OnixS C++ FMX UST BIMP Market Data Handler
1.2.0
API documentation
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OrderBookListener.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/FmxUST/MarketData/Bimp/ABI.h
>
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#include <
OnixS/FmxUST/MarketData/Bimp/Messages.h
>
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namespace
OnixS
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{
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namespace
FmxUST
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{
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namespace
MarketData
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{
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namespace
Bimp
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{
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ONIXS_FMXUST_BIMP_API_DECL
(
class
,
OrderBook
);
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class
ONIXS_FMXUST_BIMP_API
OrderBookListener
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{
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public
:
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virtual
void
onOrderBookUpdated
(
const
OrderBook
& book) = 0;
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virtual
void
onOrderBookOutOfDate
(
const
OrderBook
& book) = 0;
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protected
:
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virtual
~OrderBookListener
() {}
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};
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}
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}
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}
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}
ABI.h
ONIXS_FMXUST_BIMP_API_DECL
#define ONIXS_FMXUST_BIMP_API_DECL(typeKind, typeName)
Definition
ABI.h:31
Messages.h
OnixS::FmxUST::MarketData::Bimp::OrderBookListener
Order Book listener.
Definition
OrderBookListener.h:37
OnixS::FmxUST::MarketData::Bimp::OrderBookListener::onOrderBookUpdated
virtual void onOrderBookUpdated(const OrderBook &book)=0
Is called when the book is updated.
OnixS::FmxUST::MarketData::Bimp::OrderBookListener::onOrderBookOutOfDate
virtual void onOrderBookOutOfDate(const OrderBook &book)=0
OnixS::FmxUST::MarketData::Bimp::OrderBookListener::~OrderBookListener
virtual ~OrderBookListener()
Definition
OrderBookListener.h:50
OnixS::FmxUST::MarketData::Bimp::OrderBook
Definition
OrderBook.h:186
OnixS::FmxUST::MarketData::Bimp
Definition
Enumerations.h:34
OnixS::FmxUST::MarketData
Definition
Enumerations.h:32
OnixS::FmxUST
Definition
Enumerations.h:30
OnixS
Definition
Enumerations.h:28
OnixS
FmxUST
MarketData
Bimp
OrderBookListener.h
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