DepthListener Class Reference

#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 ()=default

Detailed Description

Definition at line 37 of file DepthListener.h.

Constructor & Destructor Documentation

~DepthListener()

virtual ~DepthListener ( )

protectedvirtualdefault

Destructor.

Member Function Documentation

onDepthIncremental()

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

pure virtual

Is called when depth incremental is received.

onDepthOutOfDate()

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 Since the moment of call previously obtained data and thus all books built from that data must be considered as outdated.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.

onDepthReset()

virtual void onDepthReset ( MarketSegmentId marketSegmentId )

pure virtual

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

onDepthSnapshot()

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

pure virtual

Is called when depth snapshot is received.