trader  v0.1a
A framework to build trading applications
Public Member Functions | List of all members
trader::Interface::MessageReceivingConnection Class Reference
Inheritance diagram for trader::Interface::MessageReceivingConnection:
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Collaboration diagram for trader::Interface::MessageReceivingConnection:
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Public Member Functions

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

Additional Inherited Members

- Public Attributes inherited from trader::Interface::Connection
Poco::AutoPtr< ConnectionreceivingConnection
 
std::string name
 

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