MamdaTradeHandler is an interface for applications that want to have an easy way to handle trade updates. More...
#include <MamdaTradeHandler.h>
Public Member Functions | |
virtual void | onTradeRecap (MamdaSubscription *subscription, MamdaTradeListener &listener, const MamaMsg &msg, const MamdaTradeRecap &recap)=0 |
Method invoked when the current last-trade information for the security is available. | |
virtual void | onTradeReport (MamdaSubscription *subscription, MamdaTradeListener &listener, const MamaMsg &msg, const MamdaTradeReport &event, const MamdaTradeRecap &recap)=0 |
Method invoked when a trade is reported. | |
virtual void | onTradeGap (MamdaSubscription *subscription, MamdaTradeListener &listener, const MamaMsg &msg, const MamdaTradeGap &event, const MamdaTradeRecap &recap)=0 |
Method invoked when a gap in trade reports is discovered. | |
virtual void | onTradeCancelOrError (MamdaSubscription *subscription, MamdaTradeListener &listener, const MamaMsg &msg, const MamdaTradeCancelOrError &event, const MamdaTradeRecap &recap)=0 |
Method invoked when a trade cancel or error is reported. | |
virtual void | onTradeCorrection (MamdaSubscription *subscription, MamdaTradeListener &listener, const MamaMsg &msg, const MamdaTradeCorrection &event, const MamdaTradeRecap &recap)=0 |
Method invoked when a trade correction is reported. | |
virtual void | onTradeClosing (MamdaSubscription *subscription, MamdaTradeListener &listener, const MamaMsg &msg, const MamdaTradeClosing &event, const MamdaTradeRecap &recap)=0 |
Method invoked for a closing report. | |
virtual void | onTradeOutOfSequence (MamdaSubscription *subscription, MamdaTradeListener &listener, const MamaMsg &msg, const MamdaTradeOutOfSequence &event, const MamdaTradeRecap &recap)=0 |
Method invoked for a message marked as out of sequence. | |
virtual void | onTradePossiblyDuplicate (MamdaSubscription *subscription, MamdaTradeListener &listener, const MamaMsg &msg, const MamdaTradePossiblyDuplicate &event, const MamdaTradeRecap &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;. | |
virtual | ~MamdaTradeHandler () |
MamdaTradeHandler is an interface for applications that want to have an easy way to handle trade updates.
The interface defines callback methods for different types of trade-related events: trades, errors/cancels, corrections, recaps and closing reports.
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virtual |
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pure virtual |
Method invoked when the current last-trade information for the security is available.
The reason for the invocation may be any of the following:
subscription | The subscription which received the update. |
listener | The listener which invoked the callback. |
msg | The MamaMsg that triggered this invocation. |
recap | Access to the details in the trade recap. |
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pure virtual |
Method invoked when a trade is reported.
subscription | The subscription which received this update. |
listener | The listener which invoked this callback. |
msg | The MamaMsg that triggered this invocation. |
event | Access to the trade report event details. |
recap | Access to all trade related fields. |
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pure virtual |
Method invoked when a gap in trade reports is discovered.
subscription | The subscription which detected the gap. |
listener | The listener which invoked this callback. |
msg | The MamaMsg which triggered this invocation. |
event | Access to the gap event details. |
recap | Access to the complete trade information. |
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pure virtual |
Method invoked when a trade cancel or error is reported.
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 details of the trade cancel or error event. |
recap | Access to the full trade details. |
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pure virtual |
Method invoked when a trade correction is reported.
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 trade correction event details. |
recap | Access to the full trade details. |
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pure virtual |
Method invoked for a closing report.
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 trade closing event details. |
recap | Access to the full trade details. |
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pure virtual |
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;
subscription | The subscription which received the update. |
listener | The trade listener which invoked this callback. |
msg | The MamaMsg that triggered this invocation. |
event | Details on the out of sequence trade event. |
recap | Access to the full trade details. |
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pure virtual |
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;.
subscription | The subscription which received the update. |
listener | The trade listener which invoked this callback. |
msg | The MamaMsg that triggered this invocation. |
event | Details on the possibly duplicate trade event. |
recap | Access to the full trade details. |