OnixS C++ eSpeed ITCH Market Data Handler  1.7.3
API documentation
MessageListener.h
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19 
20 #pragma once
21 
25 
27 
28 /// Auxilary message listener
29 class ONIXS_ESPEED_ITCH_API MessageListener
30 {
31  public:
32  /// is invoke when Gap happens
33  virtual void onGap (SequenceNumber expectedSeqNum, SequenceNumber receivedSeqNum) = 0;
34 
35  /// is invoking when inactivity happens
36  virtual void onInactivity() = 0;
37 
38  /// is invoking when end of session event received
39  virtual void onEndOfSession() = 0;
40 
41  /// is invoked when snapshot recovery started
42  virtual void onSnapshotRecoveryStarted() = 0;
43 
44  /// is invoked when snapshot recovery finished
45  virtual void onSnapshotRecoveryFinished() = 0;
46 
47 
48  protected:
49  virtual ~MessageListener() {};
50 };
51 
#define ONIXS_ESPEED_ITCH_NAMESPACE_END
Definition: Bootstrap.h:31
#define ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN
Definition: Bootstrap.h:27
Auxilary message listener.
UInt64 SequenceNumber
Alias for Sequence Number type.
Definition: Defines.h:37
virtual ~MessageListener()