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OnixS SGX Derivatives Handler for C++
2.17.0.0
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OnixS SGX Derivatives Handler for C++
2.17.0.0
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Price Depth incremental listener. More...
Public Member Functions | |
| virtual void | onPriceDepthChanged (const OrderBook &ob, const PriceDepthChange &change)=0 |
| Is called when the single row of the price depth table is changed. | |
Protected Member Functions | |
| virtual | ~IncrementalPriceDepthListener () |
| Disables public delete operator in the interface class. | |
Price Depth incremental listener.
Use it with PriceDethListener to know when OB become to valid state after series of incremental changes.