OpenMAMA
MamdaTradeHandler.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 MamdaTradeHandlerH
23 #define MamdaTradeHandlerH
24 
25 #include <mamda/MamdaConfig.h>
27 #include <mama/mamacpp.h>
28 
29 namespace Wombat
30 {
31 
38  class MAMDAExpDLL MamdaTradeHandler
39  {
40  public:
41 
56  virtual void onTradeRecap (
57  MamdaSubscription* subscription,
58  MamdaTradeListener& listener,
59  const MamaMsg& msg,
60  const MamdaTradeRecap& recap) = 0;
61 
71  virtual void onTradeReport (
72  MamdaSubscription* subscription,
73  MamdaTradeListener& listener,
74  const MamaMsg& msg,
75  const MamdaTradeReport& event,
76  const MamdaTradeRecap& recap) = 0;
77 
87  virtual void onTradeGap (
88  MamdaSubscription* subscription,
89  MamdaTradeListener& listener,
90  const MamaMsg& msg,
91  const MamdaTradeGap& event,
92  const MamdaTradeRecap& recap) = 0;
93 
104  virtual void onTradeCancelOrError (
105  MamdaSubscription* subscription,
106  MamdaTradeListener& listener,
107  const MamaMsg& msg,
108  const MamdaTradeCancelOrError& event,
109  const MamdaTradeRecap& recap) = 0;
110 
120  virtual void onTradeCorrection (
121  MamdaSubscription* subscription,
122  MamdaTradeListener& listener,
123  const MamaMsg& msg,
124  const MamdaTradeCorrection& event,
125  const MamdaTradeRecap& recap) = 0;
126 
136  virtual void onTradeClosing (
137  MamdaSubscription* subscription,
138  MamdaTradeListener& listener,
139  const MamaMsg& msg,
140  const MamdaTradeClosing& event,
141  const MamdaTradeRecap& recap) = 0;
142 
155  virtual void onTradeOutOfSequence (
156  MamdaSubscription* subscription,
157  MamdaTradeListener& listener,
158  const MamaMsg& msg,
159  const MamdaTradeOutOfSequence& event,
160  const MamdaTradeRecap& recap) = 0;
161 
174  virtual void onTradePossiblyDuplicate (
175  MamdaSubscription* subscription,
176  MamdaTradeListener& listener,
177  const MamaMsg& msg,
178  const MamdaTradePossiblyDuplicate& event,
179  const MamdaTradeRecap& recap) = 0;
180 
181  virtual ~MamdaTradeHandler() {};
182  };
183 
184 } // namespace
185 
186 #endif // MamdaTradeHandlerH
MamdaTradeCancelOrError is an interface that provides access to trade cancellation related fields...
Definition: MamdaTradeCancelOrError.h:37
MamdaTradeCorrection is an interface that provides access to trade correction related fields...
Definition: MamdaTradeCorrection.h:36
MamdaTradeClosing is an interface that provides access to trade closing related fields.
Definition: MamdaTradeClosing.h:36
MamdaTradeGap is an interface that provides access to trade gap related fields.
Definition: MamdaTradeGap.h:36
MamdaTradeHandler is an interface for applications that want to have an easy way to handle trade upda...
Definition: MamdaTradeHandler.h:38
MamdaTradeRecap is an interface that provides access to trade related fields.
Definition: MamdaTradeRecap.h:38
MamdaTradeOutOfSequence is an interface that provides access to fields related to trade updates which...
Definition: MamdaTradeOutOfSequence.h:37
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
virtual ~MamdaTradeHandler()
Definition: MamdaTradeHandler.h:181
A MamdaSubscription is used to register interest in a particular symbol and source.
Definition: MamdaSubscription.h:54
MamdaTradePossiblyDuplicate is an interface that provides access to fields related to trade updates w...
Definition: MamdaTradePossiblyDuplicate.h:36
MamdaTradeListener is a class that specializes in handling trade updates.
Definition: MamdaTradeListener.h:67
MamdaTradeReport is an interface that provides access to fields related to a trade report...
Definition: MamdaTradeReport.h:40


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