com::wombat::mamda::orderbook::MamdaBookAtomicBookHandler

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Public Functions

Detailed Description

class com::wombat::mamda::orderbook::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,
    boolean isRecap
)

Parameters:

• subscription The MamdaSubscription handle.
• listener The listener handling recaps/updates.
• isRecap Whether the first update was a recap.

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

function onBookAtomicEndBook

void onBookAtomicEndBook(
    MamdaSubscription subscription,
    MamdaBookAtomicListener listener
)

Parameters:

• subscription The MamdaSubscription handle.
• listener The listener handling recaps/updates.

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.

function onBookAtomicClear

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

Parameters:

• subscription The MamdaSubscription handle.
• listener The listener handling recaps/updates.
• msg The MamaMsg that triggered this invocation.

Method invoked when an order book is cleared.

function onBookAtomicGap

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

Parameters:

• subscription The MamdaSubscription handle.
• listener The listener handling recaps/updates.
• msg The MamaMsg that triggered this invocation.
• event The gap value object.

Method invoked when a gap in orderBook reports is discovered.

Updated on 2023-03-31 at 15:30:38 +0100