OrderBookUpdateListener.h

Go to the documentation of this file.

/*
 * 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 "Types.h"

namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {

// Forward declarations
class OrderBook;
struct MessageInfo;

/// Defines the interface through which the Handler
/// notifies subscribers that all the changes from
/// current multicast message block are applied to
/// the order book.
class ONIXS_ICEMDH_EXPORT OrderBookUpdateListener
{
public:
    /// Is called when the order book is updated.
    ///
    /// In compare to the change reported through
    /// OnixS::ICE::iMpact::MarketData::OrderBookChangeListener
    /// interface, update represents a complex operation and
    /// usually consists of multiple changes. Also, books reported
    /// via OnixS::ICE::iMpact::MarketData::OrderBookUpdateListener
    /// interface are always in a valid state, whereas atomic change
    /// may invalidate book until subsequent change.
    ///
    /// \param book is a 'up-to-date' book associated with given market.
    /// \param msgInfo information about multicast message block.
    virtual void onOrderBookUpdated(const OrderBook& book, const MessageInfo& msgInfo) = 0;

protected:
    virtual ~OrderBookUpdateListener() {}
};

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