#include <OnixS/eSpeed/MarketData/Itch/OrderBookListener.h>
Definition at line 30 of file OrderBookListener.h.
| virtual void onOrderBookOutOfDate |
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const OrderBook & |
book | ) |
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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 Since the moment of call books must be considered as outdated.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.
| virtual void onOrderBookUpdated |
( |
const OrderBook & |
book | ) |
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pure virtual |
Is called when the book is updated.
The documentation for this class was generated from the following file:
