OrderBookListener.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/ABI.h>
#include <OnixS/B3/MarketData/UMDF/Utils.h>
#include <OnixS/B3/MarketData/UMDF/messaging/SbeMessage.h>
 
ONIXS_B3_UMDF_MD_NAMESPACE_BEGIN
 
ONIXS_B3_UMDF_MD_API_DECL (class, OrderBook);
ONIXS_B3_UMDF_MD_API_DECL (class, BookAtomicChange);
ONIXS_B3_UMDF_MD_API_DECL (class, SecurityContext);

class ONIXS_B3_UMDF_MD_API OrderBookListener
{
public:
    virtual void onOrderBookUpdated(const OrderBook& book, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(book, ctx)
 
    
    virtual void onOrderBookOutOfDate(const OrderBook& book, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(book, ctx)

    virtual void onBookAtomicChange(const OrderBook& book, const Messaging::SbeMessage message, const BookAtomicChange& change, SecurityContext& ctx) ONIXS_B3_UMDF_MD_EMPTY_BODY(book, ctx, change, message, ctx)
 
protected:
    virtual ~OrderBookListener() = 0;
};
 
ONIXS_B3_UMDF_MD_NAMESPACE_END