OpenMAMA
Wombat::MamdaTradeHandler Class Referenceabstract

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. More...
 
virtual void onTradeReport (MamdaSubscription *subscription, MamdaTradeListener &listener, const MamaMsg &msg, const MamdaTradeReport &event, const MamdaTradeRecap &recap)=0
 Method invoked when a trade is reported. More...
 
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. More...
 
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. More...
 
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. More...
 
virtual void onTradeClosing (MamdaSubscription *subscription, MamdaTradeListener &listener, const MamaMsg &msg, const MamdaTradeClosing &event, const MamdaTradeRecap &recap)=0
 Method invoked for a closing report. More...
 
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. More...
 
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;. More...
 
virtual ~MamdaTradeHandler ()
 

Detailed Description

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.

Constructor & Destructor Documentation

virtual Wombat::MamdaTradeHandler::~MamdaTradeHandler ( )
virtual
181 {};

Member Function Documentation

virtual void Wombat::MamdaTradeHandler::onTradeRecap ( MamdaSubscription subscription,
MamdaTradeListener listener,
const MamaMsg &  msg,
const MamdaTradeRecap recap 
)
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:

  • 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 the callback.
msgThe MamaMsg that triggered this invocation.
recapAccess to the details in the trade recap.
virtual void Wombat::MamdaTradeHandler::onTradeReport ( MamdaSubscription subscription,
MamdaTradeListener listener,
const MamaMsg &  msg,
const MamdaTradeReport event,
const MamdaTradeRecap recap 
)
pure virtual

Method invoked when a trade is reported.

Parameters
subscriptionThe subscription which received this update.
listenerThe listener which invoked this callback.
msgThe MamaMsg that triggered this invocation.
eventAccess to the trade report event details.
recapAccess to all trade related fields.
virtual void Wombat::MamdaTradeHandler::onTradeGap ( MamdaSubscription subscription,
MamdaTradeListener listener,
const MamaMsg &  msg,
const MamdaTradeGap event,
const MamdaTradeRecap recap 
)
pure virtual

Method invoked when a gap in trade reports is discovered.

Parameters
subscriptionThe subscription which detected the gap.
listenerThe listener which invoked this callback.
msgThe MamaMsg which triggered this invocation.
eventAccess to the gap event details.
recapAccess to the complete trade information.
virtual void Wombat::MamdaTradeHandler::onTradeCancelOrError ( MamdaSubscription subscription,
MamdaTradeListener listener,
const MamaMsg &  msg,
const MamdaTradeCancelOrError event,
const MamdaTradeRecap recap 
)
pure virtual

Method invoked when a trade cancel or error is reported.

Parameters
subscriptionThe subscription which received the update.
listenerThe listener which invoked this callback.
msgThe MamaMsg that triggered this invocation.
eventAccess to the details of the trade cancel or error event.
recapAccess to the full trade details.
virtual void Wombat::MamdaTradeHandler::onTradeCorrection ( MamdaSubscription subscription,
MamdaTradeListener listener,
const MamaMsg &  msg,
const MamdaTradeCorrection event,
const MamdaTradeRecap recap 
)
pure virtual

Method invoked when a trade correction is reported.

Parameters
subscriptionThe subscription which received the update.
listenerThe listener which invoked this callback.
msgThe MamaMsg that triggered this invocation.
eventAccess to the trade correction event details.
recapAccess to the full trade details.
virtual void Wombat::MamdaTradeHandler::onTradeClosing ( MamdaSubscription subscription,
MamdaTradeListener listener,
const MamaMsg &  msg,
const MamdaTradeClosing event,
const MamdaTradeRecap recap 
)
pure virtual

Method invoked for a closing report.

Parameters
subscriptionThe subscription which received the update.
listenerThe listener which invoked this callback.
msgThe MamaMsg that triggered this invocation.
eventAccess to the trade closing event details.
recapAccess to the full trade details.
virtual void Wombat::MamdaTradeHandler::onTradeOutOfSequence ( MamdaSubscription subscription,
MamdaTradeListener listener,
const MamaMsg &  msg,
const MamdaTradeOutOfSequence event,
const MamdaTradeRecap recap 
)
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;

Parameters
subscriptionThe subscription which received the update.
listenerThe trade listener which invoked this callback.
msgThe MamaMsg that triggered this invocation.
eventDetails on the out of sequence trade event.
recapAccess to the full trade details.
virtual void Wombat::MamdaTradeHandler::onTradePossiblyDuplicate ( MamdaSubscription subscription,
MamdaTradeListener listener,
const MamaMsg &  msg,
const MamdaTradePossiblyDuplicate event,
const MamdaTradeRecap recap 
)
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;.

Parameters
subscriptionThe subscription which received the update.
listenerThe trade listener which invoked this callback.
msgThe MamaMsg that triggered this invocation.
eventDetails on the possibly duplicate trade event.
recapAccess to the full trade details.

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


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