MarketPublicationListener.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/Senaf/MarketData/Export.h>
#include <OnixS/Senaf/MarketData/MessageInfo.h>
#include <OnixS/Senaf/MarketData/Messages/BidAskExistingLevelInvolved.h>
#include <OnixS/Senaf/MarketData/Messages/BidAskExistingLevelNotInvolved.h>
#include <OnixS/Senaf/MarketData/Messages/BidAskNewLevelInvolved.h>
#include <OnixS/Senaf/MarketData/Messages/BidAskNewLevelNotInvolved.h>
#include <OnixS/Senaf/MarketData/Messages/BuySellInvolved.h>
#include <OnixS/Senaf/MarketData/Messages/BuySellNotInvolved.h>
#include <OnixS/Senaf/MarketData/Messages/CombinedBidAskInvolved.h>
#include <OnixS/Senaf/MarketData/Messages/CombinedBidAskNotInvolved.h>
#include <OnixS/Senaf/MarketData/Messages/MarketImageRecovery.h>
#include <OnixS/Senaf/MarketData/Messages/MarketSessionEnd.h>
#include <OnixS/Senaf/MarketData/Messages/MarketSessionStartUp.h>
#include <OnixS/Senaf/MarketData/Messages/OperationConfirmationInvolved.h>
#include <OnixS/Senaf/MarketData/Messages/OperationConfirmationNotInvolved.h>
#include <OnixS/Senaf/MarketData/Messages/PositionCancellation.h>
#include <OnixS/Senaf/MarketData/Messages/PositionModificationInvolved.h>
#include <OnixS/Senaf/MarketData/Messages/PositionModificationNotInvolved.h>
#include <OnixS/Senaf/MarketData/Messages/SwitchingBidAskInvolved.h>
#include <OnixS/Senaf/MarketData/Messages/SwitchingBidAskNotInvolved.h>
#include <OnixS/Senaf/MarketData/Messages/TradingSessionEnd.h>
#include <OnixS/Senaf/MarketData/Messages/TradingSessionStartUp.h>

namespace OnixS { namespace Senaf { namespace MarketData {

/// \brief Defines the interface through which the Handler
/// notifies subscribers about Market Publication Messages.
class ONIXS_BME_SENAF_EXPORT MarketPublicationListener
{
public:
    /// Is called once Market Image Recovery (012) Message received.
    ///
    /// \param msg Market Image Recovery (012) Message.
    /// \param msgInfo information about this particular message.
    virtual void
    onMarketImageRecovery(const MarketImageRecovery& msg, const MessageInfo& msgInfo) = 0;

    /// Is called once Market Session Start-Up (022) Message received.
    ///
    /// \param msg Market Session Start-Up (022) Message.
    /// \param msgInfo information about this particular message.
    virtual void
    onMarketSessionStartUp(const MarketSessionStartUp& msg, const MessageInfo& msgInfo) = 0;

    /// Is called once Market Session End (020) Message received.
    ///
    /// \param msg Market Session End (020) Message.
    /// \param msgInfo information about this particular message.
    virtual void onMarketSessionEnd(const MarketSessionEnd& msg, const MessageInfo& msgInfo) = 0;

    /// Is called once Buy / Sell (002) Involved Message received.
    ///
    /// \param msg Buy / Sell (002) Involved Message.
    /// \param msgInfo information about this particular message.
    virtual void onBuySellInvolved(const BuySellInvolved& msg, const MessageInfo& msgInfo) = 0;

    /// Is called once Buy / Sell (003) Not Involved Message received.
    ///
    /// \param msg Buy / Sell (003) Not Involved Message.
    /// \param msgInfo information about this particular message.
    virtual void
    onBuySellNotInvolved(const BuySellNotInvolved& msg, const MessageInfo& msgInfo) = 0;

    /// Is called once Bid / Ask Opening a New Level (006) Involved Message
    /// received.
    ///
    /// \param msg Bid / Ask Opening a New Level (006) Involved Message.
    /// \param msgInfo information about this particular message.
    virtual void
    onBidAskNewLevelInvolved(const BidAskNewLevelInvolved& msg, const MessageInfo& msgInfo) = 0;

    /// Is called once Bid / Ask Opening a New Level (007) Not Involved Message
    /// received.
    ///
    /// \param msg Bid / Ask Opening a New Level (007) Not Involved Message.
    /// \param msgInfo information about this particular message.
    virtual void onBidAskNewLevelNotInvolved(
        const BidAskNewLevelNotInvolved& msg,
        const MessageInfo& msgInfo
    ) = 0;

