OnixS C++ CME Market Data Handler  2.56.0.0
Public Member Functions | List of all members
ImpliedBookUpdateListener Class Referenceabstract

Implied order book update listener. More...

Public Member Functions

virtual void onImpliedBookUpdated (const ImpliedBook &book, const ChannelId &channelId)=0
 Is called when the implied book is updated. More...
 

Detailed Description

Implied order book update listener.

Member Function Documentation

virtual void onImpliedBookUpdated ( const ImpliedBook book,
const ChannelId channelId 
)
pure virtual

Is called when the implied book is updated.

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