OnixS C++ SGX Titan ITCH Market Data Handler  1.2.2
API documentation
Public Member Functions | Protected Member Functions | List of all members
MarketByOrderListener Class Referenceabstract

#include <OnixS/SgxTitan/MarketData/Itch/MarketByOrderListener.h>

Public Member Functions

virtual void onAddOrder (const AddOrderMsg &msg, const DataSource &dataSource)=0
 
virtual void onOrderExecuted (const OrderExecutedMsg &msg, const DataSource &dataSource)=0
 
virtual void onOrderExecutedWithPrice (const OrderExecutedWithPriceMsg &msg, const DataSource &dataSource)=0
 
virtual void onOrderReplace (const OrderReplaceMsg &msg, const DataSource &dataSource)=0
 
virtual void onOrderDelete (const OrderDeleteMsg &msg, const DataSource &dataSource)=0
 

Protected Member Functions

virtual ~MarketByOrderListener ()
 

Detailed Description

Definition at line 28 of file MarketByOrderListener.h.

Constructor & Destructor Documentation

virtual ~MarketByOrderListener ( )
inlineprotectedvirtual

Definition at line 46 of file MarketByOrderListener.h.

Member Function Documentation

virtual void onAddOrder ( const AddOrderMsg &  msg,
const DataSource &  dataSource 
)
pure virtual

Is invoked when AddOrderMsg received.

virtual void onOrderDelete ( const OrderDeleteMsg &  msg,
const DataSource &  dataSource 
)
pure virtual

Is invoked when OrderDeleteMsg received.

virtual void onOrderExecuted ( const OrderExecutedMsg &  msg,
const DataSource &  dataSource 
)
pure virtual

Is invoked when OrderExecutedMsg received.

virtual void onOrderExecutedWithPrice ( const OrderExecutedWithPriceMsg &  msg,
const DataSource &  dataSource 
)
pure virtual

Is invoked when OrderExecutedWithPriceMsg received.

virtual void onOrderReplace ( const OrderReplaceMsg &  msg,
const DataSource &  dataSource 
)
pure virtual

Is invoked when OrderReplaceMsg received.

The documentation for this class was generated from the following file: