OpenMAMA
MamdaAuctionUpdate.h
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1 /* $Id$
2  *
3  * OpenMAMA: The open middleware agnostic messaging API
4  * Copyright (C) 2011 NYSE Technologies, Inc.
5  *
6  * This library is free software; you can redistribute it and/or
7  * modify it under the terms of the GNU Lesser General Public
8  * License as published by the Free Software Foundation; either
9  * version 2.1 of the License, or (at your option) any later version.
10  *
11  * This library is distributed in the hope that it will be useful,
12  * but WITHOUT ANY WARRANTY; without even the implied warranty of
13  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14  * Lesser General Public License for more details.
15  *
16  * You should have received a copy of the GNU Lesser General Public
17  * License along with this library; if not, write to the Free Software
18  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
19  * 02110-1301 USA
20  */
21 
22 #ifndef MamdaAuctionUpdateH
23 #define MamdaAuctionUpdateH
24 
25 #include <mamda/MamdaConfig.h>
26 #include <mamda/MamdaBasicEvent.h>
27 #include <mamda/MamdaFieldState.h>
29 
30 namespace Wombat
31 {
32 
38  class MAMDAExpDLL MamdaAuctionUpdate : public MamdaBasicEvent
39  {
40  public:
46  virtual const MamaPrice& getUncrossPrice() const = 0;
47 
53  virtual mama_quantity_t getUncrossVolume() const = 0;
54 
61  virtual MamdaUncrossPriceInd getUncrossPriceInd() const = 0;
62 
68  virtual const MamaDateTime& getAuctionTime() const = 0;
69 
75  virtual MamdaFieldState getUncrossPriceFieldState() const = 0;
76 
77 
83  virtual MamdaFieldState getUncrossVolumeFieldState() const = 0;
84 
90  virtual MamdaFieldState getUncrossPriceIndFieldState() const = 0;
91 
97  virtual MamdaFieldState getAuctionTimeFieldState() const = 0;
98 
99  virtual ~MamdaAuctionUpdate() {};
100  };
101 
102 } // namespace
103 
104 #endif // MamdaAuctionH
105 
106 
107 
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MamdaUncrossPriceInd
An enumeration representing the uncross price Ind.
Definition: MamdaUncrossPriceInd.h:33
MamdaBasicEvent is a superclass interface that provides access to common event related fields...
Definition: MamdaBasicEvent.h:46
virtual ~MamdaAuctionUpdate()
Definition: MamdaAuctionUpdate.h:99
MamdaAuctionUpdate is an interface that provides access to the currency related fields.
Definition: MamdaAuctionUpdate.h:38
MamdaFieldState
An enumeration representing field state.
Definition: MamdaFieldState.h:37


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