OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers
17.0.1
API documentation
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include
OnixS
Eurex
MarketData
CachedDepthIncrementalListener.h
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/*
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* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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*
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* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
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* and international copyright treaties.
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*
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* Access to and use of the software is governed by the terms of the applicable ONIXS Software
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* Services Agreement (the Agreement) and Customer end user license agreements granting
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* a non-assignable, non-transferable and non-exclusive license to use the software
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* for it's own data processing purposes under the terms defined in the Agreement.
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*
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* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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* of this source code or associated reference material to any other location for further reproduction
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* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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*
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* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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* the terms of the Agreement is a violation of copyright law.
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*/
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#pragma once
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#include <
OnixS/Eurex/MarketData/ABI.h
>
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#include <
OnixS/Eurex/MarketData/Defines.h
>
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namespace
OnixS
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{
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namespace
Eurex
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{
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namespace
MarketData
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{
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struct
DataSource;
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ONIXS_EUREX_EMDI_API_DECL
(
class
, DepthIncremental);
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/// Cached Depth Incremental listener.
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class
CachedDepthIncrementalListener
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{
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public
:
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/// Is called when depth incremental is cached during the recovery process.
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virtual
void
onCachedDepthIncremental
(
const
DepthIncremental
& incremental,
const
DataSource
& dataSource) = 0;
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protected
:
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/// Destructor.
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virtual
~CachedDepthIncrementalListener
() {}
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};
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}
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}
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}
OnixS::Eurex::MarketData::CachedDepthIncrementalListener::onCachedDepthIncremental
virtual void onCachedDepthIncremental(const DepthIncremental &incremental, const DataSource &dataSource)=0
Is called when depth incremental is cached during the recovery process.
Defines.h
ABI.h
OnixS
Definition:
Defines.h:30
OnixS::Eurex::MarketData::ONIXS_EUREX_EMDI_API_DECL
ONIXS_EUREX_EMDI_API_DECL(class, Message)
OnixS::Eurex::MarketData::CachedDepthIncrementalListener
Cached Depth Incremental listener.
Definition:
CachedDepthIncrementalListener.h:35
OnixS::Eurex::MarketData::DataSource
Definition:
Defines.h:93
OnixS::Eurex::MarketData::DepthIncremental
Depth incremental.
Definition:
DepthIncremental.h:246
OnixS::Eurex::MarketData::CachedDepthIncrementalListener::~CachedDepthIncrementalListener
virtual ~CachedDepthIncrementalListener()
Destructor.
Definition:
CachedDepthIncrementalListener.h:43