Defines an interface through which the Handler notifies subscribers about detected updates in order books.
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| virtual void | onOrderBookUpdated (const std::string &symbolName, const OrderBook &book, const MessageInfo &msgInfo)=0 |
| | Implement this member to get notified about changes in particular book after all update events processed. More...
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Defines an interface through which the Handler notifies subscribers about detected updates in order books.
Class provides an interface for handling order book updates.
It doesn't provide an interface for instance deletion. However, since C++ doesn't have pure interface concept, destructor will be generated anyway. We can only control proper use of it. For this reason we hide from public use and make it available for descendants.
| virtual void onOrderBookUpdated |
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const std::string & |
symbolName, |
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const OrderBook & |
book, |
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const MessageInfo & |
msgInfo |
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pure virtual |
Implement this member to get notified about changes in particular book after all update events processed.
- Parameters
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| symbolName | identifiers market for which given book is being maintained. |
| book | is a 'up-to-date' book associated with given market. |
| msgInfo | is a fields related to incoming message. |
