OnixS BME SENAF Handler C++ library 2.3.0
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MarketPublicationListener.h
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1/*
2 * Copyright Onix Solutions Limited [OnixS]. All rights reserved.
3 *
4 * This software owned by Onix Solutions Limited [OnixS] and is protected by
5 * copyright law and international copyright treaties.
6 *
7 * Access to and use of the software is governed by the terms of the applicable
8 * ONIXS Software Services Agreement (the Agreement) and Customer end user
9 * license agreements granting a non-assignable, non-transferable and
10 * non-exclusive license to use the software for it's own data processing
11 * purposes under the terms defined in the Agreement.
12 *
13 * Except as otherwise granted within the terms of the Agreement, copying or
14 * reproduction of any part of this source code or associated reference material
15 * to any other location for further reproduction or redistribution, and any
16 * amendments to this copyright notice, are expressly prohibited.
17 *
18 * Any reproduction or redistribution for sale or hiring of the Software not in
19 * accordance with the terms of the Agreement is a violation of copyright law.
20 */
21
22#pragma once
23
24#include <OnixS/Senaf/MarketData/Export.h>
46
47namespace OnixS { namespace Senaf { namespace MarketData {
48
51class ONIXS_BME_SENAF_EXPORT MarketPublicationListener
52{
53public:
58 virtual void onMarketImageRecovery(const MarketImageRecovery& msg, const MessageInfo& msgInfo) = 0;
59
64 virtual void onMarketSessionStartUp(const MarketSessionStartUp& msg, const MessageInfo& msgInfo) = 0;
65
70 virtual void onMarketSessionEnd(const MarketSessionEnd& msg, const MessageInfo& msgInfo) = 0;
71
76 virtual void onBuySellInvolved(const BuySellInvolved& msg, const MessageInfo& msgInfo) = 0;
77
82 virtual void onBuySellNotInvolved(const BuySellNotInvolved& msg, const MessageInfo& msgInfo) = 0;
83
89 virtual void onBidAskNewLevelInvolved(const BidAskNewLevelInvolved& msg, const MessageInfo& msgInfo) = 0;
90
96 virtual void onBidAskNewLevelNotInvolved(const BidAskNewLevelNotInvolved& msg, const MessageInfo& msgInfo) = 0;
97
102 virtual void onBidAskExistingLevelInvolved(const BidAskExistingLevelInvolved& msg, const MessageInfo& msgInfo) = 0;
103
111 const MessageInfo& msgInfo
112 ) = 0;
113
120 const MessageInfo& msgInfo
121 ) = 0;
122
129 const MessageInfo& msgInfo
130 ) = 0;
131
136 virtual void onPositionCancellation(const PositionCancellation& msg, const MessageInfo& msgInfo) = 0;
137
142 virtual void onCombinedBidAskInvolved(const CombinedBidAskInvolved& msg, const MessageInfo& msgInfo) = 0;
143
148 virtual void onCombinedBidAskNotInvolved(const CombinedBidAskNotInvolved& msg, const MessageInfo& msgInfo) = 0;
149
154 virtual void onSwitchingBidAskInvolved(const SwitchingBidAskInvolved& msg, const MessageInfo& msgInfo) = 0;
155
160 virtual void onSwitchingBidAskNotInvolved(const SwitchingBidAskNotInvolved& msg, const MessageInfo& msgInfo) = 0;
161
168 const MessageInfo& msgInfo
169 ) = 0;
170
177 const MessageInfo& msgInfo
178 ) = 0;
179
184 virtual void onTradingSessionStartUp(const TradingSessionStartUp& msg, const MessageInfo& msgInfo) = 0;
185
190 virtual void onTradingSessionEnd(const TradingSessionEnd& msg, const MessageInfo& msgInfo) = 0;
191
192protected:
194};
195
196}}} // namespace OnixS::Senaf::MarketData
Defines the interface through which the Handler notifies subscribers about Market Publication Message...
virtual void onCombinedBidAskInvolved(const CombinedBidAskInvolved &msg, const MessageInfo &msgInfo)=0
virtual void onSwitchingBidAskNotInvolved(const SwitchingBidAskNotInvolved &msg, const MessageInfo &msgInfo)=0
virtual void onBidAskExistingLevelNotInvolved(const BidAskExistingLevelNotInvolved &msg, const MessageInfo &msgInfo)=0
virtual void onOperationConfirmationNotInvolved(const OperationConfirmationNotInvolved &msg, const MessageInfo &msgInfo)=0
virtual void onMarketImageRecovery(const MarketImageRecovery &msg, const MessageInfo &msgInfo)=0
virtual void onBidAskNewLevelNotInvolved(const BidAskNewLevelNotInvolved &msg, const MessageInfo &msgInfo)=0
virtual void onTradingSessionEnd(const TradingSessionEnd &msg, const MessageInfo &msgInfo)=0
virtual void onPositionCancellation(const PositionCancellation &msg, const MessageInfo &msgInfo)=0
virtual void onBidAskNewLevelInvolved(const BidAskNewLevelInvolved &msg, const MessageInfo &msgInfo)=0
virtual void onMarketSessionEnd(const MarketSessionEnd &msg, const MessageInfo &msgInfo)=0
virtual void onBuySellNotInvolved(const BuySellNotInvolved &msg, const MessageInfo &msgInfo)=0
virtual void onSwitchingBidAskInvolved(const SwitchingBidAskInvolved &msg, const MessageInfo &msgInfo)=0
virtual void onBidAskExistingLevelInvolved(const BidAskExistingLevelInvolved &msg, const MessageInfo &msgInfo)=0
virtual void onPositionModificationInvolved(const PositionModificationInvolved &msg, const MessageInfo &msgInfo)=0
virtual void onBuySellInvolved(const BuySellInvolved &msg, const MessageInfo &msgInfo)=0
virtual void onOperationConfirmationInvolved(const OperationConfirmationInvolved &msg, const MessageInfo &msgInfo)=0
virtual void onMarketSessionStartUp(const MarketSessionStartUp &msg, const MessageInfo &msgInfo)=0
virtual void onCombinedBidAskNotInvolved(const CombinedBidAskNotInvolved &msg, const MessageInfo &msgInfo)=0
virtual void onPositionModificationNotInvolved(const PositionModificationNotInvolved &msg, const MessageInfo &msgInfo)=0
virtual void onTradingSessionStartUp(const TradingSessionStartUp &msg, const MessageInfo &msgInfo)=0
Buy / Sell Exchange Notified to Involved Members.
Buy / Sell Exchange Notified to Members. Not Involved.
Combined Bid / Ask Publication Message. Involved.
Combined Bid / Ask Publication Message. Not Involved.
Switching Bid / Ask Publication Message. Involved.
Switching Bid / Ask Publication Message. Not Involved.