trading_core::MarketDataPublisher Class Reference

Manages market data subscriptions and broadcasts updates. More...

#include <MarketDataPublisher.h>

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

Public Member Functions
void	addGeneralIncrementalSubscriber (IncrementalCallback callback)
void	addGeneralSnapshotSubscriber (SnapshotCallback callback)
void	addSubscription (common::Symbol symbol, common::SessionID sessionId)
virtual void	publishIncremental (const fix::MarketDataIncrementalRefresh &refresh)
virtual 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
std::vector< IncrementalCallback >	mGeneralIncrementalCallbacks
std::vector< SnapshotCallback >	mGeneralSnapshotCallbacks
std::shared_mutex	mMutex
std::vector< IncrementalCallback >	mSessionIncrementalCallbacks
std::vector< SnapshotCallback >	mSessionSnapshotCallbacks
std::map< common::Symbol, std::vector< common::SessionID > >	mSubscriptions

Detailed Description

Manages market data subscriptions and broadcasts updates.

This class handles internal subscriptions and routes snapshots and incremental updates to various interested parties (FIX sessions, UI, etc.).

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

addGeneralIncrementalSubscriber()

void trading_core::MarketDataPublisher::addGeneralIncrementalSubscriber

(

IncrementalCallback

callback

)

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addGeneralSnapshotSubscriber()

void trading_core::MarketDataPublisher::addGeneralSnapshotSubscriber

(

SnapshotCallback

callback

)

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 )

virtual

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publishSnapshot()

void trading_core::MarketDataPublisher::publishSnapshot ( const fix::MarketDataSnapshotFullRefresh &  snapshot )

virtual

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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

mGeneralIncrementalCallbacks

std::vector<IncrementalCallback> trading_core::MarketDataPublisher::mGeneralIncrementalCallbacks

private

mGeneralSnapshotCallbacks

std::vector<SnapshotCallback> trading_core::MarketDataPublisher::mGeneralSnapshotCallbacks

private

mMutex

std::shared_mutex trading_core::MarketDataPublisher::mMutex

mutableprivate

mSessionIncrementalCallbacks

std::vector<IncrementalCallback> trading_core::MarketDataPublisher::mSessionIncrementalCallbacks

private

mSessionSnapshotCallbacks

std::vector<SnapshotCallback> trading_core::MarketDataPublisher::mSessionSnapshotCallbacks

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:

• exchange/exchange_publishers/include/exchange_publishers/MarketDataPublisher.h
• exchange/exchange_publishers/src/MarketDataPublisher.cpp