OpenMAMA
Wombat::MamdaAuctionListener Class Reference

MamdaAuctionListener is a class that specializes in handling currency data, Developers provide their own implementation of the MamdaAuctionHandler interface and will be delivered notifications for updates in the currency data. More...

#include <MamdaAuctionListener.h>

Inheritance diagram for Wombat::MamdaAuctionListener:
Wombat::MamdaMsgListener Wombat::MamdaAuctionRecap Wombat::MamdaAuctionUpdate Wombat::MamdaBasicRecap Wombat::MamdaBasicEvent

Public Member Functions

 MamdaAuctionListener ()
virtual ~MamdaAuctionListener ()
void addHandler (MamdaAuctionHandler *handler)
const char * getSymbol () const
 Get the instruments string symbol.
const char * getPartId () const
 Get the participant identifier.
const MamaDateTime & getSrcTime () const
 Get the source time.
const MamaDateTime & getActivityTime () const
 Get the activity time.
const MamaDateTime & getLineTime () const
 Get the line time.
const MamaDateTime & getSendTime () const
 Get the send time.
mama_seqnum_t getEventSeqNum () const
 Get the event sequence number.
const MamaDateTime & getEventTime () const
 Get the event time.
const MamaMsgQual & getMsgQual () const
 Get the message qualifier.
bool isInitialised () const
MamdaFieldState getSymbolFieldState () const
 Get the string symbol field state.
MamdaFieldState getPartIdFieldState () const
 Get the participant identifier field state.
MamdaFieldState getSrcTimeFieldState () const
 Get the source time field state.
MamdaFieldState getActivityTimeFieldState () const
 Get the activity time field state.
MamdaFieldState getLineTimeFieldState () const
 Get the line time of the update.
MamdaFieldState getSendTimeFieldState () const
 Get the send time field state.
MamdaFieldState getEventSeqNumFieldState () const
 Get the event sequence number field state.
MamdaFieldState getEventTimeFieldState () const
 Get the event time field state.
MamdaFieldState getMsgQualFieldState () const
 Get the message qualifier field state.
const MamaPrice & getUncrossPrice () const
 Get the uncross price.
mama_quantity_t getUncrossVolume () const
 Get the uncross volume.
MamdaUncrossPriceInd getUncrossPriceInd () const
 Get the uncross price Ind.
const MamaDateTime & getAuctionTime () const
 Get the auction time.
MamdaFieldState getUncrossPriceFieldState () const
 Get the uncross price fieldState.
MamdaFieldState getUncrossVolumeFieldState () const
 Get the uncross volume fieldState.
MamdaFieldState getUncrossPriceIndFieldState () const
 Get the uncross price ind fieldState.
MamdaFieldState getAuctionTimeFieldState () const
 Get the auction time fieldState.
virtual void onMsg (MamdaSubscription *subscription, const MamaMsg &msg, short msgType)
 Implementation of MamdaListener interface.
- Public Member Functions inherited from Wombat::MamdaMsgListener
virtual ~MamdaMsgListener ()
- Public Member Functions inherited from Wombat::MamdaAuctionRecap
virtual ~MamdaAuctionRecap ()
- Public Member Functions inherited from Wombat::MamdaBasicRecap
virtual ~MamdaBasicRecap ()
 Destructor.
- Public Member Functions inherited from Wombat::MamdaAuctionUpdate
virtual ~MamdaAuctionUpdate ()
- Public Member Functions inherited from Wombat::MamdaBasicEvent
virtual ~MamdaBasicEvent ()
 Destructor.

Detailed Description

MamdaAuctionListener is a class that specializes in handling currency data, Developers provide their own implementation of the MamdaAuctionHandler interface and will be delivered notifications for updates in the currency data.

An obvious application for this MAMDA class is any kind of currency analysis application.

MamdaAuctionListener should initialize the MamdaAuctionFields class prior to receiving the first message by calling MamdaAuctionFields::setDictionary() with a valid dictionary object which contains Auction related fields.

Constructor & Destructor Documentation

Wombat::MamdaAuctionListener::MamdaAuctionListener ( )
virtual Wombat::MamdaAuctionListener::~MamdaAuctionListener ( )
virtual

Member Function Documentation

void Wombat::MamdaAuctionListener::addHandler ( MamdaAuctionHandler handler)
const char* Wombat::MamdaAuctionListener::getSymbol ( ) const
virtual

Get the instruments string symbol.

Returns
Symbol. This is the "well-known" symbol for the security, including any symbology mapping performed by the publisher.

Implements Wombat::MamdaBasicEvent.

const char* Wombat::MamdaAuctionListener::getPartId ( ) const
virtual

Get the participant identifier.

Returns
Participant ID. This may be an exchange identifier, a market maker ID, etc., or NULL (if this is not related to any specific participant).

Implements Wombat::MamdaBasicEvent.

const MamaDateTime& Wombat::MamdaAuctionListener::getSrcTime ( ) const
virtual

Get the source time.

Returns
Source time. Typically, the exchange generated feed time stamp. This is often the same as the "event time", because many feeds do not distinguish between the actual event time and when the exchange sent the message.

Implements Wombat::MamdaBasicEvent.

const MamaDateTime& Wombat::MamdaAuctionListener::getActivityTime ( ) const
virtual

Get the activity time.

Returns
Activity time. A feed handler generated time stamp representing when the data item was last updated.

