Package | Description |
---|---|
com.epam.cmefast.marketdata.event | |
com.epam.cmefast.marketdata.impl |
Modifier and Type | Method and Description |
---|---|
void |
OrderBookListener.onBookStateChanged(OrderBook book,
OrderBookState oldState,
OrderBookState newState) |
void |
OrderBookUpdateListener.onOrderBookChanged(OrderBook book,
BookChangeType changeType,
SideType side,
int level,
int orderCount,
double quantity,
double price,
FIXFieldList entry) |
void |
OrderBookListener.onOrderBookUpdated(OrderBook book,
FIXFieldList source) |
void |
OrderBookUpdateListener.onUpdateBegin(OrderBook book,
FIXFieldList source) |
void |
OrderBookUpdateListener.onUpdateEnd(OrderBook book,
FIXFieldList source) |
Modifier and Type | Interface and Description |
---|---|
interface |
UpdatableDirectOrderBook |
Modifier and Type | Class and Description |
---|---|
class |
ArrayBasedOrderBookImpl |
Modifier and Type | Method and Description |
---|---|
void |
ConsolidatedOrderBookImpl.onBookStateChanged(OrderBook book,
OrderBookState oldState,
OrderBookState newState) |
void |
ConsolidatedOrderBookImpl.onOrderBookUpdated(OrderBook book,
FIXFieldList source) |
Constructor and Description |
---|
ConsolidatedOrderBookImpl(SecurityDefinition securityDefinition,
OrderBook directBook,
ImpliedOrderBook impliedBook,
ConsolidatedOrderBookListener listener) |
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