com.epam.cmefast.marketdata.event

Interface OrderBookUpdateListener

All Superinterfaces:

BasicSecurityEventsListener

public interface OrderBookUpdateListener
extends BasicSecurityEventsListener

Method Summary

Methods

Modifier and Type	Method and Description
void	onOrderBookChanged(OrderBook book, BookChangeType changeType, SideType side, int level, int orderCount, double quantity, double price, FIXFieldList entry)
void	onUpdateBegin(OrderBook book, FIXFieldList source)
void	onUpdateEnd(OrderBook book, FIXFieldList source)

Method Detail

onUpdateBegin

void onUpdateBegin(OrderBook book,
                 FIXFieldList source)

onOrderBookChanged

void onOrderBookChanged(OrderBook book,
                      BookChangeType changeType,
                      SideType side,
                      int level,
                      int orderCount,
                      double quantity,
                      double price,
                      FIXFieldList entry)

onUpdateEnd

void onUpdateEnd(OrderBook book,
               FIXFieldList source)