OrderBookChangeListener Class Reference

#include <OrderBookChangeListener.h>

Public Member Functions
virtual void	onOrderBookReset (const OrderBook &book)=0
virtual void	onOrderBookChanged (MarketId marketId, const OrderBookChange &change)=0

Protected Member Functions
virtual	~OrderBookChangeListener ()

Detailed Description

Defines the interface through which the Handler notifies subscribers about detected changes in books.

Definition at line 56 of file OrderBookChangeListener.h.

Constructor & Destructor Documentation

~OrderBookChangeListener()

virtual ~OrderBookChangeListener ( )

inlineprotectedvirtual

Definition at line 83 of file OrderBookChangeListener.h.

Member Function Documentation

onOrderBookChanged()

virtual void onOrderBookChanged ( MarketId marketId, const OrderBookChange & change )

pure virtual

Is called when a change for a particular order book is reported.

The following messages affect the event:

• Market Snapshot Message
• Market Snapshot Price Level Message
• Add Price Level Message
• Change Price Level Message
• Delete Price Level Message
• Market Snapshot Order Message
• Add/Modify Order Message
• Delete Order Message
• Trade Message

Parameters

marketId	is a market ID for the order book
change	is a change in the order book

onOrderBookReset()

virtual void onOrderBookReset ( const OrderBook & book )

pure virtual

Is called when book is reset for a given instrument.

Parameters

book	is a 'up-to-date' book associated with given market.