#include <MamdaOrderImbalanceHandler.h>
Name | |
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virtual void | onOrderImbalance(MamdaSubscription * subscription, MamdaOrderImbalanceListener & listener, const MamaMsg & msg, MamdaOrderImbalanceRecap & imbalance, MamdaOrderImbalanceUpdate & update) =0 |
virtual void | onNoOrderImbalance(MamdaSubscription * subscription, MamdaOrderImbalanceListener & listener, const MamaMsg & msg, MamdaOrderImbalanceRecap & imbalance, MamdaOrderImbalanceUpdate & update) =0 |
virtual void | onOrderImbalanceRecap(MamdaSubscription * subscription, MamdaOrderImbalanceListener & listener, const MamaMsg & msg, MamdaOrderImbalanceRecap & imbalance) =0 |
virtual | ~MamdaOrderImbalanceHandler() |
class Wombat::MamdaOrderImbalanceHandler;
MamdaOrderImbalanceHandler is an interface for applications that want to have an easy way to handle order imbalance updates. The interface defines callback methods for different types of order-imbalance events:
virtual void onOrderImbalance(
MamdaSubscription * subscription,
MamdaOrderImbalanceListener & listener,
const MamaMsg & msg,
MamdaOrderImbalanceRecap & imbalance,
MamdaOrderImbalanceUpdate & update
) =0
Parameters:
Method invoked when a order imbalance is reported.
virtual void onNoOrderImbalance(
MamdaSubscription * subscription,
MamdaOrderImbalanceListener & listener,
const MamaMsg & msg,
MamdaOrderImbalanceRecap & imbalance,
MamdaOrderImbalanceUpdate & update
) =0
Parameters:
Method invoked when a no order imbalance is reported.
virtual void onOrderImbalanceRecap(
MamdaSubscription * subscription,
MamdaOrderImbalanceListener & listener,
const MamaMsg & msg,
MamdaOrderImbalanceRecap & imbalance
) =0
Method invoked when the current order imbalance information is available. The reason for the invocation may be any of the following:
listenerThe listener which invoked this callback
msgThe MamaMsg that triggered this invocation
imbalanceProvides access to imbalance details
inline virtual ~MamdaOrderImbalanceHandler()
Updated on 2023-03-31 at 15:29:57 +0100