globex::InstrumentListener::onNaturalRefresh	(	SecurityDesc const &	secDesc,
		SecurityID	secID,
		Engine::TagValue const const	nrMsgs,
		size_t	incrementsCount,
		bool	isNewSequence )

pure virtual

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 Globex::InstrumentListener::onRecoveryStarted	(	SecurityDesc const &	secDesc,
		SecurityID	secID )

pure virtual

Faired when recovery is started.

Parameters

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

◆ onRecoveryStopped()

virtual void Globex::InstrumentListener::onRecoveryStopped	(	SecurityDesc const &	secDesc,
		SecurityID	secID,
		RecoveryReason	reason )

pure virtual

Faired when recovery is ended.

Parameters

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

◆ onSnapshot()

virtual void Globex::InstrumentListener::onSnapshot	(	SecurityDesc const &	secDesc,
		SecurityID	secID,
		Engine::FIXMessage const &	msg )

pure virtual

Faired when user should reset book with the bnew values.

Parameters

secDesc	Security Description of the instrument
secID	Security ID of the instrument
msg	Market Data - Snapshot message

◆ onSubscribed()

virtual void Globex::InstrumentListener::onSubscribed	(	SecurityDesc const &	secDesc,
		SecurityID	secID )

pure virtual

Notifies about new subscription.

Faired when user call Globex::MDApplication::subscribe methods.

Parameters

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

◆ onUnsubscribed()

virtual void Globex::InstrumentListener::onUnsubscribed	(	SecurityDesc const &	secDesc,
		SecurityID	secID )

pure virtual

Faired when unsubscribed from security description.

Parameters

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

◆ process()

virtual void Globex::InstrumentListener::process ( Engine::FIXMessage const & msg )

pure virtual

Faired when information regard to instrument received.

Parameters

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

◆ ~InstrumentListener()

Member Function Documentation

◆ onBookReset()

◆ onError()

◆ onIncrement()

◆ onNaturalRefresh()

◆ onRecoveryStarted()

◆ onRecoveryStopped()

◆ onSnapshot()

◆ onSubscribed()

◆ onUnsubscribed()

◆ process()