public interface MamdaOrderBookHandler
MamdaOrderBookListener
in order for an application to receive
callbacks on order book update events.Modifier and Type | Method and Description |
---|---|
void |
onBookClear(MamdaSubscription subscription,
MamdaOrderBookListener listener,
com.wombat.mama.MamaMsg msg,
MamdaOrderBookClear event,
MamdaOrderBook book)
Method invoked when an order book is cleared.
|
void |
onBookComplexDelta(MamdaSubscription subscription,
MamdaOrderBookListener listener,
com.wombat.mama.MamaMsg msg,
MamdaOrderBookComplexDelta event,
MamdaOrderBook book)
Method invoked when an order book delta is reported.
|
void |
onBookDelta(MamdaSubscription subscription,
MamdaOrderBookListener listener,
com.wombat.mama.MamaMsg msg,
MamdaOrderBookSimpleDelta event,
MamdaOrderBook book)
Method invoked when a regular update for an order book is
available.
|
void |
onBookGap(MamdaSubscription subscription,
MamdaOrderBookListener listener,
com.wombat.mama.MamaMsg msg,
MamdaOrderBookGap event,
MamdaOrderBook fullBook)
Method invoked when a gap in order book updates is discovered.
|
void |
onBookRecap(MamdaSubscription subscription,
MamdaOrderBookListener listener,
com.wombat.mama.MamaMsg msg,
MamdaOrderBookComplexDelta delta,
MamdaOrderBookRecap event,
MamdaOrderBook book)
Method invoked when an updated full order book image is
available.
|
void onBookRecap(MamdaSubscription subscription, MamdaOrderBookListener listener, com.wombat.mama.MamaMsg msg, MamdaOrderBookComplexDelta delta, MamdaOrderBookRecap event, MamdaOrderBook book)
subscription
- The subscription which received the update.listener
- The listener which invoked this callback.msg
- The MamaMsg that triggered this invocation.delta
- The order book delta generated from the update.event
- The MamdaOrderBookRecap.book
- The book.void onBookDelta(MamdaSubscription subscription, MamdaOrderBookListener listener, com.wombat.mama.MamaMsg msg, MamdaOrderBookSimpleDelta event, MamdaOrderBook book)
subscription
- The subscription which received the update.listener
- The listener which invoked this callback.msg
- The MamaMsg that triggered this invocation.event
- The order book delta generated from the update.book
- The full order book after the update is applied.void onBookComplexDelta(MamdaSubscription subscription, MamdaOrderBookListener listener, com.wombat.mama.MamaMsg msg, MamdaOrderBookComplexDelta event, MamdaOrderBook book)
subscription
- The MamdaSubscription handle.listener
- The order book listener that received the update.msg
- The MamaMsg that triggered this invocation.event
- Details of the the delta.book
- The current full book (after applying the delta).void onBookClear(MamdaSubscription subscription, MamdaOrderBookListener listener, com.wombat.mama.MamaMsg msg, MamdaOrderBookClear event, MamdaOrderBook book)
subscription
- The subscription which received the update.listener
- The listener which invoked this callback.msg
- The MamaMsg that triggered this invocation.event
- The clear event.void onBookGap(MamdaSubscription subscription, MamdaOrderBookListener listener, com.wombat.mama.MamaMsg msg, MamdaOrderBookGap event, MamdaOrderBook fullBook)
subscription
- The subscription which received the update.listener
- The listener which invoked this callback.msg
- The MamaMsg that triggered this invocation.event
- Access to details on the order book gap event.fullBook
- The full order book.Copyright 2007 Wombat Financial Software, Inc.