OpenMAMA
Wombat::MamdaOptionChainHandler Class Referenceabstract

Subclasses of this interface can be registered with the MamdaOptionChainListener in order to receive callbacks whenever the state of the underlying option chain changes on receipt of options updates. More...

#include <MamdaOptionChainHandler.h>

Inheritance diagram for Wombat::MamdaOptionChainHandler:
Wombat::MamdaOptionChainView

Public Member Functions

virtual void onOptionChainRecap (MamdaSubscription *subscription, MamdaOptionChainListener &listener, const MamaMsg &msg, MamdaOptionChain &chain)=0
 Method invoked when an updated full option chain is available. More...
 
virtual void onOptionContractCreate (MamdaSubscription *subscription, MamdaOptionChainListener &listener, const MamaMsg &msg, MamdaOptionContract &contract, MamdaOptionChain &chain)=0
 Method invoked when a new contract is created in the option chain. More...
 
virtual void onOptionSeriesUpdate (MamdaSubscription *subscription, MamdaOptionChainListener &listener, const MamaMsg &msg, const MamdaOptionSeriesUpdate &event, MamdaOptionChain &chain)=0
 Method invoked upon when a new contract is added to or removed from the option chain, excluding upon receipt of the initial value. More...
 
virtual void onOptionChainGap (MamdaSubscription *subscription, MamdaOptionChainListener &listener, const MamaMsg &msg, MamdaOptionChain &chain)=0
 Method invoked when a gap in option chain updates is discovered. More...
 
virtual ~MamdaOptionChainHandler ()
 

Detailed Description

Subclasses of this interface can be registered with the MamdaOptionChainListener in order to receive callbacks whenever the state of the underlying option chain changes on receipt of options updates.

Constructor & Destructor Documentation

virtual Wombat::MamdaOptionChainHandler::~MamdaOptionChainHandler ( )
virtual
126 {};

Member Function Documentation

virtual void Wombat::MamdaOptionChainHandler::onOptionChainRecap ( MamdaSubscription subscription,
MamdaOptionChainListener listener,
const MamaMsg &  msg,
MamdaOptionChain chain 
)
pure virtual

Method invoked when an updated full option chain is available.

The reason for the invocation may be any of the following:

  • Initial image.
  • Recap update (e.g., after server fault tolerant event or data quality event.)
  • After stale status removed.
Parameters
subscriptionThe subscription which received the update.
listenerThe listener which invoked this callback.
msgThe MamaMsg that triggered this invocation.
chainThe complete option chain.

Implemented in Wombat::MamdaOptionChainView.

virtual void Wombat::MamdaOptionChainHandler::onOptionContractCreate ( MamdaSubscription subscription,
MamdaOptionChainListener listener,
const MamaMsg &  msg,
MamdaOptionContract contract,
MamdaOptionChain chain 
)
pure virtual

Method invoked when a new contract is created in the option chain.

This method gets invoked exactly once for every option contract in the chain. The primary purpose of this method is to allow a user application to initialize any per-contract data as well to register handlers for trades and quotes.

Note: This method differs from onOptionSeriesUpdate() as follows: onOptionContractCreate() gets invoked every time a contract is added, even for the initial value; onOptionSeriesUpdate() is intended to report especially interesting events and is only invoked when a contract is added/removed after the initial value has been received.

Parameters
subscriptionThe subscription which received the update.
listenerThe listener which invoked this callback.
msgThe MamaMsg that triggered this invocation.
contractThe newly created option contract.
chainThe complete option chain.

Implemented in Wombat::MamdaOptionChainView.

virtual void Wombat::MamdaOptionChainHandler::onOptionSeriesUpdate ( MamdaSubscription subscription,
MamdaOptionChainListener listener,
const MamaMsg &  msg,
const MamdaOptionSeriesUpdate event,
MamdaOptionChain chain 
)
pure virtual

Method invoked upon when a new contract is added to or removed from the option chain, excluding upon receipt of the initial value.

This method is typically invoked inly for special events, such as when options are added intraday or when options expire. Note: onOptionContractCreate() is also invoked when an option is added intraday.

Parameters
subscriptionThe subscription which received the update.
listenerThe listener which invoked this callback.
msgThe MamaMsg that triggered this invocation.
eventAccess to the series update event details.
chainThe complete option chain.
See also
onOptionContractCreate.

Implemented in Wombat::MamdaOptionChainView.

virtual void Wombat::MamdaOptionChainHandler::onOptionChainGap ( MamdaSubscription subscription,
MamdaOptionChainListener listener,
const MamaMsg &  msg,
MamdaOptionChain chain 
)
pure virtual

Method invoked when a gap in option chain updates is discovered.

Parameters
subscriptionThe MamdaSubscription handle.
listenerThe listener which invoked this callback.
msgThe MamaMsg that triggered this invocation.
chainThe complete option chain.

Implemented in Wombat::MamdaOptionChainView.


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


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