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MamdaOrderBookHandler.h
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/* $Id$
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*
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* OpenMAMA: The open middleware agnostic messaging API
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* Copyright (C) 2011 NYSE Technologies, Inc.
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*
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* This library is free software; you can redistribute it and/or
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* modify it under the terms of the GNU Lesser General Public
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* License as published by the Free Software Foundation; either
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* version 2.1 of the License, or (at your option) any later version.
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*
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* This library is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* Lesser General Public License for more details.
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*
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* You should have received a copy of the GNU Lesser General Public
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* License along with this library; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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* 02110-1301 USA
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*/
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#ifndef MamdaOrderBookHandlerH
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#define MamdaOrderBookHandlerH
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#include <
mamda/MamdaOptionalConfig.h
>
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#include <
mamda/MamdaOrderBookListener.h
>
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#include <
mamda/MamdaOrderBookSimpleDelta.h
>
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#include <
mamda/MamdaOrderBookComplexDelta.h
>
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#include <
mamda/MamdaOrderBookRecap.h
>
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#include <
mamda/MamdaOrderBookClear.h
>
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#include <
mamda/MamdaOrderBookGap.h
>
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#include <
mamda/MamdaOrderBookComplexDelta.h
>
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namespace
Wombat
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{
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class
MamdaSubscription;
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class
MAMDAOPTExpDLL
MamdaOrderBookHandler
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{
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public
:
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virtual
void
onBookRecap (
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MamdaSubscription
* subscription,
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MamdaOrderBookListener
& listener,
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const
MamaMsg* msg,
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const
MamdaOrderBookComplexDelta
* delta,
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const
MamdaOrderBookRecap
& event,
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const
MamdaOrderBook
& book) = 0;
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virtual
void
onBookDelta (
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MamdaSubscription
* subscription,
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MamdaOrderBookListener
& listener,
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const
MamaMsg* msg,
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const
MamdaOrderBookSimpleDelta
& event,
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const
MamdaOrderBook
& book) = 0;
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virtual
void
onBookComplexDelta (
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MamdaSubscription
* subscription,
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MamdaOrderBookListener
& listener,
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const
MamaMsg* msg,
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const
MamdaOrderBookComplexDelta
& event,
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const
MamdaOrderBook
& book) = 0;
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virtual
void
onMarketOrderDelta (
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MamdaSubscription
* subscription,
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MamdaOrderBookListener
& listener,
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const
MamaMsg* msg,
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const
MamdaOrderBookSimpleDelta
& event,
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const
MamdaOrderBook
& book) {};
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virtual
void
onMarketOrderComplexDelta (
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MamdaSubscription
* subscription,
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MamdaOrderBookListener
& listener,
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const
MamaMsg* msg,
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const
MamdaOrderBookComplexDelta
& event,
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const
MamdaOrderBook
& book) {};
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virtual
void
onBookClear (
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MamdaSubscription
* subscription,
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MamdaOrderBookListener
& listener,
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const
MamaMsg* msg,
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const
MamdaOrderBookClear
& event,
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const
MamdaOrderBook
& book) = 0;
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virtual
void
onBookGap (
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MamdaSubscription
* subscription,
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MamdaOrderBookListener
& listener,
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const
MamaMsg* msg,
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const
MamdaOrderBookGap
& event,
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const
MamdaOrderBook
& book) = 0;
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virtual
~MamdaOrderBookHandler
() {};
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};
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}
// namespace
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#endif // MamdaOrderBookHandlerH
© 2012 Linux Foundation