ASPEN_DomSnapshotNotice

Purpose

Inform the application that a Depth of Market update is available.

Notice

For this event notice, the notice parameter of the AspenEvent() function receives a pointer to a ASPEN_DOM_SNAPSHOT_NOTICE structure.

This structure is dynamically allocated by Aspen and must be freed using the AspenFreeMemory() function after use.

Structure

typedef struct

{

    ASPEN_INUM           inum;

    short                bidDepth;

    short                askDepth;

    ASPEN_DOM_ELEMENT    bidSet[MAX_DOM_DEPTH];

    ASPEN_DOM_ELEMENT    askSet[MAX_DOM_DEPTH];

}ASPEN_DOM_SNAPSHOT_NOTICE;

Remarks

NA

See Also

ASPEN_WatchDepthOfMarket

ASPEN_DOM_ELEMENT

ASPEN_DOM_SNAPSHOT_NOTICE

ASPEN_WATCH_DOM

ASPEN_SERVER_EVENT_NOTICES

ASPEN_SERVICES

MAX_DOM_LENGTH

Example

retval = AspenEvent(&event, &notice);

if (retval == ASPEN_OK)

{

    switch(event)

    {

       ...

        case ASPEN_DomSnapshotNotice:

            domNotice = (ASPEN_DOM_SNAPSHOT_NOTICE *)notice;

            printDomSnapshot(domNotice);

            break;

    }

    AspenFreeMemory(notice);

}