OnixS C++ Cboe CFE Multicast PITCH Market Data Handler  1.12.1
API documentation
TradeOnOrderExecutionListener.h
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19 
20 #pragma once
21 
24 
25 namespace OnixS
26 {
27  namespace CboeCFE
28  {
29  namespace MarketData
30  {
31  namespace Pitch
32  {
33  struct OrderExecutedMsg;
34  struct OrderExecutedAtPriceSizeMsg;
35 
36  ONIXS_CBOECFE_PITCH_API_DECL (struct, DataSource);
37 
38 
39  /// Is generated when Execution messages are received and contains additional information about instrument state
40  class ONIXS_CBOECFE_PITCH_API TradeOnOrderExecutedListener
41  {
42  public:
43 
44  /// Is generated when OrderExecutedMsg is received
45  virtual void onTradeOnOrderExecuted(const OrderExecutedMsg& msg,
46  const DataSource& dataSource,
47  StrRef symbol,
48  const BinaryPrice& price,
49  Quantity remainingQuantity) = 0;
50 
51 
52  /// Is generated when OrderExecutedAtPriceSizeMsg is received
53  virtual void onTradeOnOrderExecutedAtPriceSize(const OrderExecutedAtPriceSizeMsg& msg,
54  const DataSource& dataSource,
55  StrRef symbol) = 0;
56 
57 
58  protected:
60  };
61 
62  }
63  }
64  }
65 }
66 
67 
68 
69 
Provides efficient way of accessing text-based FIX field values.
Definition: String.h:45
Is generated when Execution messages are received and contains additional information about instrumen...
Binary4 Quantity
Alias for Quantity type.
Definition: Defines.h:118
Order Executed messages are sent when an order on the CFE book is executed in whole or in part...
Definition: OrderExecuted.h:36
ONIXS_CBOECFE_PITCH_API_DECL(struct, DataSource)