ConsolidatedBookUpdateListener Class Reference

Consolidated order book update listener. More...

Public Member Functions
virtual void	onConsolidatedBookUpdated (const ConsolidatedBook &book, const ChannelId &channelId)=0
	Is called when the consolidated book is updated. More...

Detailed Description

Consolidated order book update listener.

Member Function Documentation

virtual void onConsolidatedBookUpdated ( const ConsolidatedBook &  book, const ChannelId &  channelId  )

pure virtual

Is called when the consolidated book is updated.

In compare to the change reported through 'ConsolidatedBookChangeListener' interface, update represents a complex operation and usually consists of multiple changes. Also, books reported via 'ConsolidatedBookUpdateListener' interface are always in a valid state, whereas atomic change may invalidate book until subsequent change.