OnixS NASDAQ OMX Genium INET Handler for C++  0.13.0.0
Public Member Functions | List of all members
PriceLevelChangeListener Class Referenceabstract

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

Public Member Functions

virtual void onBeginUpdate (const Series &series, uint32 syncNumber, uint32 blockSize)=0
 Implement this member to get notified about begin of order book update. More...
 
virtual void onEndUpdate (const Series &series, uint32 syncNumber, uint32 blockSize)=0
 Implement this member to get notified about end of order book update. More...
 
virtual void onPriceLevelAdded (const Series &series, uint32 syncNumber, uint32 blockSize, Side::Enum side, uint32 position, const PriceLevel &priceLevel)=0
 Is called when new price level added. More...
 
virtual void onPriceLevelChanged (const Series &series, uint32 syncNumber, uint32 blockSize, Side::Enum side, uint32 position, const PriceLevel &priceLevel)=0
 Is called when new price level changed. More...
 
virtual void onPriceLevelRemoved (const Series &series, uint32 syncNumber, uint32 blockSize, Side::Enum side, uint32 position)=0
 Is called when new price level removed. More...
 

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 Series series,
uint32  syncNumber,
uint32  blockSize 
)
pure virtual

Implement this member to get notified about begin of order book update.

Parameters
seriesSeries.
syncNumberSequence number.
blockSizeBlock size.
virtual void onEndUpdate ( const Series series,
uint32  syncNumber,
uint32  blockSize 
)
pure virtual

Implement this member to get notified about end of order book update.

Parameters
seriesSeries.
syncNumberSequence number.
blockSizeBlock size.
virtual void onPriceLevelAdded ( const Series series,
uint32  syncNumber,
uint32  blockSize,
Side::Enum  side,
uint32  position,
const PriceLevel priceLevel 
)
pure virtual

Is called when new price level added.

Parameters
seriesSeries.
syncNumberSequence number.
blockSizeBlock size.
sideSide.
positionPrice level position.
priceLevelPrice level.
virtual void onPriceLevelChanged ( const Series series,
uint32  syncNumber,
uint32  blockSize,
Side::Enum  side,
uint32  position,
const PriceLevel priceLevel 
)
pure virtual

Is called when new price level changed.

Parameters
seriesSeries.
syncNumberSequence number.
blockSizeBlock size.
sideSide.
positionPrice level position.
priceLevelPrice level.
virtual void onPriceLevelRemoved ( const Series series,
uint32  syncNumber,
uint32  blockSize,
Side::Enum  side,
uint32  position 
)
pure virtual

Is called when new price level removed.

Parameters
seriesSeries.
syncNumberSequence number.
blockSizeBlock size.
sideSide.
positionPrice level position.