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/CboeCFE/MarketData/Pitch/ABI.h>
#include <OnixS/CboeCFE/MarketData/Pitch/Defines.h>
#include <OnixS/CboeCFE/MarketData/Pitch/Messages.h>


namespace OnixS {
namespace CboeCFE {
namespace MarketData {
namespace Pitch {

    struct TimeMsg;
    struct UnitClearMsg;
    struct TimeReferenceMsg;
    struct FuturesInstrumentDefinitionMsg;
    struct PriceLimitsMsg;
    struct AddOrderLongMsg;
    struct AddOrderShortMsg;
    struct OrderExecutedMsg;
    struct ReduceSizeLongMsg;
    struct ReduceSizeShortMsg;
    struct ModifyOrderLongMsg;
    struct ModifyOrderShortMsg;
    struct DeleteOrderMsg;
    struct TradeLongMsg;
    struct TradeShortMsg;
    struct TransactionBeginMsg;
    struct TransactionEndMsg;
    struct TradeBreakMsg;
    struct SettlementMsg;
    struct OpenInterestMsg;
    struct EndOfDaySummaryMsg;
    struct TradingStatusMsg;
    struct EndOfSessionMsg;

    /// Pitch message listener
    class MessageListener
    {
        public:
            /// Is invoked when Gap happens
            virtual void onGap(UInt32 /*expectedSeqNum*/, UInt32 /*receivedSeqNum*/) {};

            /// Fires when Time is received.
            virtual void onTime(const TimeMsg&, const DataSource&) {}

            /// Fires when UnitClear is received.
            virtual void onUnitClear(const UnitClearMsg&, const DataSource&) {}

            /// Fires when TimeReference is received.
            virtual void onTimeReference(const TimeReferenceMsg&, const DataSource&) {}

            /// Fires when FuturesInstrumentDefinition is received.
            virtual void onFuturesInstrumentDefinition(const FuturesInstrumentDefinitionMsg&, const DataSource&) {}

            /// Fires when PriceLimits is received.
            virtual void onPriceLimits(const PriceLimitsMsg&, const DataSource&) {}

            /// Fires when AddOrderLong is received.
            virtual void onAddOrderLong(const AddOrderLongMsg&, const DataSource&) {}

            /// Fires when AddOrderShort is received.
            virtual void onAddOrderShort(const AddOrderShortMsg&, const DataSource&) {}

            /// Fires when OrderExecuted is received.
            virtual void onOrderExecuted(const OrderExecutedMsg&, const DataSource&) {}

            /// Fires when ReduceSizeLong is received.
            virtual void onReduceSizeLong(const ReduceSizeLongMsg&, const DataSource&) {}

            /// Fires when ReduceSizeShort is received.
            virtual void onReduceSizeShort(const ReduceSizeShortMsg&, const DataSource&) {}

            /// Fires when ModifyOrderLong is received.
            virtual void onModifyOrderLong(const ModifyOrderLongMsg&, const DataSource&) {}

            /// Fires when ModifyOrderShort is received.
            virtual void onModifyOrderShort(const ModifyOrderShortMsg&, const DataSource&) {}

            /// Fires when DeleteOrder is received.
            virtual void onDeleteOrder(const DeleteOrderMsg&, const DataSource&) {}

            /// Fires when TradeLong is received.
            virtual void onTradeLong(const TradeLongMsg&, const DataSource&) {}

            /// Fires when TradeShort is received.
            virtual void onTradeShort(const TradeShortMsg&, const DataSource&) {}

            /// Fires when TransactionBegin is received.
            virtual void onTransactionBegin(const TransactionBeginMsg&, const DataSource&) {}

            /// Fires when TransactionEnd is received.
            virtual void onTransactionEnd(const TransactionEndMsg&, const DataSource&) {}

            /// Fires when TradeBreak is received.
            virtual void onTradeBreak(const TradeBreakMsg&, const DataSource&) {}

            /// Fires when Settlement is received.
            virtual void onSettlement(const SettlementMsg&, const DataSource&) {}

            /// Fires when OpenInterest is received.
            virtual void onOpenInterest(const OpenInterestMsg&, const DataSource&) {}

            /// Fires when EndOfDaySummary is received.
            virtual void onEndOfDaySummary(const EndOfDaySummaryMsg&, const DataSource&) {}

            /// Fires when TradingStatus is received.
            virtual void onTradingStatus(const TradingStatusMsg&, const DataSource&) {}

            /// Fires when EndOfSession is received.
            virtual void onEndOfSession(const EndOfSessionMsg&, const DataSource&) {}

        protected:
            virtual ~MessageListener() {};
    };
}
}
}
}