RT::IMarketDataConsumer Class Reference

Abstract class, defines interface for market data call back retrieval. More...

Inheritance diagram for RT::IMarketDataConsumer:

Public Member Functions
virtual void	onMarketData (RTInstrument &)=0
virtual void	onMarketData (const inside_market_notification_t &, const std::string &)=0
virtual void	onMarketData (const market_depth_notification_t &, const std::string &)=0
virtual void	onMarketData (const implied_market_depth_notification_t &, const std::string &)=0
virtual void	onMarketData (const outright_market_depth_notification_t &, const std::string &)=0
virtual void	onMarketData (const market_state_notification_t &, const std::string &)=0
virtual void	onMarketData (const last_trade_carrier_t &, const std::string &)=0
virtual void	onMarketData (const rfq_notification_t &, const std::string &)=0
virtual void	onMarketData (const ohlc_carrier_t &, const std::string &)=0
virtual void	on_md_handler_connected ()=0
virtual void	on_md_handler_disconnected ()=0
virtual void	on_md_source_state_changed (const char *src_name)=0

Detailed Description

Abstract class, defines interface for market data call back retrieval.

virtual void RT::IMarketDataConsumer::on_md_handler_connected ( ) [pure virtual]

Market service connected event handler

virtual void RT::IMarketDataConsumer::on_md_handler_disconnected ( ) [pure virtual]

Market service disconnected event handler

virtual void RT::IMarketDataConsumer::on_md_source_state_changed ( const char * src_name ) [pure virtual]

Some of market data sources has changed status

virtual void RT::IMarketDataConsumer::onMarketData	(	const ohlc_carrier_t &	,
		const std::string &
	)			`[pure virtual]`

OHLC Bar receiving callback

Implemented in RT::RoboTrader.

virtual void RT::IMarketDataConsumer::onMarketData	(	const rfq_notification_t &	,
		const std::string &
	)			`[pure virtual]`

Rfq receiving callback

Implemented in RT::RoboTrader.

virtual void RT::IMarketDataConsumer::onMarketData	(	const last_trade_carrier_t &	,
		const std::string &
	)			`[pure virtual]`

Last trade receiving callback

Implemented in RT::RoboTrader.

virtual void RT::IMarketDataConsumer::onMarketData	(	const market_state_notification_t &	,
		const std::string &
	)			`[pure virtual]`

Market state receiving callback

Implemented in RT::RoboTrader.

virtual void RT::IMarketDataConsumer::onMarketData	(	const outright_market_depth_notification_t &	,
		const std::string &
	)			`[pure virtual]`

Outright market depth receiving callback

Implemented in RT::RoboTrader.

virtual void RT::IMarketDataConsumer::onMarketData	(	const implied_market_depth_notification_t &	,
		const std::string &
	)			`[pure virtual]`

Implied market depth receiving callback

Implemented in RT::RoboTrader.

virtual void RT::IMarketDataConsumer::onMarketData	(	const market_depth_notification_t &	,
		const std::string &
	)			`[pure virtual]`

Market depth receiving callback

Implemented in RT::RoboTrader.

virtual void RT::IMarketDataConsumer::onMarketData	(	const inside_market_notification_t &	,
		const std::string &
	)			`[pure virtual]`

Inside market data receiving callback

Implemented in RT::RoboTrader.

virtual void RT::IMarketDataConsumer::onMarketData ( RTInstrument & ) [pure virtual]

Instrument description receiving callback

Implemented in RT::RoboTrader.

The documentation for this class was generated from the following file: