trading_core::MarketDataPublisher Class Reference

#include <MarketDataPublisher.h>

Collaboration diagram for trading_core::MarketDataPublisher:

Public Types
using	IncrementalCallback = std::function< void(const fix::MarketDataIncrementalRefresh &)>
using	SnapshotCallback = std::function< void(const fix::MarketDataSnapshotFullRefresh &)>

Public Member Functions
void	addSubscription (common::Symbol symbol, common::SessionID sessionId)
void	publishIncremental (const fix::MarketDataIncrementalRefresh &refresh)
void	publishSnapshot (const fix::MarketDataSnapshotFullRefresh &snapshot)
void	removeSubscription (common::SessionID sessionId)
void	removeSubscription (common::Symbol symbol, common::SessionID sessionId)
void	subscribeToIncrementals (IncrementalCallback callback)
void	subscribeToSnapshots (SnapshotCallback callback)

Private Attributes
IncrementalCallback	mIncrementalCallback
SnapshotCallback	mSnapshotCallback
std::map< common::Symbol, std::vector< common::SessionID > >	mSubscriptions

Member Typedef Documentation

IncrementalCallback

using trading_core::MarketDataPublisher::IncrementalCallback = std::function<void(const fix::MarketDataIncrementalRefresh&)>

SnapshotCallback

using trading_core::MarketDataPublisher::SnapshotCallback = std::function<void(const fix::MarketDataSnapshotFullRefresh&)>

Member Function Documentation

addSubscription()

void trading_core::MarketDataPublisher::addSubscription	(	common::Symbol	symbol,
		common::SessionID	sessionId
	)

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publishIncremental()

void trading_core::MarketDataPublisher::publishIncremental

(

const fix::MarketDataIncrementalRefresh &

refresh

)

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publishSnapshot()

void trading_core::MarketDataPublisher::publishSnapshot

(

const fix::MarketDataSnapshotFullRefresh &

snapshot

)

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removeSubscription() [1/2]

void trading_core::MarketDataPublisher::removeSubscription

(

common::SessionID

sessionId

)

removeSubscription() [2/2]

void trading_core::MarketDataPublisher::removeSubscription	(	common::Symbol	symbol,
		common::SessionID	sessionId
	)

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subscribeToIncrementals()

void trading_core::MarketDataPublisher::subscribeToIncrementals

(

IncrementalCallback

callback

)

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subscribeToSnapshots()

void trading_core::MarketDataPublisher::subscribeToSnapshots

(

SnapshotCallback

callback

)

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Member Data Documentation

mIncrementalCallback

IncrementalCallback trading_core::MarketDataPublisher::mIncrementalCallback

private

mSnapshotCallback

SnapshotCallback trading_core::MarketDataPublisher::mSnapshotCallback

private

mSubscriptions

std::map<common::Symbol, std::vector<common::SessionID> > trading_core::MarketDataPublisher::mSubscriptions

private

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

• core/trading_core/include/trading_core/MarketDataPublisher.h
• core/trading_core/src/MarketDataPublisher.cpp