com::wombat::mamda::orderbook::MamdaBookAtomicLevelEntryHandler

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Public Functions

Detailed Description

class com::wombat::mamda::orderbook::MamdaBookAtomicLevelEntryHandler;

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

Public Functions Documentation

function onBookAtomicLevelEntryRecap

void onBookAtomicLevelEntryRecap(
    MamdaSubscription subscription,
    MamdaBookAtomicListener listener,
    MamaMsg msg,
    MamdaBookAtomicLevelEntry levelEntry
)

Parameters:

• subscription The MamdaSubscription handle.
• listener The listener handling the recap.
• msg The MamaMsg that triggered this invocation.
• levelEntry The Price Level Entry recap.

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.

function onBookAtomicLevelEntryDelta

void onBookAtomicLevelEntryDelta(
    MamdaSubscription subscription,
    MamdaBookAtomicListener listener,
    MamaMsg msg,
    MamdaBookAtomicLevelEntry levelEntry
)

Parameters:

• subscription The MamdaSubscription handle.
• listener The listener handling the update.
• msg The MamaMsg that triggered this invocation.
• levelEntry The Price Level Entry update.

Method invoked when an order book delta is reported.

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