Classes Files

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

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Public Functions

  Name
void onBookAtomicBeginBook(MamdaSubscription subscription, MamdaBookAtomicListener listener, boolean isRecap)
void onBookAtomicEndBook(MamdaSubscription subscription, MamdaBookAtomicListener listener)
void onBookAtomicClear(MamdaSubscription subscription, MamdaBookAtomicListener listener, MamaMsg msg)
void onBookAtomicGap(MamdaSubscription subscription, MamdaBookAtomicListener listener, MamaMsg msg, MamdaBookAtomicGap event)

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