IOrderBookChangeListener Class Reference

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

List of all members.

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

---

Member Function Documentation

virtual void onBeginUpdate	(	const OrderBookId &	orderBookId,
		const Message &	message
	)		[inline, virtual]

Is called when order book update is started.

Parameters:

orderBookId	Order Book ID.
message	Message which cause this update.

virtual void onEndUpdate

(

const OrderBookId &

orderBookId

)

[inline, virtual]

Is called when order book update is finished.

Parameters:

orderBookId

Order Book ID.

virtual void onImpliedPriceLevelChanged	(	const OrderBookId &	orderBookId,
		Side::Enum	side,
		const PriceLevel &	priceLevel
	)		[inline, virtual]

Is called when implied price level changed.

Parameters:

orderBookId	Order Book ID.
side	Side.
priceLevel	Price level.

virtual void onImpliedPriceLevelRemoved	(	const OrderBookId &	orderBookId,
		Side::Enum	side
	)		[inline, virtual]

Is called when implied price level removed.

Parameters:

orderBookId	Order Book ID.
side	Side.

virtual void onPriceLevelAdded	(	const OrderBookId &	orderBookId,
		Side::Enum	side,
		size_t	position,
		const PriceLevel &	priceLevel
	)		[inline, virtual]

Is called when new price level added.

Parameters:

orderBookId	Order Book ID.
side	Side.
position	Position.
priceLevel	Price level.

virtual void onPriceLevelChanged	(	const OrderBookId &	orderBookId,
		Side::Enum	side,
		size_t	position,
		const PriceLevel &	priceLevel
	)		[inline, virtual]

Is called when new price level changed.

Parameters:

orderBookId	Order Book ID.
side	Side.
position	Position.
priceLevel	Price level.

virtual void onPriceLevelRemoved	(	const OrderBookId &	orderBookId,
		Side::Enum	side,
		size_t	position
	)		[inline, virtual]

Is called when new price level removed.

Parameters:

orderBookId	Order Book ID.
side	Side.
position	Position.