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

#pragma once

#include <OnixS/eSpeed/MarketData/Itch/ABI.h>
#include <OnixS/eSpeed/MarketData/Itch/Bootstrap.h>

ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN

ONIXS_ESPEED_ITCH_API_DECL (class, OrderBook);

/// Order Book listener
class ONIXS_ESPEED_ITCH_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        /// must be considered as outdated.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() {};
};

ONIXS_ESPEED_ITCH_NAMESPACE_END