MamdaBookAtomicLevelHandler is an interface for applications that want to have an easy way to handle order book Price Level updates. More...
#include <MamdaBookAtomicLevelHandler.h>
Public Member Functions | |
virtual void | onBookAtomicLevelRecap (MamdaSubscription *subscription, MamdaBookAtomicListener &listener, const MamaMsg &msg, const MamdaBookAtomicLevel &level)=0 |
Method invoked when a full refresh of the order book for the security is available. More... | |
virtual void | onBookAtomicLevelDelta (MamdaSubscription *subscription, MamdaBookAtomicListener &listener, const MamaMsg &msg, const MamdaBookAtomicLevel &level)=0 |
Method invoked when an order book delta is reported. More... | |
virtual | ~MamdaBookAtomicLevelHandler () |
MamdaBookAtomicLevelHandler is an interface for applications that want to have an easy way to handle order book Price Level updates.
The interface defines callback methods for different types of orderBook-related events: order book recaps and updates.
|
pure virtual |
Method invoked when a full refresh of the order book for the security is available.
The reason for the invocation may be any of the following:
subscription | The MamdaSubscription handle. |
listener | The listener handling the recap. |
msg | The MamaMsg that triggered this invocation. |
level | The Price Level recap. |
|
pure virtual |
Method invoked when an order book delta is reported.
subscription | The MamdaSubscription handle. |
listener | The listener handling the update. |
msg | The MamaMsg that triggered this invocation. |
level | The Price Level update. |