OnixS BME SENAF Handler C++ library  2.2.0
API documentation
OrderBookUpdateListener.h
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19 
20 #pragma once
21 
22 #include <OnixS/Senaf/MarketData/Export.h>
25 
26 namespace OnixS { namespace Senaf { namespace MarketData {
27 
28 /// Defines the interface through which the Handler
29 /// notifies subscribers that all the changes from
30 /// current multicast message block are applied to
31 /// the order book.
32 class ONIXS_BME_SENAF_EXPORT OrderBookUpdateListener
33 {
34 public:
35  /// Is called when the order book is updated.
36  ///
37  /// \param book is a 'up-to-date' book associated with given market.
38  virtual void onOrderBookUpdated(const OrderBook& book) = 0;
39 
40 protected:
42 };
43 
44 }}}
Book instance composing price level book and full order depth book.
Definition: OrderBook.h:67