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