DepthListener.h

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/*
* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
*
* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
* and international copyright treaties.
*
* Access to and use of the software is governed by the terms of the applicable ONIXS Software
* Services Agreement (the Agreement) and Customer end user license agreements granting
* a non-assignable, non-transferable and non-exclusive license to use the software
* for it's own data processing purposes under the terms defined in the Agreement.
*
* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
* of this source code or associated reference material to any other location for further reproduction
* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
*
* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
* the terms of the Agreement is a violation of copyright law.
*/

#pragma once

#include <OnixS/Eurex/MarketData/ABI.h>
#include <OnixS/Eurex/MarketData/Defines.h>
#include <OnixS/Eurex/MarketData/CachedDepthIncrementalListener.h>

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            struct DataSource;
            ONIXS_EUREX_EMDI_API_DECL(class, DepthSnapshot);
            ONIXS_EUREX_EMDI_API_DECL(class, DepthIncremental);

            /// Depth listener.
            class DepthListener
            {
                public:
                    /// Is called when depth snapshot is received.
                    virtual void onDepthSnapshot (const DepthSnapshot& snapshot, const DataSource& dataSource) = 0;

                    /// Is called when depth incremental is received.
                    virtual void onDepthIncremental (const DepthIncremental& incremental, const DataSource& dataSource) = 0;

                    ///  Is called when all the books are reset for a given market segment.
                    virtual void onDepthReset (MarketSegmentId marketSegmentId) = 0;

                    /// Is called when no data is coming during a reasonable
                    /// period of time. Since the moment of call previously
                    /// obtained data and thus all books built from that data
                    /// must be considered as outdated. Further call of either
                    /// 'onDepthIncremental' or 'onDepthReset'
                    /// members makes a particular or all books as up-to-date.
                    virtual void onDepthOutOfDate (MarketSegmentId marketSegmentId) = 0;

                protected:
                    /// Destructor.
                    virtual ~DepthListener() {}
            };
        }
    }
}