OpenMAMA
MamdaOptionChainView.h
Go to the documentation of this file.
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 MamdaOptionChainViewH
23 #define MamdaOptionChainViewH
24 
29 
30 namespace Wombat
31 {
32 
45  class MAMDAOPTExpDLL MamdaOptionChainView : public MamdaOptionChainHandler
46  {
47  public:
56 
60  virtual ~MamdaOptionChainView ();
61 
67  const char* getSymbol () const;
68 
77  void setAtTheMoneyType (MamdaOptionAtTheMoneyCompareType atTheMoneyType);
78 
88  void setStrikeRangePercent (double percentMargin);
89 
96  void setStrikeRangeNumber (int number);
97 
106  void setExpirationRangeDays (int expirationDays);
107 
116  void setNumberOfExpirations (int numExpirations);
117 
129  void setJitterMargin (double percentMargin);
130 
138  bool isVisible (const MamdaOptionContract& contract) const;
139 
147  const MamdaOptionExpirationDateSet& getExpireDateSet() const;
148 
158  void onOptionChainRecap (
159  MamdaSubscription* subscription,
160  MamdaOptionChainListener& listener,
161  const MamaMsg& msg,
162  MamdaOptionChain& chain);
163 
175  void onOptionContractCreate (
176  MamdaSubscription* subscription,
177  MamdaOptionChainListener& listener,
178  const MamaMsg& msg,
179  MamdaOptionContract& contract,
180  MamdaOptionChain& chain);
181 
192  void onOptionSeriesUpdate (
193  MamdaSubscription* subscription,
194  MamdaOptionChainListener& listener,
195  const MamaMsg& msg,
196  const MamdaOptionSeriesUpdate& event,
197  MamdaOptionChain& chain);
198 
208  void onOptionChainGap (
209  MamdaSubscription* subscription,
210  MamdaOptionChainListener& listener,
211  const MamaMsg& msg,
212  MamdaOptionChain& chain);
213 
214  private:
215  struct MamdaOptionChainViewImpl;
216  MamdaOptionChainViewImpl& mImpl;
217  };
218 
219 } // namespace
220 
221 #endif // MamdaOptionChainViewH


© 2012 Linux Foundation