Wombat::MamdaBookAtomicLevelHandler

Public Functions

	Name
void	onBookAtomicLevelRecap(MamdaSubscription subscription, MamdaBookAtomicListener listener, MamaMsg msg, MamdaBookAtomicLevel level) 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	onBookAtomicLevelDelta(MamdaSubscription subscription, MamdaBookAtomicListener listener, MamaMsg msg, MamdaBookAtomicLevel level)

Detailed Description

class Wombat::MamdaBookAtomicLevelHandler;

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

Public Functions Documentation

function onBookAtomicLevelRecap

void onBookAtomicLevelRecap(
    MamdaSubscription subscription,
    MamdaBookAtomicListener listener,
    MamaMsg msg,
    MamdaBookAtomicLevel level
)

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 = “level”>

//The Price Level 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 = “level”>

//The Price Level update.

function onBookAtomicLevelDelta

void onBookAtomicLevelDelta(
    MamdaSubscription subscription,
    MamdaBookAtomicListener listener,
    MamaMsg msg,
    MamdaBookAtomicLevel level
)

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