OnixS Thomson Reuters Matching API (MAPI) Market Data Handler for C++  1.6.0.0
Public Member Functions | Protected Member Functions | List of all members
OrderBookChangeListener Class Referenceabstract

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

Public Member Functions

virtual void onBeginUpdate (const std::string &symbol, const MessageInfo &msgInfo)=0
 Implement this member to get notified about begin of order book update. More...
 
virtual void onEndUpdate (const std::string &symbol)=0
 Implement this member to get notified about end of order book update. More...
 
virtual void onBookSummaryUpdated (const std::string &symbol, const BookSummary &summary)=0
 Implement this member to get notified about order book summary update. More...
 
virtual void onPriceLevelAdded (const std::string &symbol, const char *key, const Price &price, Side::Enum side, const Size &size, OrdSizeInd::Enum ordSizeInd, UInt32 noOrd)
 Implement this member to get notified about new price levels. More...
 
virtual void onPriceLevelUpdated (const std::string &symbol, const char *key, const Size &size, OrdSizeInd::Enum ordSizeInd, UInt32 noOrd)
 Implement this member to get notified about changed price levels. More...
 
virtual void onPriceLevelRemoved (const std::string &symbol, const char *key)
 Implement this member to get notified about removed price levels. More...
 

Protected Member Functions

virtual ~OrderBookChangeListener ()
 Class provides an interface for handling order book updates. More...
 

Detailed Description

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

Constructor & Destructor Documentation

virtual ~OrderBookChangeListener ( )
inlineprotectedvirtual

Class provides an interface for handling order book updates.

It doesn't provide an interface for instance deletion. However, since C++ doesn't have pure interface concept, destructor will be generated anyway. We can only control proper use of it. For this reason we hide from public use and make it available for descendants.

Member Function Documentation

virtual void onBeginUpdate ( const std::string &  symbol,
const MessageInfo msgInfo 
)
pure virtual

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

Parameters
symbolvalid market symbol e.g. GBP=, AUD=.
msgInfois a fields related to incoming message.
virtual void onBookSummaryUpdated ( const std::string &  symbol,
const BookSummary summary 
)
pure virtual

Implement this member to get notified about order book summary update.

Parameters
symbolvalid market symbol e.g. GBP=, AUD=.
summaryorder book summary.
virtual void onEndUpdate ( const std::string &  symbol)
pure virtual

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

Parameters
symbolvalid market symbol e.g. GBP=, AUD=.
virtual void onPriceLevelAdded ( const std::string &  symbol,
const char *  key,
const Price price,
Side::Enum  side,
const Size size,
OrdSizeInd::Enum  ordSizeInd,
UInt32  noOrd 
)
inlinevirtual

Implement this member to get notified about new price levels.

Parameters
symbolvalid market symbol e.g. GBP=, AUD=.
keyunique identifier of price level.
priceprice of price level.
sideside of price level.
sizesize of price level.
ordSizeIndorder size indicator.
noOrdnumber of orders.
virtual void onPriceLevelRemoved ( const std::string &  symbol,
const char *  key 
)
inlinevirtual

Implement this member to get notified about removed price levels.

Parameters
symbolvalid market symbol e.g. GBP=, AUD=.
keyunique identifier of price level.
virtual void onPriceLevelUpdated ( const std::string &  symbol,
const char *  key,
const Size size,
OrdSizeInd::Enum  ordSizeInd,
UInt32  noOrd 
)
inlinevirtual

Implement this member to get notified about changed price levels.

Parameters
symbolvalid market symbol e.g. GBP=, AUD=.
keyunique identifier of price level.
sizesize of price level.
ordSizeIndorder size indicator.
noOrdnumber of orders.