| 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,
com.epam.fix.message.FIXFieldList entry) |
void |
OrderBookListener.onOrderBookUpdated(OrderBook book,
com.epam.fix.message.FIXFieldList source) |
void |
OrderBookUpdateListener.onUpdateBegin(OrderBook book,
com.epam.fix.message.FIXFieldList source) |
void |
OrderBookUpdateListener.onUpdateEnd(OrderBook book,
com.epam.fix.message.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,
com.epam.fix.message.FIXFieldList source) |
| Constructor and Description |
|---|
ConsolidatedOrderBookImpl(SecurityDefinition securityDefinition,
OrderBook directBook,
ImpliedOrderBook impliedBook,
ConsolidatedOrderBookListener listener) |
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