ExchangeListener.h

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/*
 * Copyright (c) Onix Solutions Limited. All rights reserved.
 *
 * This software owned by Onix Solutions Limited 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 "Export.h"
#include "MessageInfo.h"
#include "MessagesFwd.h"
 
namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {

class ONIXS_ICEMDH_EXPORT ExchangeListener
{
public:
    virtual ~ExchangeListener() {}



    virtual void onAddModifyOrder(const AddModifyOrder& msg, const MessageInfo& msgInfo);

    virtual void onAddPriceLevel(const AddPriceLevel& msg, const MessageInfo& msgInfo);

    virtual void onBundleMarker(const BundleMarker& msg, const MessageInfo& msgInfo);

    virtual void onCancelledTrade(const CancelledTrade& msg, const MessageInfo& msgInfo);

    virtual void onChangePriceLevel(const ChangePriceLevel& msg, const MessageInfo& msgInfo);

    virtual void onClosePrice(const ClosePrice& msg, const MessageInfo& msgInfo);

    virtual void onDeleteOrder(const DeleteOrder& msg, const MessageInfo& msgInfo);

    virtual void onDeletePriceLevel(const DeletePriceLevel& msg, const MessageInfo& msgInfo);

    virtual void onEndOfDayMarketSummary(const EndOfDayMarketSummary& msg, const MessageInfo& msgInfo);

    virtual void onFixingIndicativePrice(const FixingIndicativePrice& msg, const MessageInfo& msgInfo);

    virtual void onFixingLockdown(const FixingLockdown& msg, const MessageInfo& msgInfo);

    virtual void onFixingTransition(const FixingTransition& msg, const MessageInfo& msgInfo);

    virtual void onFuturesProductDefinition(const FuturesProductDefinition& msg, bool& isInterested);

    virtual void onFuturesStrategyDefinition(const FuturesStrategyDefinition& msg, bool& isInterested);

    virtual void onIntervalTieredPriceLimitNotification(
        const IntervalTieredPriceLimitNotification& msg,
        const MessageInfo& msgInfo
    );

    virtual void onInvestigatedTrade(const InvestigatedTrade& msg, const MessageInfo& msgInfo);

    virtual void onLoginResponse(const LoginResponse& msg);

    virtual void onMarkerIndexPrices(const MarkerIndexPrices& msg, const MessageInfo& msgInfo);

    virtual void onMarketEvent(const MarketEvent& msg, const MessageInfo& msgInfo);

    virtual void onMarketSnapshot(const MarketSnapshot& msg, const MessageInfo& msgInfo);

    virtual void onMarketSnapshotOrder(const MarketSnapshotOrder& msg, const MessageInfo& msgInfo);

    virtual void onMarketSnapshotPriceLevel(const MarketSnapshotPriceLevel& msg, const MessageInfo& msgInfo);

    virtual void onMarketStateChange(const MarketStateChange& msg, const MessageInfo& msgInfo);

    virtual void onMarketStatistics(const MarketStatistics& msg, const MessageInfo& msgInfo);

    virtual void onNewExpiry(const NewExpiry& msg, bool& isInterested, const MessageInfo& msgInfo);

    virtual void onNewFuturesStrategyDefinition(
        const NewFuturesStrategyDefinition& msg,
        bool& isInterested,
        const MessageInfo& msgInfo
    );

    virtual void onNewOptionsMarketDefinition(
        const NewOptionsMarketDefinition& msg,
        bool& isInterested,
        const MessageInfo& msgInfo
    );

    virtual void onNewOptionsStrategyDefinition(
        const NewOptionsStrategyDefinition& msg,
        bool& isInterested,
        const MessageInfo& msgInfo
    );

    virtual void onOldStyleOptionsTradeAndMarketStats(
        const OldStyleOptionsTradeAndMarketStats& msg,
        const MessageInfo& msgInfo
    );

    virtual void onOpenInterest(const OpenInterest& msg, const MessageInfo& msgInfo);

    virtual void onOpenPrice(const OpenPrice& msg, const MessageInfo& msgInfo);

    virtual void onOptionOpenInterest(const OptionOpenInterest& msg, const MessageInfo& msgInfo);

    virtual void onOptionSettlementPrice(const OptionSettlementPrice& msg, const MessageInfo& msgInfo);

    virtual void onOptionsProductDefinition(const OptionsProductDefinition& msg, bool& isInterested);

    virtual void onOptionsStrategyDefinition(const OptionsStrategyDefinition& msg, bool& isInterested);

    virtual void onPreOpenPriceIndicator(const PreOpenPriceIndicator& msg, const MessageInfo& msgInfo);

    virtual void onRfq(const Rfq& msg, const MessageInfo& msgInfo);

    virtual void onSettlementPrice(const SettlementPrice& msg, const MessageInfo& msgInfo);

    virtual void onSpecialField(const SpecialField& msg, const MessageInfo& msgInfo);

    virtual void onSpotMarketTrade(const SpotMarketTrade& msg, const MessageInfo& msgInfo);

    virtual void onStripInfo(const StripInfo& msg);

    virtual void onSystemText(const SystemText& msg, const MessageInfo& msgInfo);

    virtual void onTrade(const Trade& msg, const MessageInfo& msgInfo);

};
 
}}}} // namespace OnixS::ICE::iMpact::MarketData