OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers 18.2.0
API documentation
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DepthListener.h
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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
25
26namespace OnixS
27{
28 namespace Eurex
29 {
30 namespace MarketData
31 {
32 struct DataSource;
35
38 {
39 public:
41 virtual void onDepthSnapshot (const DepthSnapshot& snapshot, const DataSource& dataSource) = 0;
42
44 virtual void onDepthIncremental (const DepthIncremental& incremental, const DataSource& dataSource) = 0;
45
47 virtual void onDepthReset (MarketSegmentId marketSegmentId) = 0;
48
55 virtual void onDepthOutOfDate (MarketSegmentId marketSegmentId) = 0;
56
57 protected:
59 virtual ~DepthListener() {}
60 };
61 }
62 }
63}
#define ONIXS_EUREX_EMDI_API_DECL(typeKind, typeName)
Definition ABI.h:27
virtual void onDepthReset(MarketSegmentId marketSegmentId)=0
Is called when all the books are reset for a given market segment.
virtual void onDepthOutOfDate(MarketSegmentId marketSegmentId)=0
virtual void onDepthSnapshot(const DepthSnapshot &snapshot, const DataSource &dataSource)=0
Is called when depth snapshot is received.
virtual void onDepthIncremental(const DepthIncremental &incremental, const DataSource &dataSource)=0
Is called when depth incremental is received.
UInt32 MarketSegmentId
Alias for Market Segment ID type.
Definition Defines.h:40