OpenMAMA
Wombat::MamdaQuoteHandler Class Reference

MamdaQuoteHandler is an interface for applications that want to have an easy way to handle quote updates. More...

#include <MamdaQuoteHandler.h>

Public Member Functions

virtual void onQuoteRecap (MamdaSubscription *subscription, MamdaQuoteListener &listener, const MamaMsg &msg, const MamdaQuoteRecap &recap)=0
 Method invoked when the current last-quote information for the security is available.
virtual void onQuoteUpdate (MamdaSubscription *subscription, MamdaQuoteListener &listener, const MamaMsg &msg, const MamdaQuoteUpdate &quote, const MamdaQuoteRecap &recap)=0
 Method invoked when a quote is reported.
virtual void onQuoteGap (MamdaSubscription *subscription, MamdaQuoteListener &listener, const MamaMsg &msg, const MamdaQuoteGap &event, const MamdaQuoteRecap &recap)=0
 Method invoked when a gap in quote reports is discovered.
virtual void onQuoteClosing (MamdaSubscription *subscription, MamdaQuoteListener &listener, const MamaMsg &msg, const MamdaQuoteClosing &event, const MamdaQuoteRecap &recap)=0
 Method invoked for a closing report.
virtual void onQuoteOutOfSequence (MamdaSubscription *subscription, MamdaQuoteListener &listener, const MamaMsg &msg, const MamdaQuoteOutOfSequence &event, const MamdaQuoteRecap &recap)=0
 Method invoked for a message marked as out of sequence.
virtual void onQuotePossiblyDuplicate (MamdaSubscription *subscription, MamdaQuoteListener &listener, const MamaMsg &msg, const MamdaQuotePossiblyDuplicate &event, const MamdaQuoteRecap &recap)=0
 Method invoked for a message which is marked as possibly duplicate Listener must be configured to check the Msg Qualifier, i.e., call setControlProcessingByMsgQual on listener passing a value of true.
virtual ~MamdaQuoteHandler ()

Detailed Description

MamdaQuoteHandler is an interface for applications that want to have an easy way to handle quote updates.

The interface defines callback methods for different types of quote-related events: quotes and closing-quote updates.

Constructor & Destructor Documentation

virtual Wombat::MamdaQuoteHandler::~MamdaQuoteHandler ( )
virtual
{};

Member Function Documentation

virtual void Wombat::MamdaQuoteHandler::onQuoteRecap ( MamdaSubscription subscription,
MamdaQuoteListener listener,
const MamaMsg &  msg,
const MamdaQuoteRecap recap 
)
pure virtual

Method invoked when the current last-quote information for the security is available.

The reason for the invocation may be any of the following:

  • Initial image.
  • Recap update (e.g., after server fault tolerant event or data quality event.)
  • After stale status removed.
Parameters
subscriptionThe subscription which received the update.
listenerThe listener which invoked this callback.
msgThe MamaMsg that triggered this invocation.
recapAccess to the full quote recap details.
virtual void Wombat::MamdaQuoteHandler::onQuoteUpdate ( MamdaSubscription subscription,
MamdaQuoteListener listener,
const MamaMsg &  msg,
const MamdaQuoteUpdate quote,
const MamdaQuoteRecap recap 
)
pure virtual

Method invoked when a quote is reported.

Parameters
subscriptionThe subscription which received the update.
listenerThe listener which invoked this callback.
msgThe MamaMsg that triggered this invocation.
quoteAccess to the quote update details.
recapAccess to the full quote details.
virtual void Wombat::MamdaQuoteHandler::onQuoteGap ( MamdaSubscription subscription,
MamdaQuoteListener listener,
const MamaMsg &  msg,
const MamdaQuoteGap event,
const MamdaQuoteRecap recap 
)
pure virtual

Method invoked when a gap in quote reports is discovered.

Parameters
subscriptionThe subscription which received the update.
listenerThe listener which invoked this callback.
msgThe MamaMsg that triggered this invocation.
eventAccess to the quote gap event details.
recapAccess to the full quote details.
virtual void Wombat::MamdaQuoteHandler::onQuoteClosing ( MamdaSubscription subscription,
MamdaQuoteListener listener,
const MamaMsg &  msg,
const MamdaQuoteClosing event,
const MamdaQuoteRecap recap 
)
pure virtual

Method invoked for a closing report.

Parameters
subscriptionThe subscription which received the update.
listenerThe listener which invoked this callback.
msgThe MamaMsg that triggered this invocation.
eventAccess to the closing quote details.
recapAccess to the full quote details.
virtual void Wombat::MamdaQuoteHandler::onQuoteOutOfSequence ( MamdaSubscription subscription,
MamdaQuoteListener listener,
const MamaMsg &  msg,
const MamdaQuoteOutOfSequence event,
const MamdaQuoteRecap recap 
)
pure virtual

Method invoked for a message marked as out of sequence.

Listener must be configured to check the Msg Qualifier, i.e., call setControlProcessingByMsgQual() on listener passing a value of true.

Parameters
subscriptionThe subscription which received the callback.
listenerThe quote listener which invoked this callback.
msgThe MamaMsg that triggered this invocation.
eventThe possibly out of sequence event object.
recapThe recap object.
virtual void Wombat::MamdaQuoteHandler::onQuotePossiblyDuplicate ( MamdaSubscription subscription,
MamdaQuoteListener listener,
const MamaMsg &  msg,
const MamdaQuotePossiblyDuplicate event,
const MamdaQuoteRecap recap 
)
pure virtual

Method invoked for a message which is marked as possibly duplicate Listener must be configured to check the Msg Qualifier, i.e., call setControlProcessingByMsgQual on listener passing a value of true.

Parameters
subscriptionThe MamdaSubscription handle.
listenerThe quote listener.
msgThe MamaMsg that triggered this invocation.
eventThe possibly duplicate event object.
recapThe recap object.

The documentation for this class was generated from the following file:


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