Defines the interface through which the Handler notifies subscribers about detected changes in books.
Definition at line 56 of file OrderBookChangeListener.h.
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
|marketId||is a market ID for the order book |
|change||is a change in the order book |
|virtual void onOrderBookReset
||const OrderBook &
Is called when book is reset for a given instrument.
|book||is a 'up-to-date' book associated with given market. |
The documentation for this class was generated from the following file: