Order Books

The sample below demonstrates listening to Handler's events:

    struct MyOrderBookListener : public OrderBookListener
    {
        /// Is called when the book is changed within it's depth, when Order_MBO_50, DeleteOrder_MBO_51 or MassDeleteOrders_MBO_52 are received.
        void onOrderBookChanged(const OrderBook& book, const Messaging::SbeMessage message) final 
        {
        }

        /// Is called when the book is updated, when a message with MatchEventIndicator::EndOfEvent is received and the book was changed within it's depth.
        void onOrderBookUpdated(const OrderBook& book) final 
        {
        }

        /// Is called when no data is coming during a reasonable
        /// period of time. Since the moment of call books
        /// must be considered outdated. Further
        /// call of 'onOrderBookUpdated' members makes a particular
        /// book as up-to-date.
        void onOrderBookOutOfDate(const OrderBook& book) final 
        {
        }

    } orderBookListener;

    HandlerSettings settings;
    Handler handler(settings);

    handler.registerOrderBookListener(&orderBookListener);