AP_MDM_AdapterInterface Struct Reference

#include <MDM_MarketDataInterface.h>

Public Attributes
void(*	connect )(void *transportInternals, const char *subKey, AP_MDM_StreamType streamType, HashMap *ctrlParams, AP_TimestampSet *tss)
void(*	disconnect )(void *transportInternals, const char *subKey, AP_MDM_StreamType streamType, HashMap *ctrlParams, AP_TimestampSet *tss)
const char *(*	getKey )(void *transportInternals, const char *symbol, AP_int64 sourceId, AP_MDM_StreamType streamType, HashMap *ctrlParams)

Detailed Description

Adapter Market Data interface

The adapter must fill out this structure with working functions and provide it when initiaizing the Market Data library with AP_MDM_Init.

See also

AP_MDM_Init

Member Data Documentation

void(* AP_MDM_AdapterInterface::connect)(void *transportInternals, const char *subKey, AP_MDM_StreamType streamType, HashMap *ctrlParams, AP_TimestampSet *tss)

Connect Callback

This is called when a new subscription has been identified by the Market Data library and the adapter should subscribe to the external source for the symbol contained in the subKey. If successful AP_MDM_ConnectSuccess() should called, else AP_MDM_ConnectFailed().

Parameters

transportInternals	A pointer to the transport internals provided during initiaization.
subKey	The unique subscription key for this connection generated by a call to getKey.
streamType	The data stream type this connection is for.
ctrlParams	The control parameters for this connection.
tss	The set of timestamps from the connect event.

See also

getKey

disconnect

AP_MDM_ConnectSuccess

AP_MDM_ConnectFailed

void(* AP_MDM_AdapterInterface::disconnect)(void *transportInternals, const char *subKey, AP_MDM_StreamType streamType, HashMap *ctrlParams, AP_TimestampSet *tss)

Disconnect Callback

This is called when the last unsubscription for a symbol has been identified by the Market Data library and the adapter should unsubscribe from the external source for the symbol contained in the subKey. If successful AP_MDM_DisconnectSuccess() should called, else AP_MDM_DisconnectFailed().

Parameters

transportInternals	A pointer to the transport internals provided during initiaization.
subKey	The unique subscription key for this disconnection.
streamType	The data stream type this disconnection is for.
ctrlParams	The control parameters for this disconnection.
tss	The set of timestamps from the disconnect event.

See also

connect

AP_MDM_DisconnectSuccess

AP_MDM_DisconnectFailed

const char*(* AP_MDM_AdapterInterface::getKey)(void *transportInternals, const char *symbol, AP_int64 sourceId, AP_MDM_StreamType streamType, HashMap *ctrlParams)

Subscription Key Generation Callback

This is called when any subscription is received and the adapter should generate a subscription key. It is used to detect duplicate subscriptions. The basic structure of the key should be:-

• "symbol:streamType:sourceId:controlparam1=val1;controlParam2=val2;...:"

Parameters

transportInternals	A pointer to the transport internals provided during initiaization.
symbol	The symbol this subscription is for.
sourceId	The source Id this subscription is for.
streamType	The data stream type this subscription is for.
ctrlParams	The control parameters for this subscription.

Returns

The generated subscription key.

See also

connect

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

• MDM_MarketDataInterface.h