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
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* 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
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* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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*/

#pragma once

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

namespace OnixS
{
    namespace CboeCFE
    {
        namespace MarketData
        {
            namespace Pitch
            {
                ONIXS_CBOECFE_PITCH_API_DECL (class, OrderBook);
                ONIXS_CBOECFE_PITCH_API_DECL (struct, PriceLevel);
                ONIXS_CBOECFE_PITCH_API_DECL (struct, DataSource);


                /// Order Book listener
                class ONIXS_CBOECFE_PITCH_API OrderBookListener
                {
                    public:
                        /// Is called when the book is updated.
                        virtual void onOrderBookUpdated (const OrderBook& book) = 0;

                        /// Is called when no data is coming during a reasonable
                        /// period of time. Since the moment of call books
                        /// must be considered as outdated. Further
                        /// call of 'onOrderBookUpdated' members makes a particular
                        /// book as up-to-date.
                        virtual void onOrderBookOutOfDate (const OrderBook& book) = 0;

                    protected:
                        virtual ~OrderBookListener() {}
                };


                /// Order Book listener
                class ONIXS_CBOECFE_PITCH_API MarketByPriceListener
                {
                public:
                    /// Is called when the PriceLevel is updated.
                    virtual void onUpdate(
                            const DataSource& dataSource,
                            StrRef instrument,
                            SideIndicator::Enum side,
                            UpdateAction::Enum action,
                            long index,
                            const PriceLevel& lvl) = 0;

                    /// Is called when the market state is restored
                    virtual void onSnapshot(const OrderBook& book) = 0;

                protected:
                    virtual ~MarketByPriceListener() {}
                };

            }
        }
    }
}