com::wombat::mamda::examples::MamdaBookChurn::ListenerCallback

Inherits from com.wombat.mamda.orderbook.MamdaOrderBookHandler, com.wombat.mamda.MamdaStaleListener

Public Functions

Public Functions Documentation

function onBookClear

inline void onBookClear(
    final MamdaSubscription sub,
    final MamdaOrderBookListener listener,
    final MamaMsg msg,
    final MamdaOrderBookClear clear,
    final MamdaOrderBook fullBook
)

function onStale

inline void onStale(
    MamdaSubscription subscription,
    short quality
)

function onBookRecap

inline void onBookRecap(
    MamdaSubscription subscription,
    MamdaOrderBookListener listener,
    MamaMsg msg,
    MamdaOrderBookComplexDelta delta,
    MamdaOrderBookRecap event,
    MamdaOrderBook book
)

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 delta generated from the update.
• event The MamdaOrderBookRecap.
• book The book.

Method invoked when an updated full order book image 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.

function onBookDelta

inline void onBookDelta(
    MamdaSubscription subscription,
    MamdaOrderBookListener listener,
    MamaMsg msg,
    MamdaOrderBookSimpleDelta event,
    MamdaOrderBook book
)

Parameters:

• subscription The subscription which received the update.
• listener The listener which invoked this callback.
• msg The MamaMsg that triggered this invocation.
• event The order book delta generated from the update.
• book The full order book after the update is applied.

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

function onBookComplexDelta

inline void onBookComplexDelta(
    MamdaSubscription subscription,
    MamdaOrderBookListener listener,
    MamaMsg msg,
    MamdaOrderBookComplexDelta event,
    MamdaOrderBook book
)

Parameters:

• subscription The MamdaSubscription handle.
• listener The order book listener that received the update.
• msg The MamaMsg that triggered this invocation.
• event Details of the the delta.
• book The current full book (after applying the delta).

Method invoked when an order book delta is reported. A delta consists of one or more price levels (add/update/delete), each of which contains zero or more entries (add/update/delete). Some feeds do not provide order book entry information.

function onBookGap

inline void onBookGap(
    MamdaSubscription subscription,
    MamdaOrderBookListener listener,
    MamaMsg msg,
    MamdaOrderBookGap event,
    MamdaOrderBook fullBook
)

Parameters:

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

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

Updated on 2023-03-31 at 15:30:36 +0100