    /// Is called once Bid / Ask Existing Level (006) Involved Message received.
    ///
    /// \param msg Bid / Ask Existing Level (006) Involved Message.
    /// \param msgInfo information about this particular message.
    virtual void onBidAskExistingLevelInvolved(
        const BidAskExistingLevelInvolved& msg,
        const MessageInfo& msgInfo
    ) = 0;

    /// Is called once Bid / Ask Existing Level (009) Not Involved Message
    /// received.
    ///
    /// \param msg Bid / Ask Existing Level (009) Not Involved Message.
    /// \param msgInfo information about this particular message.
    virtual void onBidAskExistingLevelNotInvolved(
        const BidAskExistingLevelNotInvolved& msg,
        const MessageInfo& msgInfo
    ) = 0;

    /// Is called once Position Modification (010) Involved Message received.
    ///
    /// \param msg Position Modification (010) Involved Message.
    /// \param msgInfo information about this particular message.
    virtual void onPositionModificationInvolved(
        const PositionModificationInvolved& msg,
        const MessageInfo& msgInfo
    ) = 0;

    /// Is called once Position Modification (011) Not Involved Message received.
    ///
    /// \param msg Position Modification (011) Not Involved Message.
    /// \param msgInfo information about this particular message.
    virtual void onPositionModificationNotInvolved(
        const PositionModificationNotInvolved& msg,
        const MessageInfo& msgInfo
    ) = 0;

    /// Is called once Position Cancellation (001) Message received.
    ///
    /// \param msg Position Cancellation (001) Message.
    /// \param msgInfo information about this particular message.
    virtual void
    onPositionCancellation(const PositionCancellation& msg, const MessageInfo& msgInfo) = 0;

    /// Is called once Combined Bid / Ask (015) Involved Message received.
    ///
    /// \param msg Combined Bid / Ask (015) Involved Message.
    /// \param msgInfo information about this particular message.
    virtual void
    onCombinedBidAskInvolved(const CombinedBidAskInvolved& msg, const MessageInfo& msgInfo) = 0;

    /// Is called once Combined Bid / Ask (016) Not Involved Message received.
    ///
    /// \param msg Combined Bid / Ask (016) Not Involved Message.
    /// \param msgInfo information about this particular message.
    virtual void onCombinedBidAskNotInvolved(
        const CombinedBidAskNotInvolved& msg,
        const MessageInfo& msgInfo
    ) = 0;

    /// Is called once Switching Bid / Ask (023) Involved Message received.
    ///
    /// \param msg Switching Bid / Ask (023) Involved Message.
    /// \param msgInfo information about this particular message.
    virtual void
    onSwitchingBidAskInvolved(const SwitchingBidAskInvolved& msg, const MessageInfo& msgInfo) = 0;

    /// Is called once Switching Bid / Ask (024) Not Involved Message received.
    ///
    /// \param msg Switching Bid / Ask (024) Not Involved Message.
    /// \param msgInfo information about this particular message.
    virtual void onSwitchingBidAskNotInvolved(
        const SwitchingBidAskNotInvolved& msg,
        const MessageInfo& msgInfo
    ) = 0;

    /// Is called once Operation Confirmation (004) Involved Message received.
    ///
    /// \param msg Operation Confirmation (004) Involved Message.
    /// \param msgInfo information about this particular message.
    virtual void onOperationConfirmationInvolved(
        const OperationConfirmationInvolved& msg,
        const MessageInfo& msgInfo
    ) = 0;

    /// Is called once Operation Confirmation (005) Not involved Message received.
    ///
    /// \param msg Operation Confirmation (005) Not involved Message.
    /// \param msgInfo information about this particular message.
    virtual void onOperationConfirmationNotInvolved(
        const OperationConfirmationNotInvolved& msg,
        const MessageInfo& msgInfo
    ) = 0;

    /// Is called once Trading Session Start-Up (013) Message received.
    ///
    /// \param msg Trading Session Start-Up (013) Message.
    /// \param msgInfo information about this particular message.
    virtual void
    onTradingSessionStartUp(const TradingSessionStartUp& msg, const MessageInfo& msgInfo) = 0;

    /// Is called once Trading Session End (014) Message received.
    ///
    /// \param msg Trading Session End (014) Message.
    /// \param msgInfo information about this particular message.
    virtual void onTradingSessionEnd(const TradingSessionEnd& msg, const MessageInfo& msgInfo) = 0;

protected:
    virtual ~MarketPublicationListener() {}
};

}}} // namespace OnixS::Senaf::MarketData