OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  11.0.0
API documentation
OrderDataListener.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, OrderAdd);
33  ONIXS_EUREX_EMDI_API_DECL (class, OrderModify);
34  ONIXS_EUREX_EMDI_API_DECL (class, OrderModifySamePriority);
35  ONIXS_EUREX_EMDI_API_DECL (class, OrderDelete);
36  ONIXS_EUREX_EMDI_API_DECL (class, OrderMassDelete);
37  ONIXS_EUREX_EMDI_API_DECL (class, PartialOrderExecution);
38  ONIXS_EUREX_EMDI_API_DECL (class, FullOrderExecution);
39  ONIXS_EUREX_EMDI_API_DECL (class, AuctionBestBidOffer);
40  ONIXS_EUREX_EMDI_API_DECL (class, AuctionClearingPrice);
41  ONIXS_EUREX_EMDI_API_DECL (class, TopOfBook);
42 
44  {
45  public:
46  virtual void onOrderAdd (const OrderAdd& orderAdd) = 0;
47 
48  virtual void onOrderModify (const OrderModify& orderModify) = 0;
49 
50  virtual void onOrderModifySamePriority (const OrderModifySamePriority& orderModifySamePriority) = 0;
51 
52  virtual void onOrderDelete (const OrderDelete& orderDelete) = 0;
53 
54  virtual void onOrderMassDelete (const OrderMassDelete& orderMassDelete) = 0;
55 
56  virtual void onPartialOrderExecution (const PartialOrderExecution& partialOrderExecution) = 0;
57 
58  virtual void onFullOrderExecution (const FullOrderExecution& fullOrderExecution) = 0;
59 
60  virtual void onAuctionBestBidOffer (const AuctionBestBidOffer& auctionBestBidOffer) = 0;
61 
62  virtual void onAuctionClearingPrice (const AuctionClearingPrice& auctionClearingPrice) = 0;
63 
64  virtual void onTopOfBook (const TopOfBook& topOfBook) = 0;
65 
66  protected:
67  /// Destructor.
68  virtual ~OrderDataListener() {}
69  };
70  }
71  }
72  }
73 }
74 
virtual void onTopOfBook(const TopOfBook &topOfBook)=0
virtual void onAuctionClearingPrice(const AuctionClearingPrice &auctionClearingPrice)=0
virtual void onPartialOrderExecution(const PartialOrderExecution &partialOrderExecution)=0
ONIXS_EUREX_EMDI_API_DECL(class, ExecutionSummary)
Definition: Defines.h:30
virtual void onOrderModify(const OrderModify &orderModify)=0
virtual void onOrderMassDelete(const OrderMassDelete &orderMassDelete)=0
virtual void onAuctionBestBidOffer(const AuctionBestBidOffer &auctionBestBidOffer)=0
virtual void onOrderDelete(const OrderDelete &orderDelete)=0
virtual void onOrderModifySamePriority(const OrderModifySamePriority &orderModifySamePriority)=0
virtual void onFullOrderExecution(const FullOrderExecution &fullOrderExecution)=0
virtual void onOrderAdd(const OrderAdd &orderAdd)=0