trader
v0.1a
A framework to build trading applications
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Public Member Functions | |
virtual void | SetReceivingConnection (Poco::AutoPtr< Connection > _connection) |
virtual void | SetName (const std::string &_name) |
virtual const std::string & | GetName () const |
Public Member Functions inherited from trader::Interface::IConnection | |
virtual void | IOI (Poco::AutoPtr< IOIData > iOIData)=0 |
virtual void | Advertisement (Poco::AutoPtr< AdvertisementData > advertisementData)=0 |
virtual void | ExecutionReport (Poco::AutoPtr< ExecutionReportData > executionReportData)=0 |
virtual void | OrderCancelReject (Poco::AutoPtr< OrderCancelRejectData > orderCancelRejectData)=0 |
virtual void | News (Poco::AutoPtr< NewsData > newsData)=0 |
virtual void | Email (Poco::AutoPtr< EmailData > emailData)=0 |
virtual void | NewOrderSingle (Poco::AutoPtr< NewOrderSingleData > newOrderSingleData)=0 |
virtual void | NewOrderList (Poco::AutoPtr< NewOrderListData > newOrderListData)=0 |
virtual void | OrderCancelRequest (Poco::AutoPtr< OrderCancelRequestData > orderCancelRequestData)=0 |
virtual void | OrderCancelReplaceRequest (Poco::AutoPtr< OrderCancelReplaceRequestData > orderCancelReplaceRequestData)=0 |
virtual void | OrderStatusRequest (Poco::AutoPtr< OrderStatusRequestData > orderStatusRequestData)=0 |
virtual void | AllocationInstruction (Poco::AutoPtr< AllocationInstructionData > allocationInstructionData)=0 |
virtual void | ListCancelRequest (Poco::AutoPtr< ListCancelRequestData > listCancelRequestData)=0 |
virtual void | ListExecute (Poco::AutoPtr< ListExecuteData > listExecuteData)=0 |
virtual void | ListStatusRequest (Poco::AutoPtr< ListStatusRequestData > listStatusRequestData)=0 |
virtual void | ListStatus (Poco::AutoPtr< ListStatusData > listStatusData)=0 |
virtual void | AllocationInstructionAck (Poco::AutoPtr< AllocationInstructionAckData > allocationInstructionAckData)=0 |
virtual void | DontKnowTrade (Poco::AutoPtr< DontKnowTradeData > dontKnowTradeData)=0 |
virtual void | QuoteRequest (Poco::AutoPtr< QuoteRequestData > quoteRequestData)=0 |
virtual void | Quote (Poco::AutoPtr< QuoteData > quoteData)=0 |
virtual void | SettlementInstructions (Poco::AutoPtr< SettlementInstructionsData > settlementInstructionsData)=0 |
virtual void | MarketDataRequest (Poco::AutoPtr< MarketDataRequestData > marketDataRequestData)=0 |
virtual void | MarketDataSnapshotFullRefresh (Poco::AutoPtr< MarketDataSnapshotFullRefreshData > marketDataSnapshotFullRefreshData)=0 |
virtual void | MarketDataIncrementalRefresh (Poco::AutoPtr< MarketDataIncrementalRefreshData > marketDataIncrementalRefreshData)=0 |
virtual void | MarketDataRequestReject (Poco::AutoPtr< MarketDataRequestRejectData > marketDataRequestRejectData)=0 |
virtual void | QuoteCancel (Poco::AutoPtr< QuoteCancelData > quoteCancelData)=0 |
virtual void | QuoteStatusRequest (Poco::AutoPtr< QuoteStatusRequestData > quoteStatusRequestData)=0 |
virtual void | MassQuoteAcknowledgement (Poco::AutoPtr< MassQuoteAcknowledgementData > massQuoteAcknowledgementData)=0 |
virtual void | SecurityDefinitionRequest (Poco::AutoPtr< SecurityDefinitionRequestData > securityDefinitionRequestData)=0 |
virtual void | SecurityDefinition (Poco::AutoPtr< SecurityDefinitionData > securityDefinitionData)=0 |
virtual void | SecurityStatusRequest (Poco::AutoPtr< SecurityStatusRequestData > securityStatusRequestData)=0 |
virtual void | SecurityStatus (Poco::AutoPtr< SecurityStatusData > securityStatusData)=0 |
virtual void | TradingSessionStatusRequest (Poco::AutoPtr< TradingSessionStatusRequestData > tradingSessionStatusRequestData)=0 |
virtual void | TradingSessionStatus (Poco::AutoPtr< TradingSessionStatusData > tradingSessionStatusData)=0 |
virtual void | MassQuote (Poco::AutoPtr< MassQuoteData > massQuoteData)=0 |
virtual void | BusinessMessageReject (Poco::AutoPtr< BusinessMessageRejectData > businessMessageRejectData)=0 |
virtual void | BidRequest (Poco::AutoPtr< BidRequestData > bidRequestData)=0 |
virtual void | BidResponse (Poco::AutoPtr< BidResponseData > bidResponseData)=0 |
