OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.11.0
API documentation
OrderBookUpdateListener.h
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19 
20 #pragma once
21 
22 #include "Export.h"
23 #include "Types.h"
24 
25 namespace OnixS { namespace ICE { namespace iMpact { namespace MarketData {
26 
27 // Forward declarations
28 class OrderBook;
29 struct MessageInfo;
30 
31 /// Defines the interface through which the Handler
32 /// notifies subscribers that all the changes from
33 /// current multicast message block are applied to
34 /// the order book.
35 class ONIXS_ICEMDH_EXPORT OrderBookUpdateListener
36 {
37 public:
38  /// Is called when the order book is updated.
39  ///
40  /// In compare to the change reported through
41  /// OnixS::ICE::iMpact::MarketData::OrderBookChangeListener
42  /// interface, update represents a complex operation and
43  /// usually consists of multiple changes. Also, books reported
44  /// via OnixS::ICE::iMpact::MarketData::OrderBookUpdateListener
45  /// interface are always in a valid state, whereas atomic change
46  /// may invalidate book until subsequent change.
47  ///
48  /// \param book is a 'up-to-date' book associated with given market.
49  /// \param msgInfo information about multicast message block.
50  virtual void onOrderBookUpdated(const OrderBook& book, const MessageInfo& msgInfo) = 0;
51 
52 protected:
54 };
55 
56 }}}} // namespace MarketData, iMpact, ICE, OnixS
Book instance composing price level book and full order depth book.
Definition: OrderBook.h:126