DataFeed::Handlers::CSV Class Reference

A Receiver handler that writes LOB::LimitOrderBook event data in csv format. More...

#include <csv.hpp>

Public Member Functions
	CSV (std::ostream &stream_=std::cout)
	Initialize a new data feed CSV handler. More...
void	did_receive (Receiver< CSV > *receiver, const Messages::StartOfSession &message)
	Handle a start of session message. More...
void	did_receive (Receiver< CSV > *receiver, const Messages::EndOfSession &message)
	Handle an end of session message. More...
void	did_receive (Receiver< CSV > *receiver, const Messages::Clear &message)
	Handle a clear book message. More...
void	did_receive (Receiver< CSV > *receiver, const Messages::AddOrder &message)
	Handle an add order message. More...
void	did_receive (Receiver< CSV > *receiver, const Messages::DeleteOrder &message)
	Handle a delete order message. More...
void	did_receive (Receiver< CSV > *receiver, const Messages::Trade &message)
	Handle a trade message. More...

Detailed Description

A Receiver handler that writes LOB::LimitOrderBook event data in csv format.

Constructor & Destructor Documentation

CSV()

DataFeed::Handlers::CSV::CSV ( std::ostream &  stream_ = std::cout )

inline

Initialize a new data feed CSV handler.

Parameters

stream_

the stream to output the data to

Member Function Documentation

did_receive() [1/6]

void DataFeed::Handlers::CSV::did_receive ( Receiver< CSV > *  receiver, const Messages::AddOrder &  message  )

inline

Handle an add order message.

Parameters

receiver	the receiver that is handling the message
message	the message to handle

did_receive() [2/6]

void DataFeed::Handlers::CSV::did_receive ( Receiver< CSV > *  receiver, const Messages::Clear &  message  )

inline

Handle a clear book message.

Parameters

receiver	the receiver that is handling the message
message	the message to handle

did_receive() [3/6]

void DataFeed::Handlers::CSV::did_receive ( Receiver< CSV > *  receiver, const Messages::DeleteOrder &  message  )

inline

Handle a delete order message.

Parameters

receiver	the receiver that is handling the message
message	the message to handle

did_receive() [4/6]

void DataFeed::Handlers::CSV::did_receive ( Receiver< CSV > *  receiver, const Messages::EndOfSession &  message  )

inline

Handle an end of session message.

Parameters

receiver	the receiver that is handling the message
message	the message to handle

did_receive() [5/6]

void DataFeed::Handlers::CSV::did_receive ( Receiver< CSV > *  receiver, const Messages::StartOfSession &  message  )

inline

Handle a start of session message.

Parameters

receiver	the receiver that is handling the message
message	the message to handle

did_receive() [6/6]

void DataFeed::Handlers::CSV::did_receive ( Receiver< CSV > *  receiver, const Messages::Trade &  message  )

inline

Handle a trade message.

Parameters

receiver	the receiver that is handling the message
message	the message to handle

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

• include/data_feed/handlers/csv.hpp