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

#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
bookis a 'up-to-date' book associated with given market.
msgInfoinformation about multicast message block.

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