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

Public Member Functions
virtual void	onBeginUpdate (const Series &series, uint32 sequenceNumber, uint32 blockSize)=0
	Implement this member to get notified about begin of order book update. More...

virtual void	onEndUpdate (const Series &series, uint32 sequenceNumber, uint32 blockSize)=0
	Implement this member to get notified about end of order book update. More...

virtual void	onPriceLevelAdded (const Series &series, uint32 sequenceNumber, uint32 blockSize, Side::Enum side, uint32 position, const PriceLevel &priceLevel)=0
	Is called when new price level added. More...

virtual void	onPriceLevelChanged (const Series &series, uint32 sequenceNumber, uint32 blockSize, Side::Enum side, uint32 position, const PriceLevel &priceLevel)=0
	Is called when new price level changed. More...

virtual void	onPriceLevelRemoved (const Series &series, uint32 sequenceNumber, uint32 blockSize, Side::Enum side, uint32 position)=0
	Is called when new price level removed. More...

Detailed Description

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

Member Function Documentation

pure virtual

Implement this member to get notified about begin of order book update.

Parameters

pure virtual

Implement this member to get notified about end of order book update.

Parameters

virtual void onPriceLevelAdded	(	const Series &	series,
		uint32	sequenceNumber,
		uint32	blockSize,
		Side::Enum	side,
		uint32	position,
		const PriceLevel &	priceLevel
	)

pure virtual

Is called when new price level added.

Parameters

virtual void onPriceLevelChanged	(	const Series &	series,
		uint32	sequenceNumber,
		uint32	blockSize,
		Side::Enum	side,
		uint32	position,
		const PriceLevel &	priceLevel
	)

pure virtual

Is called when new price level changed.

Parameters

virtual void onPriceLevelRemoved	(	const Series &	series,
		uint32	sequenceNumber,
		uint32	blockSize,
		Side::Enum	side,
		uint32	position
	)

pure virtual

Is called when new price level removed.

Parameters