Wombat::MamdaBookAtomicBookHandler

Public Functions

	Name
void	onBookAtomicBeginBook(MamdaSubscription subscription, MamdaBookAtomicListener listener, bool isRecap) Method invoked before we start processing the first level in a message. The book should be cleared when isRecap == true.
void	onBookAtomicEndBook(MamdaSubscription subscription, MamdaBookAtomicListener listener)
void	onBookAtomicClear(MamdaSubscription subscription, MamdaBookAtomicListener listener, MamaMsg msg)
void	onBookAtomicGap(MamdaSubscription subscription, MamdaBookAtomicListener listener, MamaMsg msg, MamdaBookAtomicGap gapEvent)

Detailed Description

class Wombat::MamdaBookAtomicBookHandler;

MamdaBookAtomicBookHandler is an interface for applications that need to know when a MamdaBookAtomicListener finishes processing a single book update.

This may be useful for applications that wish to destroy the subscription from a callback as the subscription can only be destroyed after the message processing is complete. Furthermore, it allows applications to determine when to clear the book when a recap arrives.

Public Functions Documentation

function onBookAtomicBeginBook

void onBookAtomicBeginBook(
    MamdaSubscription subscription,
    MamdaBookAtomicListener listener,
    bool isRecap
)

Method invoked before we start processing the first level in a message. The book should be cleared when isRecap == true.

param name = “subscription”>

//The MamdaSubscription handle. param name = “listener”>

//The listener handling the recap. param name = “isRecap”>

//Whether the first update was a recap. summary> Method invoked when we stop processing the last level in a message. We invoke this method after the last entry for the level gets processed. The subscription may be destroyed from this callback.

param name = “subscription”>

//The MamdaSubscription handle. param name = “listener”>

//The listener handling the recap.

function onBookAtomicEndBook

void onBookAtomicEndBook(
    MamdaSubscription subscription,
    MamdaBookAtomicListener listener
)

summary> Method invoked when an order book is cleared. param name = “subscription”>

//The MamdaSubscription handle. param name = “listener”>

//The listener handling the recap. param name = “msg”>

//The MamaMsg that triggered this invocation.

function onBookAtomicClear

void onBookAtomicClear(
    MamdaSubscription subscription,
    MamdaBookAtomicListener listener,
    MamaMsg msg
)

summary> Method invoked when a gap in orderBook reports is discovered. param name = “subscription”>

//The MamdaSubscription handle. param name = “listener”>

//The listener handling the recap. param name = “msg”>

//The MamaMsg that triggered this invocation. param name = “gapEvent”>

//The gap value object.

function onBookAtomicGap

void onBookAtomicGap(
    MamdaSubscription subscription,
    MamdaBookAtomicListener listener,
    MamaMsg msg,
    MamdaBookAtomicGap gapEvent
)

Updated on 2023-03-31 at 15:30:16 +0100