OrderBookUpdateListener.h

Go to the documentation of this file.

/*
 * 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/OrderBook.h>

namespace OnixS { namespace Senaf { namespace MarketData {

/// 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_BME_SENAF_EXPORT OrderBookUpdateListener
{
public:
    /// Is called when the order book is updated.
    ///
    /// \param book is a 'up-to-date' book associated with given market.
    virtual void onOrderBookUpdated(const OrderBook& book) = 0;

protected:
    virtual ~OrderBookUpdateListener() {}
};

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