OnixS C++ eSpeed ITCH Market Data Handler 1.7.3
API documentation
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OrderListener Class Referenceabstract

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

◆ ~OrderListener()

virtual ~OrderListener ( )
inlineprotectedvirtual

Definition at line 44 of file OrderListener.h.

Member Function Documentation

◆ onAddOrder()

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

Is invoked when AddOrderMsg received.

◆ onOrderCancel()

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

Is invoked when OrderCancelMsg received.

◆ onOrderExecuted()

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

Is invoked when OrderExecutedMsg received.

◆ onOrderExecutedWithPrice()

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

Is invoked when OrderExecutedWithPriceMsg received.