Full order depth update listener. More...

Public Member Functions
virtual void	onFullOrderDepthUpdated (const Series &series, const OrderBook &orderBook, Side::Enum side, const FullOrderList &orders)=0
	Is called when order book is updated (assigned for each bid and ask side based on price and time priority rules). More...

Protected Member Functions
virtual	~FullOrderDepthUpdateListener ()
	Disables public delete operator in the interface class.

Detailed Description

Full order depth update listener.

Member Function Documentation

virtual void onFullOrderDepthUpdated	(	const Series &	series,
		const OrderBook &	orderBook,
		Side::Enum	side,
		const FullOrderList &	orders
	)

pure virtual

Is called when order book is updated (assigned for each bid and ask side based on price and time priority rules).

Parameters