com.marketfactory.mfclient.api.addons.pricedepthbook

Interface MFPriceDepthBookHandler

All Superinterfaces:

MFCommonMarketDataHandler

public interface MFPriceDepthBookHandler
extends MFCommonMarketDataHandler

Receives complete PriceDepthBook updates rather than each individual MDEntryDecoder and MarketDataIncrementalRefreshDecoder.

Method Summary

Modifier and Type	Method and Description
void	on(PriceDepthBook book, long securityID, MFMarketDataSession session) Called after all marketdata updates have been applied to the PriceDepthBook
void	onError(java.lang.String errorMessage, long venueID, long securityID, MFMarketDataSession session) Called if there an error applying an update to the book.

Methods inherited from interface com.marketfactory.mfclient.api.MFCommonMarketDataHandler

on, on, on, on, on, on, on, on, onConnect, onDisconnect, onStart, onStop

Method Detail

on

void on(PriceDepthBook book,
        long securityID,
        MFMarketDataSession session)

Called after all marketdata updates have been applied to the PriceDepthBook

onError

void onError(java.lang.String errorMessage,
             long venueID,
             long securityID,
             MFMarketDataSession session)

Called if there an error applying an update to the book. The local book is likely out of sync with the server/venue book so the best course of action is probably to resubscribe to the venueID, securityID pair on this session. No further updates will be received for this securityID