OnixS C++ Eurex T7 Market and Reference Data Interface (EMDI, RDI, EOBI) Handlers  11.0.0
API documentation
OrderBookListener Class Referenceabstract

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

Public Member Functions

virtual void onOrderBookUpdated (const OrderBook &book)=0
virtual void onOrderBookOutOfDate (const OrderBook &book)=0

Protected Member Functions

virtual ~OrderBookListener ()

Detailed Description

Definition at line 33 of file OrderBookListener.h.

Constructor & Destructor Documentation

virtual ~OrderBookListener ( )


Definition at line 54 of file OrderBookListener.h.

Member Function Documentation

virtual void onOrderBookOutOfDate ( const OrderBook book)
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 Since the moment of call books must be considered as outdated.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)
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.

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