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OptionDelegates.hpp
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OptionDelegates.hpp
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/************************************************************************
* Copyright(c) 2023, One Unified. All rights reserved. *
* email: info@oneunified.net *
* *
* This file is provided as is WITHOUT ANY WARRANTY *
* without even the implied warranty of *
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. *
* *
* This software may not be used nor distributed without proper license *
* agreement. *
* *
* See the file LICENSE.txt for redistribution information. *
************************************************************************/
/*
* File: OptionDelegates.hpp
* Author: raymond@burkholder.net
* Project: TFOptions
* Created: 2023/04/22 14:14:28
*/
#pragma once
#include <OUCommon/FastDelegate.h>
#include <TFTimeSeries/DatedDatum.h>
namespace ou { // One Unified
namespace tf { // TradeFrame
namespace option { // Options
struct Delegates {
std::string sSymbolName;
fastdelegate::FastDelegate<void(const ou::tf::Quote&)> fdQuote;
fastdelegate::FastDelegate<void(const ou::tf::Trade&)> fdTrade;
fastdelegate::FastDelegate<void(const ou::tf::Greek&)> fdGreek;
};
} // namespace option
} // namespace tf
} // namespace ou