Wombat::MamdaOrderBookHandler

Process updates on the order book. Concrete instances of this interface are passed to the More…

Public Functions

Detailed Description

class Wombat::MamdaOrderBookHandler;

Process updates on the order book. Concrete instances of this interface are passed to the

[MamdaOrderBookListener](classWombat_1_1MamdaOrderBookListener.html) in order for an application to receive callbacks on order book update events.

Public Functions Documentation

function onBookRecap

void onBookRecap(
    MamdaSubscription subscription,
    MamdaOrderBookListener listener,
    MamaMsg msg,
    MamdaOrderBookDelta delta,
    MamdaOrderBookRecap fullBook
)

Method invoked when an updated full order book image is available. The reason for the invocation may be any of the following:

Parameters:

• subscription The subscription which received the update.
• listener The listener which invoked this callback.
• msg The MamaMsg that triggered this invocation.
• delta The order book delata generated from the update.

• fullBook The full order book

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

function onBookDelta

void onBookDelta(
    MamdaSubscription subscription,
    MamdaOrderBookListener listener,
    MamaMsg msg,
    MamdaOrderBookDelta delta,
    MamdaOrderBookRecap fullBook
)

Method invoked when a regular update for an order book is available.

Parameters:

• subscription The subscription which received the update.
• listener The listener which invoked this callback.
• msg The MamaMsg that triggered this invocation.
• delta The order book delata generated from the update.
• fullBook The full order book

function onBookClear

void onBookClear(
    MamdaSubscription subscription,
    MamdaOrderBookListener listener,
    MamaMsg msg,
    MamdaOrderBookDelta delta,
    MamdaOrderBookRecap fullBook
)

Method invoked when an order book is cleared.

Parameters:

• subscription The subscription which received the update.
• listener The listener which invoked this callback.
• msg The MamaMsg that triggered this invocation.
• delta The order book delata generated from the update.
• fullBook The full order book

function onBookGap

void onBookGap(
    MamdaSubscription subscription,
    MamdaOrderBookListener listener,
    MamaMsg msg,
    MamdaOrderBookGap gapEvent,
    MamdaOrderBookRecap fullBook
)

Method invoked when a gap in order book updates is discovered.

Parameters:

• subscription The subscription which received the update.
• listener The listener which invoked this callback.
• msg The MamaMsg that triggered this invocation.
• gapEvent Access to details on the order book gap event.
• fullBook The full order book

Updated on 2023-03-31 at 15:30:17 +0100