22 #ifndef MamdaOrderBookHandlerH 23 #define MamdaOrderBookHandlerH 37 class MamdaSubscription;
66 virtual void onBookRecap (
86 virtual void onBookDelta (
105 virtual void onBookComplexDelta (
146 virtual void onBookClear (
164 virtual void onBookGap (
178 #endif // MamdaOrderBookHandlerH MamdaOrderBookGap is an interface that provides access to order book gap related fields.
Definition: MamdaOrderBookGap.h:36
MamdaOrderBookListener is a class that specializes in handling order book updates.
Definition: MamdaOrderBookListener.h:52
virtual void onMarketOrderDelta(MamdaSubscription *subscription, MamdaOrderBookListener &listener, const MamaMsg *msg, const MamdaOrderBookSimpleDelta &event, const MamdaOrderBook &book)
Deprecated.
Definition: MamdaOrderBookHandler.h:117
virtual void onMarketOrderComplexDelta(MamdaSubscription *subscription, MamdaOrderBookListener &listener, const MamaMsg *msg, const MamdaOrderBookComplexDelta &event, const MamdaOrderBook &book)
Deprecated.
Definition: MamdaOrderBookHandler.h:129
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MamdaOrderBookClear is an interface that provides access to order book related fields.
Definition: MamdaOrderBookClear.h:38
MamdaOrderBook is a class that provides order book functionality, including iterators over price leve...
Definition: MamdaOrderBook.h:47
MamdaOrderBookSimpleDelta is a class that saves information about a simple order book delta...
Definition: MamdaOrderBookSimpleDelta.h:38
MamdaOrderBookComplexDelta is a class that saves information about a complex order book delta...
Definition: MamdaOrderBookComplexDelta.h:41
MamdaOrderBookHandler is an interface for applications that want to have an easy way to handle order ...
Definition: MamdaOrderBookHandler.h:45
A MamdaSubscription is used to register interest in a particular symbol and source.
Definition: MamdaSubscription.h:54
MamdaOrderBookRecap is an interface that provides access to order book related fields.
Definition: MamdaOrderBookRecap.h:37
virtual ~MamdaOrderBookHandler()
Definition: MamdaOrderBookHandler.h:172