Definition at line 33 of file OrderBookListener.h.
◆ ~OrderBookListener()
◆ onOrderBookOutOfDate()
| virtual void onOrderBookOutOfDate |
( |
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 Since the moment of call books must be considered as outdated.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.
◆ onOrderBookUpdated()
| virtual void onOrderBookUpdated |
( |
const OrderBook & | book | ) |
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pure virtual |
Is called when the book is updated.
In compare to the change reported through 'DepthListener' interface, update represents a complex operation and usually consists of multiple changes. Also, books reported via 'BookUpdateListener' interface are always in a valid state, whereas atomic change may invalidate book until subsequent change.
