Package deltix.qsrv.hf.blocks.l2
Interface L2DataProcessor<COOKIE>
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- All Superinterfaces:
BookHolder<COOKIE>
- All Known Implementing Classes:
AbstractL2DataProcessor,ByInstrumentAggregator,LevelBasedL2DataProcessor
public interface L2DataProcessor<COOKIE> extends BookHolder<COOKIE>
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description L2DataProcessorConfiggetConfiguration()Book<COOKIE>processL2Increment(deltix.timebase.api.messages.Level2MessageInfo msg)Book<COOKIE>processL2Message(deltix.timebase.api.messages.L2MessageInfo msg)Book<COOKIE>processL2Snapshot(deltix.timebase.api.messages.L2SnapshotMessageInfo msg)Book<COOKIE>processMessage(deltix.timebase.api.messages.MarketMessageInfo msg)-
Methods inherited from interface deltix.qsrv.hf.blocks.l2.BookHolder
getBook, getOrCreateBook
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Method Detail
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getConfiguration
L2DataProcessorConfig getConfiguration()
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processL2Snapshot
Book<COOKIE> processL2Snapshot(deltix.timebase.api.messages.L2SnapshotMessageInfo msg)
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processL2Increment
Book<COOKIE> processL2Increment(deltix.timebase.api.messages.Level2MessageInfo msg)
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