OnixS ICE iMpact Multicast Price Feed Handler C++ library  8.6.0
API documentation
OrderBookChangeListener Class Referenceabstract

#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

virtual ~OrderBookChangeListener ( )
inlineprotectedvirtual

Definition at line 83 of file OrderBookChangeListener.h.

Member Function Documentation

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
marketIdis a market ID for the order book
changeis a change in the order book
virtual void onOrderBookReset ( const OrderBook book)
pure virtual

Is called when book is reset for a given instrument.

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

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