Bruno BELANYI
e3b2d29463
The `Engine` will be in charge of updating the book, triggering the listener on each event.
39 lines
1.2 KiB
C++
39 lines
1.2 KiB
C++
#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
|