virtual void | ListStrikePrice (Poco::AutoPtr< ListStrikePriceData > listStrikePriceData)=0 |
virtual void | RegistrationInstructions (Poco::AutoPtr< RegistrationInstructionsData > registrationInstructionsData)=0 |
virtual void | RegistrationInstructionsResponse (Poco::AutoPtr< RegistrationInstructionsResponseData > registrationInstructionsResponseData)=0 |
virtual void | OrderMassCancelRequest (Poco::AutoPtr< OrderMassCancelRequestData > orderMassCancelRequestData)=0 |
virtual void | OrderMassCancelReport (Poco::AutoPtr< OrderMassCancelReportData > orderMassCancelReportData)=0 |
virtual void | NewOrderCross (Poco::AutoPtr< NewOrderCrossData > newOrderCrossData)=0 |
virtual void | CrossOrderCancelReplaceRequest (Poco::AutoPtr< CrossOrderCancelReplaceRequestData > crossOrderCancelReplaceRequestData)=0 |
virtual void | CrossOrderCancelRequest (Poco::AutoPtr< CrossOrderCancelRequestData > crossOrderCancelRequestData)=0 |
virtual void | SecurityTypeRequest (Poco::AutoPtr< SecurityTypeRequestData > securityTypeRequestData)=0 |
virtual void | SecurityTypes (Poco::AutoPtr< SecurityTypesData > securityTypesData)=0 |
virtual void | SecurityListRequest (Poco::AutoPtr< SecurityListRequestData > securityListRequestData)=0 |
virtual void | SecurityList (Poco::AutoPtr< SecurityListData > securityListData)=0 |
virtual void | DerivativeSecurityListRequest (Poco::AutoPtr< DerivativeSecurityListRequestData > derivativeSecurityListRequestData)=0 |
virtual void | DerivativeSecurityList (Poco::AutoPtr< DerivativeSecurityListData > derivativeSecurityListData)=0 |
virtual void | NewOrderMultileg (Poco::AutoPtr< NewOrderMultilegData > newOrderMultilegData)=0 |
virtual void | MultilegOrderCancelReplace (Poco::AutoPtr< MultilegOrderCancelReplaceData > multilegOrderCancelReplaceData)=0 |
virtual void | TradeCaptureReportRequest (Poco::AutoPtr< TradeCaptureReportRequestData > tradeCaptureReportRequestData)=0 |
virtual void | TradeCaptureReport (Poco::AutoPtr< TradeCaptureReportData > tradeCaptureReportData)=0 |
virtual void | OrderMassStatusRequest (Poco::AutoPtr< OrderMassStatusRequestData > orderMassStatusRequestData)=0 |
virtual void | QuoteRequestReject (Poco::AutoPtr< QuoteRequestRejectData > quoteRequestRejectData)=0 |
virtual void | RFQRequest (Poco::AutoPtr< RFQRequestData > rFQRequestData)=0 |
virtual void | QuoteStatusReport (Poco::AutoPtr< QuoteStatusReportData > quoteStatusReportData)=0 |
virtual void | QuoteResponse (Poco::AutoPtr< QuoteResponseData > quoteResponseData)=0 |
virtual void | Confirmation (Poco::AutoPtr< ConfirmationData > confirmationData)=0 |
virtual void | PositionMaintenanceRequest (Poco::AutoPtr< PositionMaintenanceRequestData > positionMaintenanceRequestData)=0 |
virtual void | PositionMaintenanceReport (Poco::AutoPtr< PositionMaintenanceReportData > positionMaintenanceReportData)=0 |
virtual void | RequestForPositions (Poco::AutoPtr< RequestForPositionsData > requestForPositionsData)=0 |
virtual void | RequestForPositionsAck (Poco::AutoPtr< RequestForPositionsAckData > requestForPositionsAckData)=0 |
virtual void | PositionReport (Poco::AutoPtr< PositionReportData > positionReportData)=0 |
virtual void | TradeCaptureReportRequestAck (Poco::AutoPtr< TradeCaptureReportRequestAckData > tradeCaptureReportRequestAckData)=0 |
virtual void | TradeCaptureReportAck (Poco::AutoPtr< TradeCaptureReportAckData > tradeCaptureReportAckData)=0 |
virtual void | AllocationReport (Poco::AutoPtr< AllocationReportData > allocationReportData)=0 |
virtual void | AllocationReportAck (Poco::AutoPtr< AllocationReportAckData > allocationReportAckData)=0 |
virtual void | ConfirmationAck (Poco::AutoPtr< ConfirmationAckData > confirmationAckData)=0 |
virtual void | SettlementInstructionRequest (Poco::AutoPtr< SettlementInstructionRequestData > settlementInstructionRequestData)=0 |
virtual void | AssignmentReport (Poco::AutoPtr< AssignmentReportData > assignmentReportData)=0 |
virtual void | CollateralRequest (Poco::AutoPtr< CollateralRequestData > collateralRequestData)=0 |
