OrderBookChangeListener Class Reference

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

Public Member Functions
virtual void	onOrderBookReset (const OrderBook &book)=0
	Is called when book is reset for a given instrument. More...
virtual void	onOrderBookChanged (MarketId marketId, const OrderBookChange &change)=0
	Is called when a change for a particular order book is reported. More...

Detailed Description

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

Member Function Documentation

virtual void onOrderBookChanged ( MarketId  marketId, const OrderBookChange &  change  )

pure virtual

Is called when a change for a particular order book is reported.

The following messages affect the event:

• Market Snapshot Message
• Market Snapshot Price Level Message
• Add Price Level Message
• Change Price Level Message
• Delete Price Level Message
• Market Snapshot Order Message
• Add/Modify Order Message
• Delete Order Message
• Trade Message

Parameters

marketId	is a market ID for the order book
change	is a change in the order book

virtual void onOrderBookReset ( const OrderBook &  book )

pure virtual

Is called when book is reset for a given instrument.

Parameters

book	is a 'up-to-date' book associated with given market.