Package deltix.qsrv.hf.blocks.l2
Interface BookWalker
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- All Known Implementing Classes:
BookDumper
public interface BookWalkerInterface for passive order book traversal. SeeBook.walk(BookWalker).
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Nested Class Summary
Nested Classes Modifier and Type Interface Description static classBookWalker.DirectionDefines order book traversal order
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description booleanonBookItem(Book book, boolean isAsk, int level, BookItem item)Called for each order book itembooleanonWalkFinished(Book book)Called at the end of order book traversal for specific exchange and contractbooleanonWalkStarted(Book book)Called at the beginning of order book traversal for specific exchange and contract
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Method Detail
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onWalkStarted
boolean onWalkStarted(Book book)
Called at the beginning of order book traversal for specific exchange and contract- Returns:
- false to interrupt order book traversal
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onBookItem
boolean onBookItem(Book book, boolean isAsk, int level, BookItem item)
Called for each order book item- Returns:
- false to interrupt order book traversal
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onWalkFinished
boolean onWalkFinished(Book book)
Called at the end of order book traversal for specific exchange and contract- Returns:
- false to interrupt order book traversal
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