OrderBookUpdateListener Class Reference

#include <OrderBookUpdateListener.h>

Public Member Functions
virtual void	onOrderBookUpdated (const OrderBook &book, const MessageInfo &msgInfo)=0

Protected Member Functions
virtual	~OrderBookUpdateListener ()

Detailed Description

Defines the interface through which the Handler notifies subscribers that all the changes from current multicast message block are applied to the order book.

Definition at line 35 of file OrderBookUpdateListener.h.

Constructor & Destructor Documentation

virtual ~OrderBookUpdateListener ( )

inlineprotectedvirtual

Definition at line 53 of file OrderBookUpdateListener.h.

Member Function Documentation

virtual void onOrderBookUpdated ( const OrderBook &  book, const MessageInfo &  msgInfo  )

pure virtual

Is called when the order book is updated.

In compare to the change reported through OnixS::ICE::iMpact::MarketData::OrderBookChangeListener interface, update represents a complex operation and usually consists of multiple changes. Also, books reported via OnixS::ICE::iMpact::MarketData::OrderBookUpdateListener interface are always in a valid state, whereas atomic change may invalidate book until subsequent change.

Parameters

book	is a 'up-to-date' book associated with given market.
msgInfo	information about multicast message block.

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

• OnixS/ICE/iMpact/MarketData/OrderBookUpdateListener.h