OpenMAMA
Wombat::MamdaBookAtomicBookHandler Class Reference

MamdaBookAtomicBookHandler is an interface for applications that need to know when a MamdaBookAtomicListener finishes processing a single book update. More...

#include <MamdaBookAtomicBookHandler.h>

Public Member Functions

virtual void onBookAtomicBeginBook (MamdaSubscription *subscription, MamdaBookAtomicListener &listener, bool isRecap)=0
 Method invoked before we start processing the first level in a message.
virtual void onBookAtomicEndBook (MamdaSubscription *subscription, MamdaBookAtomicListener &listener)=0
 Method invoked when we stop processing the last level in a message.
virtual void onBookAtomicClear (MamdaSubscription *subscription, MamdaBookAtomicListener &listener, const MamaMsg &msg)=0
 Method invoked when an order book is cleared.
virtual void onBookAtomicGap (MamdaSubscription *subscription, MamdaBookAtomicListener &listener, const MamaMsg &msg, const MamdaBookAtomicGap &event)=0
 Method invoked when a gap in orderBook reports is discovered.
virtual ~MamdaBookAtomicBookHandler ()

Detailed Description

MamdaBookAtomicBookHandler is an interface for applications that need to know when a MamdaBookAtomicListener finishes processing a single book update.

This may be useful for applications that wish to destroy the subscription from a callback as the subscription can only be destroyed after the message processing is complete. Furthermore, it allows applications to determine when to clear the book when a recap arrives.

Constructor & Destructor Documentation

virtual Wombat::MamdaBookAtomicBookHandler::~MamdaBookAtomicBookHandler ( )
virtual
{};

Member Function Documentation

virtual void Wombat::MamdaBookAtomicBookHandler::onBookAtomicBeginBook ( MamdaSubscription subscription,
MamdaBookAtomicListener listener,
bool  isRecap 
)
pure virtual

Method invoked before we start processing the first level in a message.

The book should be cleared when isRecap == true.

Parameters
subscriptionThe MamdaSubscription handle.
listenerThe listener handling recaps/updates.
isRecapWhether the first update was a recap.
virtual void Wombat::MamdaBookAtomicBookHandler::onBookAtomicEndBook ( MamdaSubscription subscription,
MamdaBookAtomicListener listener 
)
pure virtual

Method invoked when we stop processing the last level in a message.

We invoke this method after the last entry for the level gets processed. The subscription may be destroyed from this callback.

Parameters
subscriptionThe MamdaSubscription handle.
listenerThe listener handling recaps/updates.
virtual void Wombat::MamdaBookAtomicBookHandler::onBookAtomicClear ( MamdaSubscription subscription,
MamdaBookAtomicListener listener,
const MamaMsg &  msg 
)
pure virtual

Method invoked when an order book is cleared.

Parameters
subscriptionThe MamdaSubscription handle.
listenerThe listener handling recaps/updates.
msgThe MamaMsg that triggered this invocation.
virtual void Wombat::MamdaBookAtomicBookHandler::onBookAtomicGap ( MamdaSubscription subscription,
MamdaBookAtomicListener listener,
const MamaMsg &  msg,
const MamdaBookAtomicGap event 
)
pure virtual

Method invoked when a gap in orderBook reports is discovered.

Parameters
subscriptionThe MamdaSubscription handle.
listenerThe listener handling recaps/updates.
msgThe MamaMsg that triggered this invocation.
eventThe gap value object.

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


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