Direct book changes listener is to be used when order books are built by the end-user application. More...

Public Member Functions
virtual void	onDirectBooksReset (const ChannelId &channelId)=0
	Is called when all the direct books are reset for a given channel. More...

virtual void	onDirectBookReset (SecurityId securityId, const ChannelId &channelId)=0
	Is called when book is reset for a given instrument.

virtual void	onDirectBookChange (const DirectBookChange &change, const ChannelId &channelId)=0
	Is called when a change for a particular direct book is reported. More...

Detailed Description

Direct book changes listener is to be used when order books are built by the end-user application.

Member Function Documentation

virtual void onDirectBookChange	(	const DirectBookChange &	change,
		const ChannelId &	channelId
	)

pure virtual

Is called when a change for a particular direct book is reported.

virtual void onDirectBooksReset ( const ChannelId & channelId)

pure virtual

Is called when all the direct books are reset for a given channel.