OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.0.3
API documentation
OrderBookListener.h
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19 
20 #pragma once
21 
23 
24 namespace OnixS
25 {
26  namespace Eurex
27  {
28  namespace MarketData
29  {
30  namespace EOBI
31  {
32  ONIXS_EUREX_EMDI_API_DECL (class, OrderBook);
33 
34  /// Order Book listener.
36  {
37  public:
38  /// Is called when the book is updated.
39  ///
40  virtual void onOrderBookUpdated (const OrderBook& book) = 0;
41 
42  /// Is called when no data is coming during a reasonable
43  /// period of time. Since the moment of call books
44  /// must be considered as outdated. Further
45  /// call of 'OrderBookListener' members makes a particular
46  /// book as up-to-date.
47  virtual void onOrderBookOutOfDate (const OrderBook& book) = 0;
48 
49  protected:
50  /// Destructor.
51  virtual ~OrderBookListener() {}
52  };
53  }
54  }
55  }
56 }
57 
virtual void onOrderBookUpdated(const OrderBook &book)=0
ONIXS_EUREX_EMDI_API_DECL(class, ExecutionSummary)
Definition: Group.h:25
virtual void onOrderBookOutOfDate(const OrderBook &book)=0