OnixS SWXess Market Data Handler for C++  1.0.0.0
Public Member Functions | List of all members
OrderBookListener Class Referenceabstract

Market Orders Listener. More...

Public Member Functions

virtual void onOrderBookUpdated (const OrderBook &book)=0
 Is called after the book has been updated or fully rebuilt.
 
virtual void onOrderBookInvalidated (UInt32 securityId)=0
 Is called when the book becomes invalid because of the message gap.
 

Detailed Description

Market Orders Listener.