OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  7.4.2
API documentation
DepthListener Class Referenceabstract

#include <OnixS/Eurex/MarketData/DepthListener.h>

Public Member Functions

virtual void onDepthSnapshot (const DepthSnapshot &snapshot, const DataSource &dataSource)=0
 
virtual void onDepthIncremental (const DepthIncremental &incremental, const DataSource &dataSource)=0
 
virtual void onDepthReset (MarketSegmentId marketSegmentId)=0
 
virtual void onDepthOutOfDate (MarketSegmentId marketSegmentId)=0
 

Protected Member Functions

virtual ~DepthListener ()
 

Detailed Description

Definition at line 36 of file DepthListener.h.

Constructor & Destructor Documentation

virtual ~DepthListener ( )
inlineprotectedvirtual

Destructor.

Definition at line 58 of file DepthListener.h.

Member Function Documentation

virtual void onDepthIncremental ( const DepthIncremental incremental,
const DataSource dataSource 
)
pure virtual

Is called when depth incremental is received.

virtual void onDepthOutOfDate ( MarketSegmentId  marketSegmentId)
pure virtual

Is called when no data is coming during a reasonable period of time. Since the moment of call previously obtained data and thus all books built from that data must be considered as outdated. Further call of either 'onDepthIncremental' or 'onDepthReset' members makes a particular or all books as up-to-date.

virtual void onDepthReset ( MarketSegmentId  marketSegmentId)
pure virtual

Is called when all the books are reset for a given market segment.

virtual void onDepthSnapshot ( const DepthSnapshot snapshot,
const DataSource dataSource 
)
pure virtual

Is called when depth snapshot is received.


The documentation for this class was generated from the following file: