Method Detail

• onBookRecap

  void onBookRecap(MamdaSubscription subscription,
                   MamdaOrderBookListener listener,
                   com.wombat.mama.MamaMsg msg,
                   MamdaOrderBookComplexDelta delta,
                   MamdaOrderBookRecap event,
                   MamdaOrderBook book)

  Method invoked when an updated full order book image 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 subscription which received the update.

  listener - The listener which invoked this callback.

  msg - The MamaMsg that triggered this invocation.

  delta - The order book delta generated from the update.

  event - The MamdaOrderBookRecap.

  book - The book.

• onBookDelta

  void onBookDelta(MamdaSubscription subscription,
                   MamdaOrderBookListener listener,
                   com.wombat.mama.MamaMsg msg,
                   MamdaOrderBookSimpleDelta event,
                   MamdaOrderBook book)

  Method invoked when a regular update for an order book is available.

  Parameters:

  subscription - The subscription which received the update.

  listener - The listener which invoked this callback.

  msg - The MamaMsg that triggered this invocation.

  event - The order book delta generated from the update.

  book - The full order book after the update is applied.

• onBookComplexDelta

  void onBookComplexDelta(MamdaSubscription subscription,
                          MamdaOrderBookListener listener,
                          com.wombat.mama.MamaMsg msg,
                          MamdaOrderBookComplexDelta event,
                          MamdaOrderBook book)

  Method invoked when an order book delta is reported. A delta consists of one or more price levels (add/update/delete), each of which contains zero or more entries (add/update/delete). Some feeds do not provide order book entry information.

  Parameters:

  subscription - The MamdaSubscription handle.

  listener - The order book listener that received the update.

  msg - The MamaMsg that triggered this invocation.

  event - Details of the the delta.

  book - The current full book (after applying the delta).

• onBookClear

  void onBookClear(MamdaSubscription subscription,
                   MamdaOrderBookListener listener,
                   com.wombat.mama.MamaMsg msg,
                   MamdaOrderBookClear event,
                   MamdaOrderBook book)

  Method invoked when an order book is cleared.

  Parameters:

  subscription - The subscription which received the update.

  listener - The listener which invoked this callback.

  msg - The MamaMsg that triggered this invocation.

  event - The clear event.

• onBookGap

  void onBookGap(MamdaSubscription subscription,
                 MamdaOrderBookListener listener,
                 com.wombat.mama.MamaMsg msg,
                 MamdaOrderBookGap event,
                 MamdaOrderBook fullBook)

  Method invoked when a gap in order book updates is discovered.

  Parameters:

  subscription - The subscription which received the update.

  listener - The listener which invoked this callback.

  msg - The MamaMsg that triggered this invocation.

  event - Access to details on the order book gap event.

  fullBook - The full order book.