MamdaBookAtomicBookHandler is an interface for applications that need to know when a MamdaBookAtomicListener finishes processing a single book update. More...
#include <MamdaBookAtomicBookHandler.h>
Public Member Functions | |
virtual void | onBookAtomicBeginBook (MamdaSubscription *subscription, MamdaBookAtomicListener &listener, bool isRecap)=0 |
Method invoked before we start processing the first level in a message. | |
virtual void | onBookAtomicEndBook (MamdaSubscription *subscription, MamdaBookAtomicListener &listener)=0 |
Method invoked when we stop processing the last level in a message. | |
virtual void | onBookAtomicClear (MamdaSubscription *subscription, MamdaBookAtomicListener &listener, const MamaMsg &msg)=0 |
Method invoked when an order book is cleared. | |
virtual void | onBookAtomicGap (MamdaSubscription *subscription, MamdaBookAtomicListener &listener, const MamaMsg &msg, const MamdaBookAtomicGap &event)=0 |
Method invoked when a gap in orderBook reports is discovered. | |
virtual | ~MamdaBookAtomicBookHandler () |
MamdaBookAtomicBookHandler is an interface for applications that need to know when a MamdaBookAtomicListener finishes processing a single book update.
This may be useful for applications that wish to destroy the subscription from a callback as the subscription can only be destroyed after the message processing is complete. Furthermore, it allows applications to determine when to clear the book when a recap arrives.
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virtual |
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pure virtual |
Method invoked before we start processing the first level in a message.
The book should be cleared when isRecap == true.
subscription | The MamdaSubscription handle. |
listener | The listener handling recaps/updates. |
isRecap | Whether the first update was a recap. |
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pure virtual |
Method invoked when we stop processing the last level in a message.
We invoke this method after the last entry for the level gets processed. The subscription may be destroyed from this callback.
subscription | The MamdaSubscription handle. |
listener | The listener handling recaps/updates. |
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pure virtual |
Method invoked when an order book is cleared.
subscription | The MamdaSubscription handle. |
listener | The listener handling recaps/updates. |
msg | The MamaMsg that triggered this invocation. |
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pure virtual |
Method invoked when a gap in orderBook reports is discovered.
subscription | The MamdaSubscription handle. |
listener | The listener handling recaps/updates. |
msg | The MamaMsg that triggered this invocation. |
event | The gap value object. |