itchcpp/sink_8hpp_source.html

#pragma once


#include "itch/messages.hpp"


namespace itch::io {


class MessageSink {

   public:

    MessageSink() = default;


    MessageSink(const MessageSink&) = default;


    MessageSink(MessageSink&&) noexcept = default;


    auto operator=(const MessageSink&) -> MessageSink& = default;


    auto operator=(MessageSink&&) noexcept -> MessageSink& = default;


    virtual ~MessageSink() = default;


    virtual auto write(const Message& message) -> void = 0;


    virtual auto flush() -> void {}

};


}  // namespace itch::io

itch::io::MessageSink
A generic streaming sink for parsed ITCH messages.
Definition sink.hpp:21

itch::io::MessageSink::MessageSink
MessageSink(MessageSink &&) noexcept=default
Move-constructs a sink.

itch::io::MessageSink::MessageSink
MessageSink()=default
Default-constructs an empty sink.

itch::io::MessageSink::flush
virtual auto flush() -> void
Flushes any buffered output. The default is a no-op.
Definition sink.hpp:51

itch::io::MessageSink::write
virtual auto write(const Message &message) -> void=0
Consumes one parsed message.

itch::io::MessageSink::MessageSink
MessageSink(const MessageSink &)=default
Copy-constructs a sink.

messages.hpp
Defines every ITCH 5.0 message struct, the Message variant, and the stream-printing helpers used to f...

itch::io
Definition csv_sink.hpp:18

itch::Message
std::variant< SystemEventMessage, StockDirectoryMessage, StockTradingActionMessage, RegSHOMessage, MarketParticipantPositionMessage, MWCBDeclineLevelMessage, MWCBStatusMessage, IPOQuotingPeriodUpdateMessage, LULDAuctionCollarMessage, OperationalHaltMessage, AddOrderMessage, AddOrderMPIDAttributionMessage, OrderExecutedMessage, OrderExecutedWithPriceMessage, OrderCancelMessage, OrderDeleteMessage, OrderReplaceMessage, NonCrossTradeMessage, CrossTradeMessage, BrokenTradeMessage, NOIIMessage, RetailPriceImprovementIndicatorMessage, DLCRMessage > Message
A variant able to hold any one of the ITCH 5.0 message structs.
Definition messages.hpp:483