market_handler.h

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#ifndef CPPTRADER_MATCHING_MARKET_HANDLER_H
#define CPPTRADER_MATCHING_MARKET_HANDLER_H
 
#include "level.h"
#include "order.h"
#include "order_book.h"
#include "symbol.h"
 
namespace CppTrader {
namespace Matching {
 
 
class MarketHandler
{
    friend class MarketManager;
 
public:
    MarketHandler() = default;
    MarketHandler(const MarketHandler&) = delete;
    MarketHandler(MarketHandler&&) = delete;
    virtual ~MarketHandler() = default;
 
    MarketHandler& operator=(const MarketHandler&) = delete;
    MarketHandler& operator=(MarketHandler&&) = delete;
 
protected:
    // Symbol handlers
    virtual void onAddSymbol(const Symbol& symbol) {}
    virtual void onDeleteSymbol(const Symbol& symbol) {}
 
    // Order book handlers
    virtual void onAddOrderBook(const OrderBook& order_book) {}
    virtual void onUpdateOrderBook(const OrderBook& order_book, bool top) {}
    virtual void onDeleteOrderBook(const OrderBook& order_book) {}
 
    // Price level handlers
    virtual void onAddLevel(const OrderBook& order_book, const Level& level, bool top) {}
    virtual void onUpdateLevel(const OrderBook& order_book, const Level& level, bool top) {}
    virtual void onDeleteLevel(const OrderBook& order_book, const Level& level, bool top) {}
 
    // Order handlers
    virtual void onAddOrder(const Order& order) {}
    virtual void onUpdateOrder(const Order& order) {}
    virtual void onDeleteOrder(const Order& order) {}
 
    // Order execution handlers
    virtual void onExecuteOrder(const Order& order, uint64_t price, uint64_t quantity) {}
};
 
} // namespace Matching
} // namespace CppTrader
 
#endif // CPPTRADER_MATCHING_MARKET_HANDLER_H