com.wombat.mamda.orderbook

Interface MamdaBookAtomicLevelEntryHandler

public interface 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.

Method Summary

Methods

Modifier and Type	Method and Description
void	onBookAtomicLevelEntryDelta(MamdaSubscription subscription, MamdaBookAtomicListener listener, com.wombat.mama.MamaMsg msg, MamdaBookAtomicLevelEntry levelEntry) Method invoked when an order book delta is reported.
void	onBookAtomicLevelEntryRecap(MamdaSubscription subscription, MamdaBookAtomicListener listener, com.wombat.mama.MamaMsg msg, MamdaBookAtomicLevelEntry levelEntry) Method invoked when a full refresh of the order book for the security is available.

Method Detail

onBookAtomicLevelEntryRecap

void onBookAtomicLevelEntryRecap(MamdaSubscription subscription,
                               MamdaBookAtomicListener listener,
                               com.wombat.mama.MamaMsg msg,
                               MamdaBookAtomicLevelEntry levelEntry)

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.

Parameters:

subscription - The MamdaSubscription handle.

listener - The listener handling the recap.

msg - The MamaMsg that triggered this invocation.

levelEntry - The Price Level Entry recap.

onBookAtomicLevelEntryDelta

void onBookAtomicLevelEntryDelta(MamdaSubscription subscription,
                               MamdaBookAtomicListener listener,
                               com.wombat.mama.MamaMsg msg,
                               MamdaBookAtomicLevelEntry levelEntry)

Method invoked when an order book delta is reported.

Parameters:

subscription - The MamdaSubscription handle.

listener - The listener handling the update.

msg - The MamaMsg that triggered this invocation.

levelEntry - The Price Level Entry update.