The interface for message_handlers in jb::itch5::process_iostream. More...

Public Member Functions
template<typename message_type_t >
void	handle_message (time_point const &recv_ts, std::uint64_t msgcnt, std::size_t msgoffset, message_type_t const &m)
	Handle a message. More...

void	handle_unknown (time_point const &recv_ts, unknown_message const &msg)
	Handle completely unknown or unexpected messages. More...

Time measurement
The handler must provide a clock to measure parsing and processing delays in the jb::itch5::process_iostream() function. Typically this is a simple typedef around std::chrono::steady_clock and a wrapper around std::chrono::steady_clock::now().
typedef	time_point
	Timestamps. More...

time_point	now () const
	Get the current time. More...

Detailed Description

The interface for message_handlers in jb::itch5::process_iostream.

The jb::itch5::process_iostream() function reads an ITCH-5.0 file and calls a handler to process each message. This class documents the interface that must be implemented by such a class.

Definition at line 9 of file message_handler_concept.dox.

Member Function Documentation

◆ handle_message()

template<typename message_type_t >

void jb::itch5::message_handler_concept::handle_message	(	time_point const &	recv_ts,
		std::uint64_t	msgcnt,
		std::size_t	msgoffset,
		message_type_t const &	m
	)

Handle a message.

The handler can define this as a single template member function, or as a template member function with some specializations, or as a list of overloaded member functions.

Template Parameters

message_type_t the type of the message, each ITCH-5.0 message type is represented by a different C++ message in jb::itch5

Parameters

recv_ts	the timestamp when the message was received. The message processor timestamps each message after it is fully received, but before it is parsed.
msgcnt	the number of messages received before this message
msgoffset	the number of bytes received before this message
m	the message itself

◆ handle_unknown()

void jb::itch5::message_handler_concept::handle_unknown	(	time_point const &	recv_ts,
		unknown_message const &	msg
	)

Handle completely unknown or unexpected messages.

If the message processor receives an unknown or unexpected message type this member function is called.

Parameters

recv_ts	the timestamp when the message was received by the processor.
msg	the unknown message details and contents

◆ now()

time_point jb::itch5::message_handler_concept::now ( ) const

Get the current time.

Member Data Documentation

◆ time_point

typedef jb::itch5::message_handler_concept::time_point

Timestamps.

Definition at line 24 of file message_handler_concept.dox.

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

doc/message_handler_concept.dox

Public Member Functions