Wombat::MamdaBookAtomicLevelEntryHandler

Public Functions

	Name
void	onBookAtomicLevelEntryRecap(MamdaSubscription subscription, MamdaBookAtomicListener listener, MamaMsg msg, MamdaBookAtomicLevelEntry levelEntry) Method invoked when a full refresh of the order book for the security is available. The reason for the invocation may be any of the following:
void	onBookAtomicLevelEntryDelta(MamdaSubscription subscription, MamdaBookAtomicListener listener, MamaMsg msg, MamdaBookAtomicLevelEntry levelEntry)

Detailed Description

class Wombat::MamdaBookAtomicLevelEntryHandler;

MamdaBookAtomicLevelEntryHandler is an interface for applications that want to have an easy way to handle order book Price Level and Entry updates. The interface defines callback methods for different types of orderBook-related events: order book recaps and updates.

Public Functions Documentation

function onBookAtomicLevelEntryRecap

void onBookAtomicLevelEntryRecap(
    MamdaSubscription subscription,
    MamdaBookAtomicListener listener,
    MamaMsg msg,
    MamdaBookAtomicLevelEntry levelEntry
)

Method invoked when a full refresh of the order book for the security is available. The reason for the invocation may be any of the following:

Initial image.
Recap update (e.g., after server fault tolerant event or data quality event.)
After stale status removed.

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 = “levelEntry”>

//The Price Level Entry recap. summary> Method invoked when an order book delta is reported.

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 = “levelEntry”>

//The Price Level Entry update.

function onBookAtomicLevelEntryDelta

void onBookAtomicLevelEntryDelta(
    MamdaSubscription subscription,
    MamdaBookAtomicListener listener,
    MamaMsg msg,
    MamdaBookAtomicLevelEntry levelEntry
)

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