28 #ifndef _MF_MFMARKETDATAHANDLER_H_
29 #define _MF_MFMARKETDATAHANDLER_H_
31 #include <MFMarketDataSession.h>
33 #include <mfmarketdata/LogonResponse.hpp>
34 #include <mfmarketdata/Logout.hpp>
35 #include <mfmarketdata/LogoutResponse.hpp>
36 #include <mfmarketdata/Heartbeat.hpp>
37 #include <mfmarketdata/SecurityDefinition.hpp>
38 #include <mfmarketdata/SecurityDefinition.hpp>
39 #include <mfmarketdata/SecurityStatus.hpp>
40 #include <mfmarketdata/MarketDataRequestReject.hpp>
41 #include <mfmarketdata/MarketDataIncrementalRefresh.hpp>
42 #include <mfmarketdata/MDEntry.hpp>
43 #include <mfmarketdata/BatchesCompleted.hpp>
77 virtual void on(
const mfmarketdata::LogonResponse& logonResponse,
84 virtual void on(
const mfmarketdata::Logout& logout,
90 virtual void on(
const mfmarketdata::LogoutResponse& logoutResponse,
96 virtual void on(
const mfmarketdata::Heartbeat& heartbeat,
104 virtual void on(
const mfmarketdata::SecurityDefinition& securityDefinition,
113 virtual void on(
const mfmarketdata::SecurityStatus& securitySession,
123 const mfmarketdata::MarketDataRequestReject& marketDataRequestReject,
130 mfmarketdata::MarketDataIncrementalRefresh& marketDataIncrementalRefresh,
137 virtual void on(mfmarketdata::MDEntry& mdEntry,
143 virtual void on(mfmarketdata::BatchesCompleted& batchesComplete,
virtual void onDisconnect(const std::string &msg, MFMarketDataSession &session)=0
Called when the session socket disconnects.
Applications implement this interface in order to process marketdata messages from a MFMarketDataSess...
Definition: MFMarketDataHandler.h:49
virtual void onStop(MFMarketDataSession &session)=0
Called when the session is being removed from processing in the event loop.
virtual void onStart(MFMarketDataSession &session)=0
Called right before the handler becomes active in the MFClient::run() event loop. ...
virtual void on(const mfmarketdata::LogonResponse &logonResponse, MFMarketDataSession &session)=0
Called when a logon is successful.
A session used to interact with a single venue for market data.
Definition: MFMarketDataSession.h:60
virtual void onConnect(MFMarketDataSession &session)=0
Called when the session establishes a socket connection.