kraken: engine: add 'EngineListener'

The `Engine` will be in charge of updating the book, triggering the
listener on each event.

src/CMakeLists.txt

@@ -3,6 +3,7 @@ target_link_libraries(kraken PRIVATE common_options)
 
 add_subdirectory(book)
 add_subdirectory(csv)
+add_subdirectory(engine)
 add_subdirectory(parse)
 add_subdirectory(utils)
 
@@ -11,6 +12,7 @@ configure_file(config.h.in config.h)
 target_link_libraries(kraken PRIVATE
   book
   csv
+  engine
   parse
 )
 

src/engine/CMakeLists.txt

@@ -0,0 +1,10 @@
+add_library(engine STATIC
+  engine-listener.cc
+  engine-listener.hh
+)
+
+target_link_libraries(engine PRIVATE
+  book
+)
+
+target_link_libraries(engine PRIVATE common_options)

src/engine/engine-listener.cc

@@ -0,0 +1,7 @@
+#include "engine-listener.hh"
+
+namespace kraken::engine {
+
+EngineListener::~EngineListener() = default;
+
+} // namespace kraken::engine

src/engine/engine-listener.hh

@@ -0,0 +1,38 @@
+#pragma once
+
+#include <optional>
+
+#include "book/order.hh"
+
+namespace kraken::engine {
+
+/// Listener interface which is called by the engine on trading events.
+struct EngineListener {
+    virtual ~EngineListener();
+
+    /// Called when a new trade or cancel order has been acknowledged.
+    virtual void on_acknowledgement(User user, UserOrderId id) = 0;
+
+    /// Called when an order is invalid.
+    virtual void on_bad_order(User user, UserOrderId id) = 0;
+
+    /// Called when the top of the book changes.
+    virtual void on_top_of_book_change(Side side, Price price,
+                                       Quantity total_quantity)
+        = 0;
+    /// Called when the top of the book changes, no orders remaining on a side.
+    virtual void on_top_of_book_change(Side side) = 0;
+
+    /// Called when an order is rejected by the engine for crossing the book.
+    virtual void on_rejection(User user, UserOrderId id) = 0;
+
+    /// Called when an order is matched by the engine.
+    virtual void on_match(User user_buy, UserOrderId id_bid, User user_sell,
+                          UserOrderId id_ask, Price price, Quantity quantity)
+        = 0;
+
+    /// Called when a flush order is processed.
+    virtual void on_flush() = 0;
+};
+
+} // namespace kraken::engine