Defines an interface through which the Handler notifies subscribers about updates in the order books. More...

Public Member Functions
virtual void	onPriceDepthUpdated (const Series &series, PriceDepthUpdateMode::Enum mode, const OrderBook &orderBook)=0
	Is called when the price depth table for the given instrument is fully updated or introduced. More...

virtual void	onOrderPositionUpdated (const OrderRecord &order, uint32 position)=0
	Is called when order position in order book is updated (assigned for each bid and ask side based on price and time priority rules). More...

Detailed Description

Defines an interface through which the Handler notifies subscribers about updates in the order books.

Member Function Documentation

virtual void onOrderPositionUpdated	(	const OrderRecord &	order,
		uint32	position
	)

pure virtual

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

Parameters

order An order. position A new position of the order.

virtual void onPriceDepthUpdated	(	const Series &	series,
		PriceDepthUpdateMode::Enum	mode,
		const OrderBook &	orderBook
	)

pure virtual

Is called when the price depth table for the given instrument is fully updated or introduced.

Parameters

series	Instruemnt series.
mode	Price depth update mode.
orderBook	Order Book associated with the instrument series.