OrderBookListener.h

Go to the documentation of this file.

/*
* 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>

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            ONIXS_EUREX_EMDI_API_DECL (class, OrderBook);

            /// Order Book listener.
            class OrderBookListener
            {
                public:
                    /// Is called when the book is updated.
                    ///
                    /// In compare to the change reported through 'DepthListener'
                    /// interface, update represents a complex operation and usually consists
                    /// of multiple changes. Also, books reported via 'BookUpdateListener'
                    /// interface are always in a valid state, whereas atomic change may
                    /// invalidate book until subsequent change.
                    virtual void onOrderBookUpdated (const OrderBook& book) = 0;

                    /// Is called when no data is coming during a reasonable
                    /// period of time. Since the moment of call books
                    /// must be considered as outdated. Further
                    /// call of 'onOrderBookUpdated' members makes a particular
                    /// book as up-to-date.
                    virtual void onOrderBookOutOfDate (const OrderBook& book) = 0;

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