OpenMAMA
MamdaOptionChainHandler.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 MamdaOptionChainHandlerH
23 #define MamdaOptionChainHandlerH
24 
27 
28 namespace Wombat
29 {
30 
31  class MamdaSubscription;
32 
39  class MAMDAOPTExpDLL MamdaOptionChainHandler
40  {
41  public:
56  virtual void onOptionChainRecap (
57  MamdaSubscription* subscription,
58  MamdaOptionChainListener& listener,
59  const MamaMsg& msg,
60  MamdaOptionChain& chain) = 0;
61 
82  virtual void onOptionContractCreate (
83  MamdaSubscription* subscription,
84  MamdaOptionChainListener& listener,
85  const MamaMsg& msg,
86  MamdaOptionContract& contract,
87  MamdaOptionChain& chain) = 0;
88 
104  virtual void onOptionSeriesUpdate (
105  MamdaSubscription* subscription,
106  MamdaOptionChainListener& listener,
107  const MamaMsg& msg,
108  const MamdaOptionSeriesUpdate& event,
109  MamdaOptionChain& chain) = 0;
110 
119  virtual void onOptionChainGap (
120  MamdaSubscription* subscription,
121  MamdaOptionChainListener& listener,
122  const MamaMsg& msg,
123  MamdaOptionChain& chain) = 0;
124 
125 
127 
128  };
129 
130 } // namespace
131 
132 #endif // MamdaOptionChainHandlerH


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