OpenMAMA
MamdaQuoteHandler.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 MamdaQuoteHandlerH
23 #define MamdaQuoteHandlerH
24 
25 #include <mamda/MamdaConfig.h>
27 
28 namespace Wombat
29 {
30 
31  class MamdaSubscription;
32 
39  class MAMDAExpDLL MamdaQuoteHandler
40  {
41  public:
57  virtual void onQuoteRecap (
58  MamdaSubscription* subscription,
59  MamdaQuoteListener& listener,
60  const MamaMsg& msg,
61  const MamdaQuoteRecap& recap) = 0;
62 
72  virtual void onQuoteUpdate (
73  MamdaSubscription* subscription,
74  MamdaQuoteListener& listener,
75  const MamaMsg& msg,
76  const MamdaQuoteUpdate& quote,
77  const MamdaQuoteRecap& recap) = 0;
78 
88  virtual void onQuoteGap (
89  MamdaSubscription* subscription,
90  MamdaQuoteListener& listener,
91  const MamaMsg& msg,
92  const MamdaQuoteGap& event,
93  const MamdaQuoteRecap& recap) = 0;
94 
104  virtual void onQuoteClosing (
105  MamdaSubscription* subscription,
106  MamdaQuoteListener& listener,
107  const MamaMsg& msg,
108  const MamdaQuoteClosing& event,
109  const MamdaQuoteRecap& recap) = 0;
110 
123  virtual void onQuoteOutOfSequence (
124  MamdaSubscription* subscription,
125  MamdaQuoteListener& listener,
126  const MamaMsg& msg,
127  const MamdaQuoteOutOfSequence& event,
128  const MamdaQuoteRecap& recap) = 0;
129 
142  virtual void onQuotePossiblyDuplicate (
143  MamdaSubscription* subscription,
144  MamdaQuoteListener& listener,
145  const MamaMsg& msg,
146  const MamdaQuotePossiblyDuplicate& event,
147  const MamdaQuoteRecap& recap) = 0;
148 
149  virtual ~MamdaQuoteHandler () {};
150  };
151 
152 } // namespace
153 
154 #endif // MamdaQuoteHandlerH


© 2012 Linux Foundation