MessageListener.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/LSE/MarketData/GTP/ABI.h>
#include <OnixS/LSE/MarketData/GTP/Defines.h>
#include <OnixS/LSE/MarketData/GTP/Messages.h>
 
 
namespace OnixS {
namespace LSE {
namespace MarketData {
namespace GTP {
 
    struct SystemEventMsg;
    struct InstrumentDirectoryMsg;
    struct InstrumentDirectoryEquitiesMsg;
    struct InstrumentStatusMsg;
    struct AddOrderMBOMsg;
    struct AddOrderShortMBOMsg;
    struct AddOrderMBPMsg;
    struct AddOrderShortMBPMsg;
    struct AddOrderIncrementalMsg;
    struct ModifyOrderMsg;
    struct DeleteOrderMsg;
    struct TopOfBookMsg;
    struct OrderBookClearMsg;
    struct TradeMsg;
    struct StatisticsMsg;
    struct StatisticsUpdateMsg;
    struct StatisticsSnapshotMsg;
    struct MiFIDIITradeMsg;
    struct TradeSummaryMsg;
    struct AnalyticsMsg;
    struct TradeCrossMsg;
    struct MiFIDIITradeCrossMsg;

    class MessageListener
    {
        public:
            virtual void onGap(UInt32 /*expectedSeqNum*/, UInt32 /*receivedSeqNum*/) {}

            virtual void onSequenceReset() {}

            virtual void onInactivity() {}

            virtual void onSystemEvent(const SystemEventMsg&, const DataSource&) {}

            virtual void onInstrumentDirectory(const InstrumentDirectoryMsg&, const DataSource&) {}

            virtual void onInstrumentDirectoryEquities(const InstrumentDirectoryEquitiesMsg&, const DataSource&) {}

            virtual void onInstrumentStatus(const InstrumentStatusMsg&, const DataSource&) {}

            virtual void onAddOrderMBO(const AddOrderMBOMsg&, const DataSource&) {}

            virtual void onAddOrderShortMBO(const AddOrderShortMBOMsg&, const DataSource&) {}

            virtual void onAddOrderMBP(const AddOrderMBPMsg&, const DataSource&) {}

            virtual void onAddOrderShortMBP(const AddOrderShortMBPMsg&, const DataSource&) {}

            virtual void onAddOrderIncremental(const AddOrderIncrementalMsg&, const DataSource&) {}

            virtual void onModifyOrder(const ModifyOrderMsg&, const DataSource&) {}

            virtual void onDeleteOrder(const DeleteOrderMsg&, const DataSource&) {}

            virtual void onTopOfBook(const TopOfBookMsg&, const DataSource&) {}

            virtual void onOrderBookClear(const OrderBookClearMsg&, const DataSource&) {}

            virtual void onTrade(const TradeMsg&, const DataSource&) {}

            virtual void onStatistics(const StatisticsMsg&, const DataSource&) {}

            virtual void onStatisticsUpdate(const StatisticsUpdateMsg&, const DataSource&) {}

            virtual void onStatisticsSnapshot(const StatisticsSnapshotMsg&, const DataSource&) {}

            virtual void onMiFIDIITrade(const MiFIDIITradeMsg&, const DataSource&) {}

            virtual void onTradeSummary(const TradeSummaryMsg&, const DataSource&) {}

            virtual void onAnalytics(const AnalyticsMsg&, const DataSource&) {}

            virtual void onTradeCross(const TradeCrossMsg&, const DataSource&) {}

            virtual void onMiFIDIITradeCross(const MiFIDIITradeCrossMsg&, const DataSource&) {}
 
        protected:
            virtual ~MessageListener() {};
    };
}
}
}
}