ExchangeTradeListener.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.
*
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*/

#pragma once

#include <OnixS/Eurex/MarketData/ABI.h>
#include <OnixS/Eurex/MarketData/ExchangeTrade.h>

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            /// OTC trade listener.
            class ExchangeTradeListener
            {
                public:
                    /// Is called when single leg OTC trade is received.
                    virtual void onExchangeTrade (const ExchangeTrade& trade, const DataSource& dataSource) = 0;

                    /// Is called when the corresponding MDReport message is received for the Replay Service.
                    virtual void onExchangeTradeReplayCycleStart (UInt32 mdCount, const DataSource& dataSource) = 0;

                    /// Is called when the corresponding MDReport message is received for the Replay Service.
                    virtual void onExchangeTradeReplayCycleEnd (const DataSource& dataSource) = 0;

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