epam / epam/java-cme-mdp3-handler

Market data subscription logic

Open
#16 1 comment 1 reaction 0 assignees View on GitHub
enhancement
Dominant language
Java
Stars
83
Forks
38
PR merge metrics
No merged PRs in 30d

Description

Currently the high-level API `MarketDataListener` allows you to be notified on top of book refresh with providing the top level only (and not tracking depth), or full refresh providing the whole book and getting every update (also e.g. 5th level quantity change).

It would be quite useful to keep populating the whole book, but only get a callback when the top level (price or quantity) changed with a reference to the full book. This is a combination of `subscribedToTop` and `subscribedToEntireBook` of `ImpliedBookHandler`.

Contributor guide

No contributing guide indexed for this repository

Assessment

This issue has not been assessed yet.

Get new issues in your inbox

A short digest of beginner-friendly GitHub issues.