OnixS C++ SGX Titan ITCH Market Data Handler
1.2.2
API documentation
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include
OnixS
SgxTitan
MarketData
Itch
OrderBookListener.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/Bootstrap.h>
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ONIXS_SGXTITAN_ITCH_NAMESPACE_BEGIN
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ONIXS_SGXTITAN_ITCH_API_DECL
(
class
, OrderBook);
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/// Order Book listener
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class
ONIXS_SGXTITAN_ITCH_API
OrderBookListener
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{
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public
:
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/// Is called when the book is updated.
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virtual
void
onOrderBookUpdated (
const
OrderBook
& book) = 0;
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/// Is called when no data is coming during a reasonable
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/// period of time. Since the moment of call books
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/// must be considered as outdated. Further
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/// call of 'onOrderBookUpdated' members makes a particular
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/// book as up-to-date.
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virtual
void
onOrderBookOutOfDate (
const
OrderBook
& book) = 0;
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protected
:
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virtual
~OrderBookListener
() {};
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};
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ONIXS_SGXTITAN_ITCH_NAMESPACE_END
OnixS::SgxTitan::MarketData::Itch::OrderBook
Definition:
OrderBook.h:143
ABI.h
OnixS::SgxTitan::MarketData::Itch::OrderBookListener
Order Book listener.
Definition:
OrderBookListener.h:30
ONIXS_SGXTITAN_ITCH_API_DECL
#define ONIXS_SGXTITAN_ITCH_API_DECL(typeKind, typeName)
Definition:
ABI.h:30
OnixS::SgxTitan::MarketData::Itch::OrderBookListener::~OrderBookListener
virtual ~OrderBookListener()
Definition:
OrderBookListener.h:44