OnixS C++ eSpeed ITCH Market Data Handler  1.6.0
API documentation
OrderListener Class Referenceabstract

#include <OnixS/eSpeed/MarketData/Itch/OrderListener.h>

Public Member Functions

virtual void onAddOrder (const AddOrderMsg &msg, const DataSource &dataSource)=0
 
virtual void onOrderExecuted (const OrderExecutedMsg &msg, const DataSource &dataSource)=0
 
virtual void onOrderExecutedWithPrice (const OrderExecutedWithPriceMsg &msg, const DataSource &dataSource)=0
 
virtual void onOrderCancel (const OrderCancelMsg &msg, const DataSource &dataSource)=0
 

Protected Member Functions

virtual ~OrderListener ()
 

Detailed Description

Definition at line 28 of file OrderListener.h.

Constructor & Destructor Documentation

virtual ~OrderListener ( )
inlineprotectedvirtual

Definition at line 44 of file OrderListener.h.

Member Function Documentation

virtual void onAddOrder ( const AddOrderMsg msg,
const DataSource dataSource 
)
pure virtual

Is invoked when AddOrderMsg received.

virtual void onOrderCancel ( const OrderCancelMsg msg,
const DataSource dataSource 
)
pure virtual

Is invoked when OrderCancelMsg received.

virtual void onOrderExecuted ( const OrderExecutedMsg msg,
const DataSource dataSource 
)
pure virtual

Is invoked when OrderExecutedMsg received.

virtual void onOrderExecutedWithPrice ( const OrderExecutedWithPriceMsg msg,
const DataSource dataSource 
)
pure virtual

Is invoked when OrderExecutedWithPriceMsg received.


The documentation for this class was generated from the following file: