OnixS C++ eSpeed ITCH Market Data Handler 1.7.3
API documentation
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OrderBookListener Class Referenceabstract

Public Member Functions

virtual void onOrderBookUpdated (const OrderBook &book)=0
virtual void onOrderBookOutOfDate (const OrderBook &book)=0

Protected Member Functions

virtual ~OrderBookListener ()

Detailed Description

Definition at line 30 of file OrderBookListener.h.

Constructor & Destructor Documentation

◆ ~OrderBookListener()

virtual ~OrderBookListener ( )
inlineprotectedvirtual

Definition at line 44 of file OrderBookListener.h.

Member Function Documentation

◆ onOrderBookOutOfDate()

virtual void onOrderBookOutOfDate ( const OrderBook & book)
pure virtual

Is called when no data is coming during a reasonable period of time. Since the moment of call books must be considered as outdated. Further call of 'onOrderBookUpdated' members makes a particular book as up-to-date.

◆ onOrderBookUpdated()

virtual void onOrderBookUpdated ( const OrderBook & book)
pure virtual

Is called when the book is updated.