OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers  17.0.1
API documentation
CachedDepthIncrementalListener.h
Go to the documentation of this file.
1 /*
2 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3 *
4 * This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
5 * and international copyright treaties.
6 *
7 * Access to and use of the software is governed by the terms of the applicable ONIXS Software
8 * Services Agreement (the Agreement) and Customer end user license agreements granting
9 * a non-assignable, non-transferable and non-exclusive license to use the software
10 * for it's own data processing purposes under the terms defined in the Agreement.
11 *
12 * Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
13 * of this source code or associated reference material to any other location for further reproduction
14 * or redistribution, and any amendments to this copyright notice, are expressly prohibited.
15 *
16 * Any reproduction or redistribution for sale or hiring of the Software not in accordance with
17 * the terms of the Agreement is a violation of copyright law.
18 */
19 
20 #pragma once
21 
24 
25 namespace OnixS
26 {
27  namespace Eurex
28  {
29  namespace MarketData
30  {
31  struct DataSource;
32  ONIXS_EUREX_EMDI_API_DECL(class, DepthIncremental);
33 
34  /// Cached Depth Incremental listener.
36  {
37  public:
38  /// Is called when depth incremental is cached during the recovery process.
39  virtual void onCachedDepthIncremental (const DepthIncremental& incremental, const DataSource& dataSource) = 0;
40 
41  protected:
42  /// Destructor.
44  };
45  }
46  }
47 }
virtual void onCachedDepthIncremental(const DepthIncremental &incremental, const DataSource &dataSource)=0
Is called when depth incremental is cached during the recovery process.
Definition: Defines.h:30
ONIXS_EUREX_EMDI_API_DECL(class, Message)