epam / epam/java-cme-mdp3-handler
Market data subscription logic
Open
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`.
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