Interface MamdaBookAtomicLevelHandler


  • public interface MamdaBookAtomicLevelHandler
    MamdaBookAtomicLevelHandler 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.
    • Method Detail

      • 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.
      • 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.