OpenMAMA
Wombat::MamdaBookAtomicLevelHandler Class Reference

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.
virtual void onBookAtomicLevelDelta (MamdaSubscription *subscription, MamdaBookAtomicListener &listener, const MamaMsg &msg, const MamdaBookAtomicLevel &level)=0
 Method invoked when an order book delta is reported.
virtual ~MamdaBookAtomicLevelHandler ()

Detailed Description

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.

Constructor & Destructor Documentation

virtual Wombat::MamdaBookAtomicLevelHandler::~MamdaBookAtomicLevelHandler ( )
virtual
{};

Member Function Documentation

virtual void Wombat::MamdaBookAtomicLevelHandler::onBookAtomicLevelRecap ( MamdaSubscription subscription,
MamdaBookAtomicListener listener,
const MamaMsg &  msg,
const MamdaBookAtomicLevel level 
)
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:

  • Initial image.
  • Recap update (e.g., after server fault tolerant event or data quality event.)
  • After stale status removed.
Parameters
subscriptionThe MamdaSubscription handle.
listenerThe listener handling the recap.
msgThe MamaMsg that triggered this invocation.
levelThe Price Level recap.
virtual void Wombat::MamdaBookAtomicLevelHandler::onBookAtomicLevelDelta ( MamdaSubscription subscription,
MamdaBookAtomicListener listener,
const MamaMsg &  msg,
const MamdaBookAtomicLevel level 
)
pure virtual

Method invoked when an order book delta is reported.

Parameters
subscriptionThe MamdaSubscription handle.
listenerThe listener handling the update.
msgThe MamaMsg that triggered this invocation.
levelThe Price Level update.

The documentation for this class was generated from the following file:


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