com::wombat::mamda::orderbook::MamdaBookAtomicLevelHandler

Public Functions

	Name
void	onBookAtomicLevelRecap(MamdaSubscription subscription, MamdaBookAtomicListener listener, MamaMsg msg, MamdaBookAtomicLevel level)
void	onBookAtomicLevelDelta(MamdaSubscription subscription, MamdaBookAtomicListener listener, MamaMsg msg, MamdaBookAtomicLevel level)

Detailed Description

class com::wombat::mamda::orderbook::MamdaBookAtomicLevelHandler;

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

Public Functions Documentation

function onBookAtomicLevelRecap

void onBookAtomicLevelRecap(
    MamdaSubscription subscription,
    MamdaBookAtomicListener listener,
    MamaMsg msg,
    MamdaBookAtomicLevel level
)

Parameters:

subscription The MamdaSubscription handle.
listener The listener handling the recap.
msg The MamaMsg that triggered this invocation.
level The Price Level 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 onBookAtomicLevelDelta

void onBookAtomicLevelDelta(
    MamdaSubscription subscription,
    MamdaBookAtomicListener listener,
    MamaMsg msg,
    MamdaBookAtomicLevel level
)

Parameters:

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

Method invoked when an order book delta is reported.

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