OpenMAMA
MamdaOrderBookHandler.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 MamdaOrderBookHandlerH
23 #define MamdaOrderBookHandlerH
24 
33 
34 namespace Wombat
35 {
36 
37  class MamdaSubscription;
38 
45  class MAMDAOPTExpDLL MamdaOrderBookHandler
46  {
47  public:
66  virtual void onBookRecap (
67  MamdaSubscription* subscription,
68  MamdaOrderBookListener& listener,
69  const MamaMsg* msg,
70  const MamdaOrderBookComplexDelta* delta,
71  const MamdaOrderBookRecap& event,
72  const MamdaOrderBook& book) = 0;
73 
86  virtual void onBookDelta (
87  MamdaSubscription* subscription,
88  MamdaOrderBookListener& listener,
89  const MamaMsg* msg,
90  const MamdaOrderBookSimpleDelta& event,
91  const MamdaOrderBook& book) = 0;
92 
105  virtual void onBookComplexDelta (
106  MamdaSubscription* subscription,
107  MamdaOrderBookListener& listener,
108  const MamaMsg* msg,
109  const MamdaOrderBookComplexDelta& event,
110  const MamdaOrderBook& book) = 0;
111 
117  virtual void onMarketOrderDelta (
118  MamdaSubscription* subscription,
119  MamdaOrderBookListener& listener,
120  const MamaMsg* msg,
121  const MamdaOrderBookSimpleDelta& event,
122  const MamdaOrderBook& book) {};
123 
130  MamdaSubscription* subscription,
131  MamdaOrderBookListener& listener,
132  const MamaMsg* msg,
133  const MamdaOrderBookComplexDelta& event,
134  const MamdaOrderBook& book) {};
135 
136 
146  virtual void onBookClear (
147  MamdaSubscription* subscription,
148  MamdaOrderBookListener& listener,
149  const MamaMsg* msg,
150  const MamdaOrderBookClear& event,
151  const MamdaOrderBook& book) = 0;
152 
164  virtual void onBookGap (
165  MamdaSubscription* subscription,
166  MamdaOrderBookListener& listener,
167  const MamaMsg* msg,
168  const MamdaOrderBookGap& event,
169  const MamdaOrderBook& book) = 0;
170 
171 
173 
174  };
175 
176 } // namespace
177 
178 #endif // MamdaOrderBookHandlerH


© 2012 Linux Foundation