virtual void | CollateralAssignment (Poco::AutoPtr< CollateralAssignmentData > collateralAssignmentData)=0 |
virtual void | CollateralResponse (Poco::AutoPtr< CollateralResponseData > collateralResponseData)=0 |
virtual void | CollateralReport (Poco::AutoPtr< CollateralReportData > collateralReportData)=0 |
virtual void | CollateralInquiry (Poco::AutoPtr< CollateralInquiryData > collateralInquiryData)=0 |
virtual void | NetworkCounterpartySystemStatusRequest (Poco::AutoPtr< NetworkCounterpartySystemStatusRequestData > networkCounterpartySystemStatusRequestData)=0 |
virtual void | NetworkCounterpartySystemStatusResponse (Poco::AutoPtr< NetworkCounterpartySystemStatusResponseData > networkCounterpartySystemStatusResponseData)=0 |
virtual void | UserRequest (Poco::AutoPtr< UserRequestData > userRequestData)=0 |
virtual void | UserResponse (Poco::AutoPtr< UserResponseData > userResponseData)=0 |
virtual void | CollateralInquiryAck (Poco::AutoPtr< CollateralInquiryAckData > collateralInquiryAckData)=0 |
virtual void | ConfirmationRequest (Poco::AutoPtr< ConfirmationRequestData > confirmationRequestData)=0 |
virtual void | ContraryIntentionReport (Poco::AutoPtr< ContraryIntentionReportData > contraryIntentionReportData)=0 |
virtual void | SecurityDefinitionUpdateReport (Poco::AutoPtr< SecurityDefinitionUpdateReportData > securityDefinitionUpdateReportData)=0 |
virtual void | SecurityListUpdateReport (Poco::AutoPtr< SecurityListUpdateReportData > securityListUpdateReportData)=0 |
virtual void | AdjustedPositionReport (Poco::AutoPtr< AdjustedPositionReportData > adjustedPositionReportData)=0 |
virtual void | AllocationInstructionAlert (Poco::AutoPtr< AllocationInstructionAlertData > allocationInstructionAlertData)=0 |
virtual void | ExecutionAcknowledgement (Poco::AutoPtr< ExecutionAcknowledgementData > executionAcknowledgementData)=0 |
virtual void | TradingSessionList (Poco::AutoPtr< TradingSessionListData > tradingSessionListData)=0 |
virtual void | TradingSessionListRequest (Poco::AutoPtr< TradingSessionListRequestData > tradingSessionListRequestData)=0 |
virtual void | SettlementObligationReport (Poco::AutoPtr< SettlementObligationReportData > settlementObligationReportData)=0 |
virtual void | DerivativeSecurityListUpdateReport (Poco::AutoPtr< DerivativeSecurityListUpdateReportData > derivativeSecurityListUpdateReportData)=0 |
virtual void | TradingSessionListUpdateReport (Poco::AutoPtr< TradingSessionListUpdateReportData > tradingSessionListUpdateReportData)=0 |
virtual void | MarketDefinitionRequest (Poco::AutoPtr< MarketDefinitionRequestData > marketDefinitionRequestData)=0 |
virtual void | MarketDefinition (Poco::AutoPtr< MarketDefinitionData > marketDefinitionData)=0 |
virtual void | MarketDefinitionUpdateReport (Poco::AutoPtr< MarketDefinitionUpdateReportData > marketDefinitionUpdateReportData)=0 |
virtual void | ApplicationMessageRequest (Poco::AutoPtr< ApplicationMessageRequestData > applicationMessageRequestData)=0 |
virtual void | ApplicationMessageRequestAck (Poco::AutoPtr< ApplicationMessageRequestAckData > applicationMessageRequestAckData)=0 |
virtual void | ApplicationMessageReport (Poco::AutoPtr< ApplicationMessageReportData > applicationMessageReportData)=0 |
virtual void | OrderMassActionReport (Poco::AutoPtr< OrderMassActionReportData > orderMassActionReportData)=0 |
virtual void | OrderMassActionRequest (Poco::AutoPtr< OrderMassActionRequestData > orderMassActionRequestData)=0 |
virtual void | UserNotification (Poco::AutoPtr< UserNotificationData > userNotificationData)=0 |
virtual void | StreamAssignmentRequest (Poco::AutoPtr< StreamAssignmentRequestData > streamAssignmentRequestData)=0 |
virtual void | StreamAssignmentReport (Poco::AutoPtr< StreamAssignmentReportData > streamAssignmentReportData)=0 |
virtual void | StreamAssignmentReportACK (Poco::AutoPtr< StreamAssignmentReportACKData > streamAssignmentReportACKData)=0 |
virtual void | ProcessMessage (Poco::AutoPtr< IMessageData > _messageData)=0 |
virtual void | DoOperation (Poco::Int32 operation)=0 |
Public Attributes | |
Poco::AutoPtr< Connection > | receivingConnection |
std::string | name |