Package deltix.qsrv.hf.blocks.l2

Interface ConcurrentL2DataProcessor<COOKIE>

All Superinterfaces:

ConcurrentBookHolder<COOKIE>

All Known Implementing Classes:

AbstractL2DataProcessor, ByInstrumentAggregator, LevelBasedL2DataProcessor

public interface ConcurrentL2DataProcessor<COOKIE>
extends ConcurrentBookHolder<COOKIE>

Method Summary

Modifier and Type	Method	Description
void	processL2Increment(ModifiedBookReceiver<COOKIE> receiver, deltix.timebase.api.messages.Level2MessageInfo msg)
void	processL2Message(ModifiedBookReceiver<COOKIE> receiver, deltix.timebase.api.messages.L2MessageInfo msg)
void	processL2Snapshot(ModifiedBookReceiver<COOKIE> receiver, deltix.timebase.api.messages.L2SnapshotMessageInfo msg)
void	processMessage(ModifiedBookReceiver<COOKIE> receiver, deltix.timebase.api.messages.MarketMessageInfo msg)

Methods inherited from interface deltix.qsrv.hf.blocks.l2.ConcurrentBookHolder

getBook, getBooks, getBooks, getBooks, getOrCreateBook

Method Detail

processL2Snapshot

void processL2Snapshot(ModifiedBookReceiver<COOKIE> receiver,
                       deltix.timebase.api.messages.L2SnapshotMessageInfo msg)

processL2Increment

void processL2Increment(ModifiedBookReceiver<COOKIE> receiver,
                        deltix.timebase.api.messages.Level2MessageInfo msg)

processL2Message

void processL2Message(ModifiedBookReceiver<COOKIE> receiver,
                      deltix.timebase.api.messages.L2MessageInfo msg)

processMessage

void processMessage(ModifiedBookReceiver<COOKIE> receiver,
                    deltix.timebase.api.messages.MarketMessageInfo msg)