OnixS C++ eSpeed ITCH Market Data Handler  1.7.3
API documentation
TradeListener.h
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19 
20 #pragma once
21 
24 
26 
27 /// Trade Message Listener
28 class ONIXS_ESPEED_ITCH_API TradeListener
29 {
30  public:
31  /// Is invoked when TradeMsg received
32  virtual void onTrade (const TradeMsg& msg, const DataSource& dataSource) = 0;
33 
34  /// Is invoked when ExecutionDoneMsg received
35  virtual void onExecutionDone(const ExecutionDoneMsg& msg, const DataSource& dataSource) = 0;
36 
37  protected:
38  virtual ~TradeListener() {};
39 };
40 
#define ONIXS_ESPEED_ITCH_NAMESPACE_END
Definition: Bootstrap.h:31
#define ONIXS_ESPEED_ITCH_NAMESPACE_BEGIN
Definition: Bootstrap.h:27
virtual ~TradeListener()
Definition: TradeListener.h:38
Trade Message Listener.
Definition: TradeListener.h:28
Data source.
Definition: Defines.h:56