OnixS C++ SGX Titan ITCH Market Data Handler
1.2.2
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include
OnixS
SgxTitan
MarketData
Itch
MarketByOrderListener.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/SgxTitan/MarketData/Itch/ABI.h
>
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#include <
OnixS/SgxTitan/MarketData/Itch/Messages.h
>
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ONIXS_SGXTITAN_ITCH_NAMESPACE_BEGIN
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/// Market By Order Messages Listener
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class
ONIXS_SGXTITAN_ITCH_API
MarketByOrderListener
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{
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public
:
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/// Is invoked when AddOrderMsg received
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virtual
void
onAddOrder (
const
AddOrderMsg
& msg,
const
DataSource
& dataSource) = 0;
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/// Is invoked when OrderExecutedMsg received
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virtual
void
onOrderExecuted (
const
OrderExecutedMsg
& msg,
const
DataSource
& dataSource) = 0;
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/// Is invoked when OrderExecutedWithPriceMsg received
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virtual
void
onOrderExecutedWithPrice (
const
OrderExecutedWithPriceMsg
& msg,
const
DataSource
& dataSource) = 0;
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/// Is invoked when OrderReplaceMsg received
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virtual
void
onOrderReplace (
const
OrderReplaceMsg
& msg,
const
DataSource
& dataSource) = 0;
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/// Is invoked when OrderDeleteMsg received
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virtual
void
onOrderDelete(
const
OrderDeleteMsg
& msg,
const
DataSource
& dataSource) = 0;
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protected
:
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virtual
~MarketByOrderListener
() {};
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};
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ONIXS_SGXTITAN_ITCH_NAMESPACE_END
Messages.h
OnixS::SgxTitan::MarketData::Itch::MarketByOrderListener::~MarketByOrderListener
virtual ~MarketByOrderListener()
Definition:
MarketByOrderListener.h:46
OnixS::SgxTitan::MarketData::Itch::OrderExecutedWithPriceMsg
Definition:
OrderExecutedWithPriceMsg.h:32
OnixS::SgxTitan::MarketData::Itch::MarketByOrderListener
Market By Order Messages Listener.
Definition:
MarketByOrderListener.h:28
ABI.h
OnixS::SgxTitan::MarketData::Itch::AddOrderMsg
Definition:
AddOrderMsg.h:31
OnixS::SgxTitan::MarketData::Itch::DataSource
Data source.
Definition:
Defines.h:52
OnixS::SgxTitan::MarketData::Itch::OrderExecutedMsg
Definition:
OrderExecutedMsg.h:30
OnixS::SgxTitan::MarketData::Itch::OrderReplaceMsg
Definition:
OrderReplaceMsg.h:30
OnixS::SgxTitan::MarketData::Itch::OrderDeleteMsg
Definition:
OrderDeleteMsg.h:30