Full order depth change listener. More...

Public Member Functions
virtual void	onFullOrderDepthChanged (const Series &series, Side::Enum side, DatabaseEvent::Enum event, uint32 position, const OrderBookEntry &entry)=0
	Is called when an order change has occurred and the local order book should be updated with that change. More...

virtual void	onFullOrderDepthCommited ()=0
	Is called when all full order depth changes events in one package have processed. More...

virtual void	onFullOrderDepthCompleted ()=0
	Is called when all full order depth changes are received during the snapshot. More...

Detailed Description

Full order depth change listener.

Member Function Documentation

virtual void onFullOrderDepthChanged	(	const Series &	series,
		Side::Enum	side,
		DatabaseEvent::Enum	event,
		uint32	position,
		const OrderBookEntry &	entry
	)

pure virtual

Is called when an order change has occurred and the local order book should be updated with that change.

Parameters

virtual void onFullOrderDepthCommited ( )

pure virtual

Is called when all full order depth changes events in one package have processed.

virtual void onFullOrderDepthCompleted ( )

pure virtual

Is called when all full order depth changes are received during the snapshot.