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/FenicsUST/MarketData/Bimp/ABI.h>
#include <OnixS/FenicsUST/MarketData/Bimp/Defines.h>
#include <OnixS/FenicsUST/MarketData/Bimp/Messages.h>


namespace OnixS {
namespace FenicsUST {
namespace MarketData {
namespace Bimp {

    struct SystemEventMsg;
    struct InstrumentDirectoryMsg;
    struct InstrumentTradingActionMsg;
    struct InstrumentStatsMsg;
    struct AddOrderMsg;
    struct OrderExecutedMsg;
    struct OrderPartiallyCancelledMsg;
    struct OrderDeletedMsg;
    struct OrderReplacedMsg;
    struct TradeMsg;
    struct PrivilegeNotificationMsg;
    struct WorkupNotificationMsg;

    /// BIMP message listener
    class MessageListener
    {
        public:
            /// Is invoked when Gap happens
            virtual void onGap(SequenceNumber /*expectedSeqNum*/, SequenceNumber /*receivedSeqNum*/) {}

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

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

            /// Fires when InstrumentTradingAction is received.
            virtual void onInstrumentTradingAction(const InstrumentTradingActionMsg&, const DataSource&) {}

            /// Fires when InstrumentStats is received.
            virtual void onInstrumentStats(const InstrumentStatsMsg&, const DataSource&) {}

            /// Fires when AddOrder is received.
            virtual void onAddOrder(const AddOrderMsg&, const DataSource&) {}

            /// Fires when OrderExecuted is received.
            virtual void onOrderExecuted(const OrderExecutedMsg&, const DataSource&) {}

            /// Fires when OrderPartiallyCancelled is received.
            virtual void onOrderPartiallyCancelled(const OrderPartiallyCancelledMsg&, const DataSource&) {}

            /// Fires when OrderDeleted is received.
            virtual void onOrderDeleted(const OrderDeletedMsg&, const DataSource&) {}

            /// Fires when OrderReplaced is received.
            virtual void onOrderReplaced(const OrderReplacedMsg&, const DataSource&) {}

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

            /// Fires when PrivilegeNotification is received.
            virtual void onPrivilegeNotification(const PrivilegeNotificationMsg&, const DataSource&) {}

            /// Fires when WorkupNotification is received.
            virtual void onWorkupNotification(const WorkupNotificationMsg&, const DataSource&) {}

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