OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.0.3
API documentation
DepthListener.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, DepthSnapshot);
33  ONIXS_EUREX_EMDI_API_DECL(class, DepthIncremental);
34 
35  /// Depth listener.
37  {
38  public:
39  /// Is called when depth snapshot is received.
40  virtual void onDepthSnapshot (const DepthSnapshot& snapshot, const DataSource& dataSource) = 0;
41 
42  /// Is called when depth incremental is received.
43  virtual void onDepthIncremental (const DepthIncremental& incremental, const DataSource& dataSource) = 0;
44 
45  /// Is called when all the books are reset for a given market segment.
46  virtual void onDepthReset (MarketSegmentId marketSegmentId) = 0;
47 
48  /// Is called when no data is coming during a reasonable
49  /// period of time. Since the moment of call previously
50  /// obtained data and thus all books built from that data
51  /// must be considered as outdated. Further call of either
52  /// 'onDepthIncremental' or 'onDepthReset'
53  /// members makes a particular or all books as up-to-date.
54  virtual void onDepthOutOfDate (MarketSegmentId marketSegmentId) = 0;
55 
56  protected:
57  /// Destructor.
58  virtual ~DepthListener() {}
59  };
60 
61  /// Cached Depth Incremental listener.
63  {
64  public:
65  /// Is called when depth incremental is cached during recovery process.
66  virtual void onCachedDepthIncremental (const DepthIncremental& incremental, const DataSource& dataSource) = 0;
67 
68  protected:
69  /// Destructor.
71  };
72  }
73  }
74 }
75 
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: Group.h:25
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.