Implements Wombat::MamdaBasicEvent.

const MamaDateTime& Wombat::MamdaAuctionListener::getLineTime ( ) const
virtual

Get the line time.

Returns
Line time. A feed handler (or similar publisher) time stamp representing the time that such publisher received the update message pertaining to the event. If clocks are properly synchronized and the source time (see above) is accurate enough, then the difference between the source time and line time is the latency between the data source and the feed handler.

Implements Wombat::MamdaBasicEvent.

const MamaDateTime& Wombat::MamdaAuctionListener::getSendTime ( ) const
virtual

Get the send time.

Returns
Send time. A feed handler (or similar publisher) time stamp representing the time that such publisher sent the current message. The difference between the line time and send time is the latency within the feed handler itself. Also, if clocks are properly synchronized then the difference between the send time and current time is the latency within the market data distribution framework (i.e. MAMA and the underlying middleware). See MAMA API: MamaDateTime::currentTime()).

Implements Wombat::MamdaBasicEvent.

mama_seqnum_t Wombat::MamdaAuctionListener::getEventSeqNum ( ) const
virtual

Get the event sequence number.

Returns
Source sequence number. The exchange generated sequence number.

Implements Wombat::MamdaBasicEvent.

const MamaDateTime& Wombat::MamdaAuctionListener::getEventTime ( ) const
virtual

Get the event time.

Returns
Event time. Typically, when the event actually occurred. This is often the same as the "source time", because many feeds do not distinguish between the actual event time and when the exchange sent the message.

Implements Wombat::MamdaBasicEvent.

const MamaMsgQual& Wombat::MamdaAuctionListener::getMsgQual ( ) const
virtual

Get the message qualifier.

Returns
Message Qualifier. The message qualifier provides information in relation to messages duplicate, delayed or out-of-sequence status.

Implements Wombat::MamdaBasicEvent.

bool Wombat::MamdaAuctionListener::isInitialised ( ) const
MamdaFieldState Wombat::MamdaAuctionListener::getSymbolFieldState ( ) const
virtual

Get the string symbol field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

MamdaFieldState Wombat::MamdaAuctionListener::getPartIdFieldState ( ) const
virtual

Get the participant identifier field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

MamdaFieldState Wombat::MamdaAuctionListener::getSrcTimeFieldState ( ) const
virtual

Get the source time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

MamdaFieldState Wombat::MamdaAuctionListener::getActivityTimeFieldState ( ) const
virtual

Get the activity time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

MamdaFieldState Wombat::MamdaAuctionListener::getLineTimeFieldState ( ) const
virtual

Get the line time of the update.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

MamdaFieldState Wombat::MamdaAuctionListener::getSendTimeFieldState ( ) const
virtual

Get the send time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

MamdaFieldState Wombat::MamdaAuctionListener::getEventSeqNumFieldState ( ) const
virtual

Get the event sequence number field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

MamdaFieldState Wombat::MamdaAuctionListener::getEventTimeFieldState ( ) const
virtual

Get the event time field state.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

MamdaFieldState Wombat::MamdaAuctionListener::getMsgQualFieldState ( ) const
virtual

Get the message qualifier field state.

Returns
Message Qualifier. The message qualifier provides information in relation to messages duplicate, delayed or out-of-sequence status.

Implements Wombat::MamdaBasicEvent.

const MamaPrice& Wombat::MamdaAuctionListener::getUncrossPrice ( ) const
virtual

Get the uncross price.

Returns
uncross price. The indicative or firm auction price .

Implements Wombat::MamdaAuctionRecap.

mama_quantity_t Wombat::MamdaAuctionListener::getUncrossVolume ( ) const
virtual

Get the uncross volume.

Returns
Ask price. The indicative volume, or the volume turned over in the auction

Implements Wombat::MamdaAuctionRecap.

MamdaUncrossPriceInd Wombat::MamdaAuctionListener::getUncrossPriceInd ( ) const
virtual

Get the uncross price Ind.

Returns
uncross price Ind. Indicates whether the Price and Volume is an indicative of the current state of the auction or whether its the (firm) auction price and volume

Implements Wombat::MamdaAuctionRecap.

const MamaDateTime& Wombat::MamdaAuctionListener::getAuctionTime ( ) const
virtual

Get the auction time.

Returns
auction time. The indicative or firm auction time .

Implements Wombat::MamdaAuctionRecap.

MamdaFieldState Wombat::MamdaAuctionListener::getUncrossPriceFieldState ( ) const
virtual

Get the uncross price fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaAuctionRecap.

MamdaFieldState Wombat::MamdaAuctionListener::getUncrossVolumeFieldState ( ) const
virtual

Get the uncross volume fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaAuctionRecap.

MamdaFieldState Wombat::MamdaAuctionListener::getUncrossPriceIndFieldState ( ) const
virtual

Get the uncross price ind fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaAuctionRecap.

MamdaFieldState Wombat::MamdaAuctionListener::getAuctionTimeFieldState ( ) const
virtual

Get the auction time fieldState.

Returns
MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaAuctionRecap.

virtual void Wombat::MamdaAuctionListener::onMsg ( MamdaSubscription subscription,
const MamaMsg &  msg,
short  msgType 
)
virtual

Implementation of MamdaListener interface.


Exceptions
<MamaStatus>{Wombat default implementation.}

Implements Wombat::MamdaMsgListener.


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


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