MessageListener.h

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/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/
 
#pragma once
 
#include <OnixS/B3/MarketData/UMDF/messaging/Messages.h>
#include <OnixS/B3/MarketData/UMDF/messaging/Forwards.h>
#include <OnixS/B3/MarketData/UMDF/Utils.h>
 
ONIXS_B3_UMDF_MD_NAMESPACE_BEGIN
 
ONIXS_B3_UMDF_MD_API_DECL(class, SecurityContext);
ONIXS_B3_UMDF_MD_API_DECL(struct, DataSource);

class ONIXS_B3_UMDF_MD_API MessageListener
{
public:
    virtual void onSequenceReset_1(const Messaging::SequenceReset_1 msg, const DataSource& ds) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds)
 
    
    virtual void onSequence_2(const Messaging::Sequence_2 msg, const DataSource& ds) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds)

    virtual void onEmptyBook_9(const Messaging::EmptyBook_9 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onChannelReset_11(const Messaging::ChannelReset_11 msg, const DataSource& ds) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds)

    virtual void onSecurityStatus_3(const Messaging::SecurityStatus_3 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onSecurityGroupPhase_10(const Messaging::SecurityGroupPhase_10 msg, const DataSource& ds) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds)

    virtual void onSecurityDefinition_12(const Messaging::SecurityDefinition_12 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onSnapshotFullRefresh_Header_30(const Messaging::SnapshotFullRefresh_Header_30 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onSnapshotFullRefresh_Orders_MBO_71(const Messaging::SnapshotFullRefresh_Orders_MBO_71 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onNews_5(const Messaging::News_5 msg, const DataSource& ds) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds)

    virtual void onClosingPrice_17(const Messaging::ClosingPrice_17 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onQuantityBand_21(const Messaging::QuantityBand_21 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onPriceBand_22(const Messaging::PriceBand_22 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onOpeningPrice_15(const Messaging::OpeningPrice_15 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onTheoreticalOpeningPrice_16(const Messaging::TheoreticalOpeningPrice_16 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onAuctionImbalance_19(const Messaging::AuctionImbalance_19 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onHighPrice_24(const Messaging::HighPrice_24 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onLowPrice_25(const Messaging::LowPrice_25 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onLastTradePrice_27(const Messaging::LastTradePrice_27 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onSettlementPrice_28(const Messaging::SettlementPrice_28 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onOpenInterest_29(const Messaging::OpenInterest_29 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onOrder_MBO_50(const Messaging::Order_MBO_50 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onDeleteOrder_MBO_51(const Messaging::DeleteOrder_MBO_51 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onMassDeleteOrders_MBO_52(const Messaging::MassDeleteOrders_MBO_52 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onTrade_53(const Messaging::Trade_53 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onForwardTrade_54(const Messaging::ForwardTrade_54 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onExecutionSummary_55(const Messaging::ExecutionSummary_55 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onExecutionStatistics_56(const Messaging::ExecutionStatistics_56 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onTradeBust_57(const Messaging::TradeBust_57 msg, const DataSource& ds, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds, ctx)

    virtual void onUnknownMessage(const Messaging::SbeMessage msg, const DataSource& ds) ONIXS_B3_UMDF_MD_EMPTY_BODY(msg, ds)

    virtual void onInstrumentChannelGap() ONIXS_B3_UMDF_MD_EMPTY_BODY();

    virtual void onInstrumentChannelInactivity() ONIXS_B3_UMDF_MD_EMPTY_BODY()

    virtual void onInstrumentRecoveryStarted() ONIXS_B3_UMDF_MD_EMPTY_BODY()

    virtual void onInstrumentRecoveryFinished() ONIXS_B3_UMDF_MD_EMPTY_BODY()

    virtual void onSnapshotChannelGap() ONIXS_B3_UMDF_MD_EMPTY_BODY()

    virtual void onSnapshotChannelInactivity() ONIXS_B3_UMDF_MD_EMPTY_BODY()

    virtual void onSnapshotRecoveryStarted() ONIXS_B3_UMDF_MD_EMPTY_BODY()

    virtual void onSnapshotRecoveryFinished() ONIXS_B3_UMDF_MD_EMPTY_BODY()

    virtual void onIncrementalChannelGap()  ONIXS_B3_UMDF_MD_EMPTY_BODY()

    virtual void onIncrementalChannelInactivity() ONIXS_B3_UMDF_MD_EMPTY_BODY()

    virtual void onInstrumentSequenceGap(Messaging::SecurityID) ONIXS_B3_UMDF_MD_EMPTY_BODY()
 
protected:
    virtual ~MessageListener() = 0;
};
 
ONIXS_B3_UMDF_MD_NAMESPACE_END