#define ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN
#define ONIXS_ESPEED_ITCH_NAMESPACE_END
virtual void onAddOrder(const AddOrderMsg &msg, const DataSource &dataSource)=0
Is invoked when AddOrderMsg received.
virtual void onOrderExecuted(const OrderExecutedMsg &msg, const DataSource &dataSource)=0
Is invoked when OrderExecutedMsg received.
virtual void onOrderExecutedWithPrice(const OrderExecutedWithPriceMsg &msg, const DataSource &dataSource)=0
Is invoked when OrderExecutedWithPriceMsg received.
virtual void onOrderCancel(const OrderCancelMsg &msg, const DataSource &dataSource)=0
Is invoked when OrderCancelMsg received.