22 #ifndef MamdaOrderBookDepthFilterH 23 #define MamdaOrderBookDepthFilterH 33 class MamdaOrderBookDepthFilterImpl;
56 virtual void removeHandlers ();
72 virtual void onBookRecap (
81 virtual void onBookDelta (
88 virtual void onBookComplexDelta (
95 virtual void onBookClear (
102 virtual void onBookGap (
110 struct MamdaOrderBookListenerImpl;
111 MamdaOrderBookDepthFilterImpl& mImpl;
114 #endif // MamdaOrderBookDepthFilterH 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
Definition: MamdaOrderBookDepthFilter.h:35
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
virtual void onMsg(MamdaSubscription *subscription, const MamaMsg &msg, short msgType)
Implementation of MamdaListener interface.
Definition: MamdaOrderBookDepthFilter.h:68
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