Simulation#
Matcher#
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struct Matcher#
Order matching interface used to manage a simulated order book.
Public Functions
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inline virtual ~Matcher()#
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virtual void operator()(Event<GatewaySettings> const&) = 0#
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virtual void operator()(Event<StreamStatus> const&) = 0#
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virtual void operator()(Event<GatewayStatus> const&) = 0#
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virtual void operator()(Event<ReferenceData> const&) = 0#
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virtual void operator()(Event<MarketStatus> const&) = 0#
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virtual void operator()(Event<MarketByPriceUpdate> const&) = 0#
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virtual void operator()(Event<MarketByOrderUpdate> const&) = 0#
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virtual void operator()(Event<TradeSummary> const&) = 0#
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virtual void operator()(Event<StatisticsUpdate> const&) = 0#
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virtual void operator()(Event<PositionUpdate> const&) = 0#
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virtual void operator()(Event<FundsUpdate> const&) = 0#
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virtual void operator()(Event<CreateOrder> const&) = 0#
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virtual void operator()(Event<ModifyOrder> const&) = 0#
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virtual void operator()(Event<CancelOrder> const&) = 0#
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virtual void operator()(Event<CancelAllOrders> const&) = 0#
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struct Dispatcher#
Dispatch interface used to handle (possibly processed) events.
Public Functions
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virtual void operator()(Event<DownloadBegin> const&) = 0#
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virtual void operator()(Event<DownloadEnd> const&) = 0#
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virtual void operator()(Event<GatewaySettings> const&) = 0#
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virtual void operator()(Event<StreamStatus> const&) = 0#
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virtual void operator()(Event<GatewayStatus> const&) = 0#
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virtual void operator()(Event<ReferenceData> const&) = 0#
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virtual void operator()(Event<MarketStatus> const&) = 0#
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virtual void operator()(Event<MarketByPriceUpdate> const&) = 0#
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virtual void operator()(Event<MarketByOrderUpdate> const&) = 0#
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virtual void operator()(Event<TradeSummary> const&) = 0#
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virtual void operator()(Event<StatisticsUpdate> const&) = 0#
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virtual void operator()(Event<CancelAllOrdersAck> const&) = 0#
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virtual void operator()(Event<OrderUpdate> const&) = 0#
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virtual void operator()(Event<TradeUpdate> const&) = 0#
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virtual void operator()(Event<PositionUpdate> const&) = 0#
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virtual void operator()(Event<FundsUpdate> const&) = 0#
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virtual void operator()(Event<DownloadBegin> const&) = 0#
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inline virtual ~Matcher()#
Generator#
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struct Generator#
Generator interface used to manage a sequence of messages.
Public Functions
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inline virtual ~Generator()#
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virtual uint8_t get_source_id() const = 0#
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virtual std::string_view get_source_name() const = 0#
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virtual std::pair<bool, std::chrono::nanoseconds> peek_next_receive_time() = 0#
Peek next available message, if any.
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virtual void dispatch(Dispatcher&) = 0#
Request the next message to be dispatched.
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struct Dispatcher#
Dispatch interface used to handle update events.
Public Functions
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inline virtual ~Dispatcher()#
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virtual void operator()(Event<GatewaySettings> const&) = 0#
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virtual void operator()(Event<StreamStatus> const&) = 0#
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virtual void operator()(Event<GatewayStatus> const&) = 0#
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virtual void operator()(Event<ReferenceData> const&) = 0#
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virtual void operator()(Event<MarketStatus> const&) = 0#
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virtual void operator()(Event<MarketByPriceUpdate> const&) = 0#
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virtual void operator()(Event<MarketByOrderUpdate> const&) = 0#
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virtual void operator()(Event<TradeSummary> const&) = 0#
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virtual void operator()(Event<StatisticsUpdate> const&) = 0#
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virtual void operator()(Event<PositionUpdate> const&) = 0#
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virtual void operator()(Event<FundsUpdate> const&) = 0#
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inline virtual ~Dispatcher()#
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inline virtual ~Generator()#