OrderBookChangeListener.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 "Enumerations.h"
#include "Export.h"
#include "Rational.h"
#include "Types.h"
 
namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
 
// Forward declarations
class OrderBook;
struct MessageInfo;
 
struct ONIXS_ICEMDH_EXPORT OrderBookChange
{
    Side::Enum side;

    Rational price;

    int quantity;

    short orderCount;

    OrderBookChange(Side::Enum side, const Rational& price, int quantity, short orderCount);

    std::string toString() const;
};

class ONIXS_ICEMDH_EXPORT OrderBookChangeListener
{
public:
    virtual void onOrderBookReset(const OrderBook& book) = 0;

    virtual void onOrderBookChanged(MarketId marketId, const OrderBookChange& change) = 0;
 
protected:
    virtual ~OrderBookChangeListener() {}
};
 
}}}} // namespace OnixS::ICE::iMpact::MarketData