Package com.wombat.mamda.orderbook
Interface MamdaBookAtomicLevelHandler
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public interface MamdaBookAtomicLevelHandlerMamdaBookAtomicLevelHandler is an interface for applications that want to have an easy way to handle order book Price Level updates. The interface defines callback methods for different types of orderBook-related events: order book recaps and updates.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description voidonBookAtomicLevelDelta(MamdaSubscription subscription, MamdaBookAtomicListener listener, com.wombat.mama.MamaMsg msg, MamdaBookAtomicLevel level)Method invoked when an order book delta is reported.voidonBookAtomicLevelRecap(MamdaSubscription subscription, MamdaBookAtomicListener listener, com.wombat.mama.MamaMsg msg, MamdaBookAtomicLevel level)Method invoked when a full refresh of the order book for the security is available.
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Method Detail
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onBookAtomicLevelRecap
void onBookAtomicLevelRecap(MamdaSubscription subscription, MamdaBookAtomicListener listener, com.wombat.mama.MamaMsg msg, MamdaBookAtomicLevel level)
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.level- The Price Level recap.
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onBookAtomicLevelDelta
void onBookAtomicLevelDelta(MamdaSubscription subscription, MamdaBookAtomicListener listener, com.wombat.mama.MamaMsg msg, MamdaBookAtomicLevel level)
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.level- The Price Level update.
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