OrderBookChangeListener Class Reference

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

Public Member Functions
virtual void	onBeginUpdate (const OrderBookId &orderBookId)=0
	Is called when order book update is started.
virtual void	onEndUpdate (const OrderBookId &orderBookId)=0
	Is called when order book update is finished.
virtual void	onPriceLevelAdded (const OrderBookId &orderBookId, Side::Enum side, size_t position, const PriceLevel &priceLevel)=0
	Is called when new price level added.
virtual void	onPriceLevelChanged (const OrderBookId &orderBookId, Side::Enum side, size_t position, const PriceLevel &priceLevel)=0
	Is called when new price level changed.
virtual void	onPriceLevelRemoved (const OrderBookId &orderBookId, Side::Enum side, size_t position)=0
	Is called when new price level removed.

Protected Member Functions
virtual	~OrderBookChangeListener ()
	Disables public delete operator in the interface class.

Detailed Description

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