Pages/BookUpdateNotificationStrategies.md

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\addtogroup book-update-notification-strategies

\brief Provides information on how and when the Handler exposes order books 
to the users and which parameters are available affecting Handler's behavior 
in the case. 

By default, the Handler raises the **Book Update** event at the end of the 
corresponding market event. In particular, it triggers updates for:
- MBO and direct books at the end of the **End Of Real Quotes** sub-event, 
- implied books upon reaching the **End Of Implied Quotes** sub-event, 
- consolidated books at the end of the entire event (**End Of Event**).

This behavior is dictated by rules of MDP to guarantee books validity.

However, considering the fact a single event and sub-event accordingly 
may consist of multiple packets which in their turn may have multiple 
messages, sometimes there's a need to have books as sooner as possible.

To satisfy the needs and to consider current implementation details of CME MDP, 
the Handler provides additional control over the way it raises the book updates. 
In particular, the Handler exposes OnixS::CME::MDH::HandlerSettings::bookManagement::updateNotification
member defining the way how to raise the book updates.

The following table depicts currently available strategies 
and describes how the Handler behaves in each particular case.

<table>
  <tr>
    <th>Strategy</th>
    <th>Description</th>
  </tr>
  <tr>
    <td>OnixS::CME::MDH::BookUpdateNotification::OnEndOfEvent</td>
    <td>
      Book update event is raised at the end of market (sub-) event.

      The Handler raises book updates for:
     - direct books at the end of real quotes updates,
     - implied books at the end of implied quotes updates,
     - consolidated books at the end of entire event.

      \note The given strategy strictly follows MDP rules on 
     publishing order books and is used by the Handler by default.
    </td>
  </tr>
  <tr>
    <td>OnixS::CME::MDH::BookUpdateNotification::OnSecurityChange</td>
    <td>
      The Handler raises book update event once security id is changed 
     in a sequence of market data entries being processed by the Handler 
     and without waiting till the end of a market event.

      \warning **Given strategy does not satisfy MDP policies on exposing
      order books and thus can be used at own risk!** Also, books may not
      be in a valid state (especially consolidated) because are published
      earlier than entire data for a market event is processed.
    </td>
  </tr>
</table>