OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  11.0.0
API documentation
DepthListener.h
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19 
20 #pragma once
21 
25 
26 namespace OnixS
27 {
28  namespace Eurex
29  {
30  namespace MarketData
31  {
32  struct DataSource;
33  ONIXS_EUREX_EMDI_API_DECL(class, DepthSnapshot);
34  ONIXS_EUREX_EMDI_API_DECL(class, DepthIncremental);
35 
36  /// Depth listener.
38  {
39  public:
40  /// Is called when depth snapshot is received.
41  virtual void onDepthSnapshot (const DepthSnapshot& snapshot, const DataSource& dataSource) = 0;
42 
43  /// Is called when depth incremental is received.
44  virtual void onDepthIncremental (const DepthIncremental& incremental, const DataSource& dataSource) = 0;
45 
46  /// Is called when all the books are reset for a given market segment.
47  virtual void onDepthReset (MarketSegmentId marketSegmentId) = 0;
48 
49  /// Is called when no data is coming during a reasonable
50  /// period of time. Since the moment of call previously
51  /// obtained data and thus all books built from that data
52  /// must be considered as outdated. Further call of either
53  /// 'onDepthIncremental' or 'onDepthReset'
54  /// members makes a particular or all books as up-to-date.
55  virtual void onDepthOutOfDate (MarketSegmentId marketSegmentId) = 0;
56 
57  protected:
58  /// Destructor.
59  virtual ~DepthListener() {}
60  };
61  }
62  }
63 }
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
Definition: Defines.h:30
ONIXS_EUREX_EMDI_API_DECL(class, Message)
virtual void onDepthSnapshot(const DepthSnapshot &snapshot, const DataSource &dataSource)=0
Is called when depth snapshot is received.
UInt32 MarketSegmentId
Alias for Market Segment ID type.
Definition: Defines.h:40
virtual void onDepthIncremental(const DepthIncremental &incremental, const DataSource &dataSource)=0
Is called when depth incremental is received.