OnixS BME SENAF Handler C++ library
2.2.0
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include
OnixS
Senaf
MarketData
OrderBookUpdateListener.h
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/*
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* Copyright Onix Solutions Limited [OnixS]. All rights reserved.
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*
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* This software owned by Onix Solutions Limited [OnixS] and is protected by copyright law
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* and international copyright treaties.
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*
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* Access to and use of the software is governed by the terms of the applicable ONIXS Software
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* Services Agreement (the Agreement) and Customer end user license agreements granting
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* a non-assignable, non-transferable and non-exclusive license to use the software
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* for it's own data processing purposes under the terms defined in the Agreement.
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*
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* Except as otherwise granted within the terms of the Agreement, copying or reproduction of any part
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* of this source code or associated reference material to any other location for further reproduction
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* or redistribution, and any amendments to this copyright notice, are expressly prohibited.
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*
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* Any reproduction or redistribution for sale or hiring of the Software not in accordance with
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* the terms of the Agreement is a violation of copyright law.
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*/
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#pragma once
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#include <OnixS/Senaf/MarketData/Export.h>
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#include <
OnixS/Senaf/MarketData/MessageInfo.h
>
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#include <
OnixS/Senaf/MarketData/OrderBook.h
>
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namespace
OnixS
{
namespace
Senaf {
namespace
MarketData {
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/// Defines the interface through which the Handler
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/// notifies subscribers that all the changes from
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/// current multicast message block are applied to
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/// the order book.
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class
ONIXS_BME_SENAF_EXPORT
OrderBookUpdateListener
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{
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public
:
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/// Is called when the order book is updated.
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///
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/// \param book is a 'up-to-date' book associated with given market.
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virtual
void
onOrderBookUpdated(
const
OrderBook
& book) = 0;
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protected
:
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virtual
~OrderBookUpdateListener
() {}
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};
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}}}
OnixS::Senaf::MarketData::OrderBookUpdateListener
Definition:
OrderBookUpdateListener.h:32
OnixS::Senaf::MarketData::OrderBookUpdateListener::~OrderBookUpdateListener
virtual ~OrderBookUpdateListener()
Definition:
OrderBookUpdateListener.h:41
MessageInfo.h
OnixS::Senaf::MarketData::OrderBook
Book instance composing price level book and full order depth book.
Definition:
OrderBook.h:67
OnixS
Definition:
Containers.h:24
OrderBook.h