OnixS C++ eSpeed ITCH Market Data Handler  1.7.3
API documentation
OrderBookListener.h
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19 
20 #pragma once
21 
24 
26 
28 
29 /// Order Book listener
30 class ONIXS_ESPEED_ITCH_API OrderBookListener
31 {
32  public:
33  /// Is called when the book is updated.
34  virtual void onOrderBookUpdated (const OrderBook& book) = 0;
35 
36  /// Is called when no data is coming during a reasonable
37  /// period of time. Since the moment of call books
38  /// must be considered as outdated. Further
39  /// call of 'onOrderBookUpdated' members makes a particular
40  /// book as up-to-date.
41  virtual void onOrderBookOutOfDate (const OrderBook& book) = 0;
42 
43  protected:
44  virtual ~OrderBookListener() {};
45 };
46 
#define ONIXS_ESPEED_ITCH_NAMESPACE_END
Definition: Bootstrap.h:31
#define ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN
Definition: Bootstrap.h:27
ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN ONIXS_ESPEED_ITCH_API_DECL(class, OrderBook)
Order Book listener.
virtual ~OrderBookListener()