MamdaQuoteHandler is an interface for applications that want to have an easy way to handle quote updates.
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#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.
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virtual void | onQuoteUpdate (MamdaSubscription *subscription, MamdaQuoteListener &listener, const MamaMsg &msg, const MamdaQuoteUpdate "e, const MamdaQuoteRecap &recap)=0 |
| Method invoked when a quote is reported.
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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.
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virtual void | onQuoteClosing (MamdaSubscription *subscription, MamdaQuoteListener &listener, const MamaMsg &msg, const MamdaQuoteClosing &event, const MamdaQuoteRecap &recap)=0 |
| Method invoked for a closing report.
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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.
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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.
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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 |
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Member Function Documentation
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
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subscription | The subscription which received the update. |
listener | The listener which invoked this callback. |
msg | The MamaMsg that triggered this invocation. |
recap | Access to the full quote recap details. |
Method invoked when a quote is reported.
- Parameters
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subscription | The subscription which received the update. |
listener | The listener which invoked this callback. |
msg | The MamaMsg that triggered this invocation. |
quote | Access to the quote update details. |
recap | Access to the full quote details. |
Method invoked when a gap in quote reports is discovered.
- Parameters
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subscription | The subscription which received the update. |
listener | The listener which invoked this callback. |
msg | The MamaMsg that triggered this invocation. |
event | Access to the quote gap event details. |
recap | Access to the full quote details. |
Method invoked for a closing report.
- Parameters
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subscription | The subscription which received the update. |
listener | The listener which invoked this callback. |
msg | The MamaMsg that triggered this invocation. |
event | Access to the closing quote details. |
recap | Access to the full quote details. |
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
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subscription | The subscription which received the callback. |
listener | The quote listener which invoked this callback. |
msg | The MamaMsg that triggered this invocation. |
event | The possibly out of sequence event object. |
recap | The recap object. |
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
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subscription | The MamdaSubscription handle. |
listener | The quote listener. |
msg | The MamaMsg that triggered this invocation. |
event | The possibly duplicate event object. |
recap | The recap object. |
The documentation for this class was generated from the following file: