OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  11.0.0
API documentation
CachedDepthIncrementalListener.h
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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)