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Code Block
languagecpp
// Releasing
 
virtual void release() const = 0;
 
// ID
 
virtual std::string getId() const = 0;
 
// Subscribing / unsubscribing
 
virtual bool subscribed() const = 0;
 
// Subscribes to thean instrument.
// instrumentListener should stay alive until unsubscribe() is called.
virtual void subscribe(InstrumentListener* instrumentListener) = 0;
 
// Unsubscribes from thean instrument.
// Should only be called if subscribe() succeeded.
virtual void unsubscribe() = 0;
 
// Returns instrument statistics snapshot.
virtual void getStatistics(InstrumentStatistics& statistics) = 0;

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Code Block
languagecpp
// Messages
 
// Called on an instrument reset. The client should reset all its message derived data.
virtual void onReset(Instrument* instrument, ResetReason resetReason) = 0;
 
// Called on a FIX message.
virtual void onFixMessage(Instrument* instrument, Engine::FIXMessage* message, PerformanceIndicator* performanceIndicator) = 0;

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Code Block
languagecpp
// Data
 
// Returns the size of data to receive and pass to onDataReceived() or 0.
virtual size_t getDataSize(UdpConnection* connection, const void* data, size_t size) = 0;
 
// Called on data received.
virtual void onDataReceived(UdpConnection* connection, const void* data, size_t size) = 0;
 
// Called to notify that no more data is available.
virtual void onNoData(UdpConnection* connection) = 0;

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