MamdaBookAtomicLevelEntryHandler is an interface for applications that want to have an easy way to handle order book Price Level & Entry updates.
More...
#include <MamdaBookAtomicLevelEntryHandler.h>
MamdaBookAtomicLevelEntryHandler is an interface for applications that want to have an easy way to handle order book Price Level & Entry updates.
The interface defines callback methods for different types of orderBook-related events: order book recaps and updates.
virtual Wombat::MamdaBookAtomicLevelEntryHandler::~MamdaBookAtomicLevelEntryHandler |
( |
| ) |
|
|
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:
- Initial image.
- Recap update (e.g., after server fault tolerant event or data quality event.)
- After stale status removed.
- Parameters
-
subscription | The MamdaSubscription handle. |
listener | The listener handling the recap. |
msg | The MamaMsg that triggered this invocation. |
levelEntry | The Price Level Entry recap. |
Method invoked when an order book delta is reported.
- Parameters
-
subscription | The MamdaSubscription handle. |
listener | The listener handling the update. |
msg | The MamaMsg that triggered this invocation. |
levelEntry | The Price Level Entry update. |
The documentation for this class was generated from the following file: