OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
OrderBookListener.h
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19 
20 #pragma once
21 
23 
24 namespace OnixS
25 {
26  namespace Eurex
27  {
28  namespace MarketData
29  {
30  ONIXS_EUREX_EMDI_API_DECL (class, OrderBook);
31 
32  /// Order Book listener.
34  {
35  public:
36  /// Is called when the book is updated.
37  ///
38  /// In compare to the change reported through 'DepthListener'
39  /// interface, update represents a complex operation and usually consists
40  /// of multiple changes. Also, books reported via 'BookUpdateListener'
41  /// interface are always in a valid state, whereas atomic change may
42  /// invalidate book until subsequent change.
43  virtual void onOrderBookUpdated (const OrderBook& book) = 0;
44 
45  /// Is called when no data is coming during a reasonable
46  /// period of time. Since the moment of call books
47  /// must be considered as outdated. Further
48  /// call of 'onOrderBookUpdated' members makes a particular
49  /// book as up-to-date.
50  virtual void onOrderBookOutOfDate (const OrderBook& book) = 0;
51 
52  protected:
53  /// Destructor.
54  virtual ~OrderBookListener() {}
55  };
56  }
57  }
58 }
59 
virtual void onOrderBookUpdated(const OrderBook &book)=0
Definition: Defines.h:30
ONIXS_EUREX_EMDI_API_DECL(class, Message)
virtual void onOrderBookOutOfDate(const OrderBook &book)=0