22 #ifndef MamdaBookAtomicBookHandlerH
23 #define MamdaBookAtomicBookHandlerH
33 class MamdaSubscription;
56 virtual void onBookAtomicBeginBook (
70 virtual void onBookAtomicEndBook (
81 virtual void onBookAtomicClear (
84 const MamaMsg& msg) = 0;
94 virtual void onBookAtomicGap (
105 #endif // MamdaBookAtomicBookHandlerH
MamdaBookAtomicListener is a class that specializes in handling order book updates.
Definition: MamdaBookAtomicListener.h:68
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MamdaBookAtomicBookHandler is an interface for applications that need to know when a MamdaBookAtomicL...
Definition: MamdaBookAtomicBookHandler.h:45
virtual ~MamdaBookAtomicBookHandler()
Definition: MamdaBookAtomicBookHandler.h:100
MamdaBookAtomicGap is an interface that provides access to order book atomic update gap related field...
Definition: MamdaBookAtomicGap.h:35
A MamdaSubscription is used to register interest in a particular symbol and source.
Definition: MamdaSubscription.h:54