MessageListener.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/EuroTLX/MarketData/GTP/ABI.h>
#include <OnixS/EuroTLX/MarketData/GTP/Defines.h>
#include <OnixS/EuroTLX/MarketData/GTP/Messages.h>


namespace OnixS {
namespace EuroTLX {
namespace MarketData {
namespace GTP {

    struct StatisticsSnapshotMsg;
    struct InstrumentDirectoryEquitiesMsg;
    struct InstrumentDirectoryFixedIncomeMsg;
    struct SystemEventMsg;
    struct InstrumentDirectoryMsg;
    struct InstrumentStatusMsg;
    struct AddOrderMBOMsg;
    struct AddOrderShortMBOMsg;
    struct AddOrderMBPMsg;
    struct AddOrderShortMBPMsg;
    struct AddOrderIncrementalMsg;
    struct ModifyOrderMsg;
    struct DeleteOrderMsg;
    struct TopOfBookMsg;
    struct OrderBookClearMsg;
    struct TradeMsg;
    struct StatisticsMsg;
    struct StatisticsUpdateMsg;
    struct AnnouncementsMsg;
    struct IndicativeQuoteInformationMsg;
    struct MiFIDIITradeMsg;
    struct TradeSummaryMsg;

    /// GTP message listener
    class MessageListener
    {
        public:
            /// Fires when a packet gap happens
            virtual void onGap(UInt32 /*expectedSeqNum*/, UInt32 /*receivedSeqNum*/) {}

            /// Fires when sequence reset is detected
            virtual void onSequenceReset() {}

            /// Fires when inactivity is detected
            virtual void onInactivity() {}

            /// Fires when ReplayAndRecoveryCompleteMsg for instrument is received during recovery process
            virtual void onRecoveryInstrumentTradingStatus(TradingStatus::Enum) {}

            /// Fires when StatisticsSnapshot message is received.
            virtual void onStatisticsSnapshot(const StatisticsSnapshotMsg&, const DataSource&) {}

            /// Fires when InstrumentDirectoryEquities message is received.
            virtual void onInstrumentDirectoryEquities(const InstrumentDirectoryEquitiesMsg&, const DataSource&) {}

            /// Fires when InstrumentDirectoryFixedIncome message is received.
            virtual void onInstrumentDirectoryFixedIncome(const InstrumentDirectoryFixedIncomeMsg&, const DataSource&) {}

            /// Fires when SystemEvent message is received.
            virtual void onSystemEvent(const SystemEventMsg&, const DataSource&) {}

            /// Fires when InstrumentDirectory message is received.
            virtual void onInstrumentDirectory(const InstrumentDirectoryMsg&, const DataSource&) {}

            /// Fires when InstrumentStatus message is received.
            virtual void onInstrumentStatus(const InstrumentStatusMsg&, const DataSource&) {}

            /// Fires when AddOrderMBO message is received.
            virtual void onAddOrderMBO(const AddOrderMBOMsg&, const DataSource&) {}

            /// Fires when AddOrderShortMBO message is received.
            virtual void onAddOrderShortMBO(const AddOrderShortMBOMsg&, const DataSource&) {}

            /// Fires when AddOrderMBP message is received.
            virtual void onAddOrderMBP(const AddOrderMBPMsg&, const DataSource&) {}

            /// Fires when AddOrderShortMBP message is received.
            virtual void onAddOrderShortMBP(const AddOrderShortMBPMsg&, const DataSource&) {}

            /// Fires when AddOrderIncremental message is received.
            virtual void onAddOrderIncremental(const AddOrderIncrementalMsg&, const DataSource&) {}

            /// Fires when ModifyOrder message is received.
            virtual void onModifyOrder(const ModifyOrderMsg&, const DataSource&) {}

            /// Fires when DeleteOrder message is received.
            virtual void onDeleteOrder(const DeleteOrderMsg&, const DataSource&) {}

            /// Fires when TopOfBook message is received.
            virtual void onTopOfBook(const TopOfBookMsg&, const DataSource&) {}

            /// Fires when OrderBookClear message is received.
            virtual void onOrderBookClear(const OrderBookClearMsg&, const DataSource&) {}

            /// Fires when Trade message is received.
            virtual void onTrade(const TradeMsg&, const DataSource&) {}

            /// Fires when Statistics message is received.
            virtual void onStatistics(const StatisticsMsg&, const DataSource&) {}

            /// Fires when StatisticsUpdate message is received.
            virtual void onStatisticsUpdate(const StatisticsUpdateMsg&, const DataSource&) {}

            /// Fires when Announcements message is received.
            virtual void onAnnouncements(const AnnouncementsMsg&, const DataSource&) {}

            /// Fires when IndicativeQuoteInformation message is received.
            virtual void onIndicativeQuoteInformation(const IndicativeQuoteInformationMsg&, const DataSource&) {}

            /// Fires when MiFIDIITrade message is received.
            virtual void onMiFIDIITrade(const MiFIDIITradeMsg&, const DataSource&) {}

            /// Fires when TradeSummary message is received.
            virtual void onTradeSummary(const TradeSummaryMsg&, const DataSource&) {}

        protected:
            virtual ~MessageListener() {};
    };
}
}
}
}