IMarketDataSubscriber

IMarketDataSubscriber is a unified interface for components that consume real-time market data events. It supports optional handling of order book updates, trades, and bars.

class IMarketDataSubscriber : public ISubscriber
{
public:
  virtual ~IMarketDataSubscriber() = default;

  virtual void onBookUpdate(const BookUpdateEvent& ev) {}
  virtual void onTrade(const TradeEvent& ev) {}
  virtual void onBar(const BarEvent& ev) {}
};

Purpose

• Serve as a polymorphic listener for all market-facing event types across the system.

Methods

Method	Description
onBookUpdate	Receives BookUpdateEvent from BookUpdateBus.
onTrade	Receives TradeEvent from TradeBus.
onBar	Receives BarEvent from BarBus.

Notes

• Default implementations are no-ops — subscribers override only what they care about.
• Used with EventBus<T> which delivers events via EventDispatcher.
• Inherits from ISubscriber, which provides id() for routing.