CppTrader::Matching::MarketHandler Class Reference

Market handler class. More...

#include <market_handler.h>

Public Member Functions
	MarketHandler ()=default
	MarketHandler (const MarketHandler &)=delete
	MarketHandler (MarketHandler &&)=delete
virtual	~MarketHandler ()=default
MarketHandler &	operator= (const MarketHandler &)=delete
MarketHandler &	operator= (MarketHandler &&)=delete

Protected Member Functions
virtual void	onAddSymbol (const Symbol &symbol)
virtual void	onDeleteSymbol (const Symbol &symbol)
virtual void	onAddOrderBook (const OrderBook &order_book)
virtual void	onUpdateOrderBook (const OrderBook &order_book, bool top)
virtual void	onDeleteOrderBook (const OrderBook &order_book)
virtual void	onAddLevel (const OrderBook &order_book, const Level &level, bool top)
virtual void	onUpdateLevel (const OrderBook &order_book, const Level &level, bool top)
virtual void	onDeleteLevel (const OrderBook &order_book, const Level &level, bool top)
virtual void	onAddOrder (const Order &order)
virtual void	onUpdateOrder (const Order &order)
virtual void	onDeleteOrder (const Order &order)
virtual void	onExecuteOrder (const Order &order, uint64_t price, uint64_t quantity)

Friends
class	MarketManager

Detailed Description

Market handler class.

Market handler is used to handle all market events from MarketManager with a custom actions. Custom implementations of the market handler could be used to monitor the following changes in the market:

• Add/Remove/Modify symbols
• Add/Remove/Modify orders
• Order executions
• Order book updates

Not thread-safe.

Examples

market_manager.cpp, and matching_engine.cpp.

Definition at line 32 of file market_handler.h.

Constructor & Destructor Documentation

MarketHandler() [1/3]

CppTrader::Matching::MarketHandler::MarketHandler ( )

default

MarketHandler() [2/3]

CppTrader::Matching::MarketHandler::MarketHandler ( const MarketHandler &  )

delete

MarketHandler() [3/3]

CppTrader::Matching::MarketHandler::MarketHandler ( MarketHandler &&  )

delete

~MarketHandler()

virtual CppTrader::Matching::MarketHandler::~MarketHandler ( )

virtualdefault

Member Function Documentation

onAddLevel()

virtual void CppTrader::Matching::MarketHandler::onAddLevel ( const OrderBook &  order_book, const Level &  level, bool  top  )

inlineprotectedvirtual

Definition at line 56 of file market_handler.h.

onAddOrder()

virtual void CppTrader::Matching::MarketHandler::onAddOrder ( const Order &  order )

inlineprotectedvirtual

Definition at line 61 of file market_handler.h.

onAddOrderBook()

virtual void CppTrader::Matching::MarketHandler::onAddOrderBook ( const OrderBook &  order_book )

inlineprotectedvirtual

Definition at line 51 of file market_handler.h.

onAddSymbol()

virtual void CppTrader::Matching::MarketHandler::onAddSymbol ( const Symbol &  symbol )

inlineprotectedvirtual

Definition at line 47 of file market_handler.h.

onDeleteLevel()

virtual void CppTrader::Matching::MarketHandler::onDeleteLevel ( const OrderBook &  order_book, const Level &  level, bool  top  )

inlineprotectedvirtual

Definition at line 58 of file market_handler.h.

onDeleteOrder()

virtual void CppTrader::Matching::MarketHandler::onDeleteOrder ( const Order &  order )

inlineprotectedvirtual

Definition at line 63 of file market_handler.h.

onDeleteOrderBook()

virtual void CppTrader::Matching::MarketHandler::onDeleteOrderBook ( const OrderBook &  order_book )

inlineprotectedvirtual

Definition at line 53 of file market_handler.h.

onDeleteSymbol()

virtual void CppTrader::Matching::MarketHandler::onDeleteSymbol ( const Symbol &  symbol )

inlineprotectedvirtual

Definition at line 48 of file market_handler.h.

onExecuteOrder()

virtual void CppTrader::Matching::MarketHandler::onExecuteOrder ( const Order &  order, uint64_t  price, uint64_t  quantity  )

inlineprotectedvirtual

Definition at line 66 of file market_handler.h.

onUpdateLevel()

virtual void CppTrader::Matching::MarketHandler::onUpdateLevel ( const OrderBook &  order_book, const Level &  level, bool  top  )

inlineprotectedvirtual

Definition at line 57 of file market_handler.h.

onUpdateOrder()

virtual void CppTrader::Matching::MarketHandler::onUpdateOrder ( const Order &  order )

inlineprotectedvirtual

Definition at line 62 of file market_handler.h.

onUpdateOrderBook()

virtual void CppTrader::Matching::MarketHandler::onUpdateOrderBook ( const OrderBook &  order_book, bool  top  )

inlineprotectedvirtual

Definition at line 52 of file market_handler.h.

operator=() [1/2]

MarketHandler & CppTrader::Matching::MarketHandler::operator= ( const MarketHandler &  )

delete

operator=() [2/2]

MarketHandler & CppTrader::Matching::MarketHandler::operator= ( MarketHandler &&  )

delete

Friends And Related Symbol Documentation

MarketManager

friend class MarketManager

friend

Definition at line 34 of file market_handler.h.

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

• include/trader/matching/market_handler.h