OrderListener.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
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/

#pragma once

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

ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN

/// Order Message Listener
class ONIXS_ESPEED_ITCH_API OrderListener
{
    public:
        /// Is invoked when AddOrderMsg received
        virtual void onAddOrder (const AddOrderMsg& msg, const DataSource& dataSource) = 0;

        /// Is invoked when OrderExecutedMsg received
        virtual void onOrderExecuted (const OrderExecutedMsg& msg, const DataSource& dataSource) = 0;

        /// Is invoked when OrderExecutedWithPriceMsg received
        virtual void onOrderExecutedWithPrice (const OrderExecutedWithPriceMsg& msg, const DataSource& dataSource) = 0;

        /// Is invoked when OrderCancelMsg received
        virtual void onOrderCancel (const OrderCancelMsg& msg, const DataSource& dataSource) = 0;

    protected:
        virtual ~OrderListener() {};
};

ONIXS_ESPEED_ITCH_NAMESPACE_END