OnixS C++ Eurex T7 Market and Reference Data (EMDI, MDI, RDI, EOBI) Handlers
18.2.0
API documentation
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TradeListener.h
Go to the documentation of this file.
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/*
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* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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*
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* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
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* and international copyright treaties.
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*
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* Access to and use of the software is governed by the terms of the applicable ONIXS Software
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* Services Agreement (the Agreement) and Customer end user license agreements granting
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* a non-assignable, non-transferable and non-exclusive license to use the software
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* for it's own data processing purposes under the terms defined in the Agreement.
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*
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* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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* of this source code or associated reference material to any other location for further reproduction
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* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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*
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* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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* the terms of the Agreement is a violation of copyright law.
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*/
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#pragma once
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#include <
OnixS/Eurex/MarketData/ABI.h
>
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#include <
OnixS/Eurex/MarketData/Trade.h
>
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namespace
OnixS
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{
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namespace
Eurex
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{
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namespace
MarketData
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{
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ONIXS_EUREX_EMDI_API_DECL
(
class
,
SnapshotTrade
);
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ONIXS_EUREX_EMDI_API_DECL
(
class
,
IncrementalTrade
);
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class
TradeListener
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{
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public
:
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virtual
void
onSnapshotTrade
(
const
SnapshotTrade
& trade) = 0;
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virtual
void
onIncrementalTrade
(
const
IncrementalTrade
& trade) = 0;
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protected
:
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virtual
~TradeListener
() {};
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};
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}
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}
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}
ABI.h
ONIXS_EUREX_EMDI_API_DECL
#define ONIXS_EUREX_EMDI_API_DECL(typeKind, typeName)
Definition
ABI.h:27
Trade.h
OnixS::Eurex::MarketData::IncrementalTrade
Incremental trade.
Definition
Trade.h:159
OnixS::Eurex::MarketData::SnapshotTrade
Snapshot trade.
Definition
Trade.h:137
OnixS::Eurex::MarketData::TradeListener
Trade listener.
Definition
TradeListener.h:36
OnixS::Eurex::MarketData::TradeListener::onSnapshotTrade
virtual void onSnapshotTrade(const SnapshotTrade &trade)=0
Is called when a snapshot trade market data entry is received.
OnixS::Eurex::MarketData::TradeListener::~TradeListener
virtual ~TradeListener()
Definition
TradeListener.h:45
OnixS::Eurex::MarketData::TradeListener::onIncrementalTrade
virtual void onIncrementalTrade(const IncrementalTrade &trade)=0
Is called when a incremental trade market data entry is received.
OnixS::Eurex::MarketData
Definition
Defines.h:35
OnixS::Eurex
Definition
Defines.h:33
OnixS
Definition
Defines.h:31
OnixS
Eurex
MarketData
TradeListener.h
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