22 #ifndef MamdaBookAtomicLevelHandlerH
23 #define MamdaBookAtomicLevelHandlerH
33 class MamdaSubscription;
59 virtual void onBookAtomicLevelRecap (
74 virtual void onBookAtomicLevelDelta (
85 #endif // MamdaBookAtomicLevelHandlerH
virtual ~MamdaBookAtomicLevelHandler()
Definition: MamdaBookAtomicLevelHandler.h:80
MamdaBookAtomicLevel is an interface that provides access to trade related fields.
Definition: MamdaBookAtomicLevel.h:36
MamdaBookAtomicListener is a class that specializes in handling order book updates.
Definition: MamdaBookAtomicListener.h:68
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MamdaBookAtomicLevelHandler is an interface for applications that want to have an easy way to handle ...
Definition: MamdaBookAtomicLevelHandler.h:42
A MamdaSubscription is used to register interest in a particular symbol and source.
Definition: MamdaSubscription.h:54