46 lines
1.3 KiB
C++
46 lines
1.3 KiB
C++
#pragma once
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#include <iosfwd>
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#include "csv/csv.hh"
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#include "engine-listener.hh"
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namespace kraken::engine {
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struct CsvEngineListener : EngineListener {
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CsvEngineListener();
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virtual ~CsvEngineListener();
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csv::csv_type const& output() const;
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csv::csv_type& output();
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/// Called when a new trade or cancel order has been acknowledged.
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void on_acknowledgement(User user, UserOrderId id) override;
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/// Called when an order is invalid.
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void on_bad_order(User user, UserOrderId id) override;
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/// Called when the top of the book changes.
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void on_top_of_book_change(Side side, Price price,
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Quantity total_quantity) override;
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/// Called when the top of the book changes, no orders remaining on a side.
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void on_top_of_book_change(Side side) override;
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/// Called when an order is rejected by the engine for crossing the book.
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void on_rejection(User user, UserOrderId id) override;
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/// Called when an order is matched by the engine.
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void on_match(User user_buy, UserOrderId id_bid, User user_sell,
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UserOrderId id_ask, Price price, Quantity quantity) override;
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/// Called when a flush order is processed.
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void on_flush() override;
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private:
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csv::csv_type output_{};
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};
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}; // namespace kraken::engine
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