ReferenceDataListener.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.
*
* 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>
#include <OnixS/Eurex/MarketData/InstrumentIncremental.h>
#include <OnixS/Eurex/MarketData/InstrumentSnapshot.h>
#include <OnixS/Eurex/MarketData/ProductSnapshot.h>
#include <OnixS/Eurex/MarketData/VarianceFuturesStatus.h>
#include <OnixS/Eurex/MarketData/TotalReturnFuturesStatus.h>
#include <OnixS/Eurex/MarketData/TradeAtReferencePriceStatus.h>

namespace OnixS
{
    namespace Eurex
    {
        namespace MarketData
        {
            /// Reference data listener.
            class ReferenceDataListener
            {
                public:
                    /// Is called when reference data snapshot cycle is started.
                    virtual void onSnapshotCycleStart() = 0;

                    /// Is called when product snapshot is received.
                    virtual void onProduct (const ProductSnapshot& snapshot, const DataSource& dataSource) = 0;

                    /// Is called when instrument snapshot is received.
                    virtual void onInstrument (const InstrumentSnapshot& snapshot, const DataSource& dataSource) = 0;

                    /// Is called when instrument incremental update is received.
                    virtual void onInstrumentIncremental (const InstrumentIncremental& incremental, const DataSource& dataSource) = 0;

                    /// Is called when variance futures status is received.
                    virtual void onVarianceFuturesStatus (const VarianceFuturesStatus& status, const DataSource& dataSource) = 0;

                    /// Is called when total return futures status message is received.
                    virtual void onTotalReturnFuturesStatus (const TotalReturnFuturesStatus& status, const DataSource& dataSource) = 0;

                    /// Is called when TradeAtReferencePriceStatus message is received.
                    virtual void onTradeAtReferencePriceStatus(const TradeAtReferencePriceStatus& status, const DataSource& dataSource) = 0;

                    /// Is called when reference data snapshot cycle is ended.
                    virtual void onSnapshotCycleEnd() = 0;

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