OrderDataListener.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
        {
            namespace EOBI
            {
                ONIXS_EUREX_EMDI_API_DECL (class, OrderAdd);
                ONIXS_EUREX_EMDI_API_DECL (class, OrderModify);
                ONIXS_EUREX_EMDI_API_DECL (class, OrderModifySamePriority);
                ONIXS_EUREX_EMDI_API_DECL (class, OrderDelete);
                ONIXS_EUREX_EMDI_API_DECL (class, OrderMassDelete);
                ONIXS_EUREX_EMDI_API_DECL (class, PartialOrderExecution);
                ONIXS_EUREX_EMDI_API_DECL (class, FullOrderExecution);
                ONIXS_EUREX_EMDI_API_DECL (class, AuctionBestBidOffer);
                ONIXS_EUREX_EMDI_API_DECL (class, AuctionClearingPrice);
                ONIXS_EUREX_EMDI_API_DECL (class, TopOfBook);
 
                class OrderDataListener
                {
                    public:
                        virtual void onOrderAdd (const OrderAdd& orderAdd) = 0;
 
                        virtual void onOrderModify (const OrderModify& orderModify) = 0;
 
                        virtual void onOrderModifySamePriority (const OrderModifySamePriority& orderModifySamePriority) = 0;
 
                        virtual void onOrderDelete (const OrderDelete& orderDelete) = 0;
 
                        virtual void onOrderMassDelete (const OrderMassDelete& orderMassDelete) = 0;
 
                        virtual void onPartialOrderExecution (const PartialOrderExecution& partialOrderExecution) = 0;
 
                        virtual void onFullOrderExecution (const FullOrderExecution& fullOrderExecution) = 0;
 
                        virtual void onAuctionBestBidOffer (const AuctionBestBidOffer& auctionBestBidOffer) = 0;
 
                        virtual void onAuctionClearingPrice (const AuctionClearingPrice& auctionClearingPrice) = 0;
 
                        virtual void onTopOfBook (const TopOfBook& topOfBook) = 0;
 
                    protected:
                        virtual ~OrderDataListener() {}
                };
            }
        }
    }
}