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MamdaOptionChainView.h
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/* $Id$
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*
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* OpenMAMA: The open middleware agnostic messaging API
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* Copyright (C) 2011 NYSE Technologies, Inc.
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*
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* This library is free software; you can redistribute it and/or
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* modify it under the terms of the GNU Lesser General Public
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* License as published by the Free Software Foundation; either
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* version 2.1 of the License, or (at your option) any later version.
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*
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* This library is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* Lesser General Public License for more details.
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*
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* You should have received a copy of the GNU Lesser General Public
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* License along with this library; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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* 02110-1301 USA
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*/
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#ifndef MamdaOptionChainViewH
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#define MamdaOptionChainViewH
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#include <
mamda/MamdaOptionalConfig.h
>
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#include <
mamda/MamdaOptionAtTheMoneyCompareType.h
>
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#include <
mamda/MamdaOptionChainHandler.h
>
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#include <
mamda/MamdaOptionExpirationDateSet.h
>
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namespace
Wombat
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{
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class
MAMDAOPTExpDLL
MamdaOptionChainView
:
public
MamdaOptionChainHandler
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{
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public
:
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MamdaOptionChainView
(
MamdaOptionChain
& chain);
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virtual
~
MamdaOptionChainView
();
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const
char
* getSymbol ()
const
;
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void
setAtTheMoneyType (
MamdaOptionAtTheMoneyCompareType
atTheMoneyType);
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void
setStrikeRangePercent (
double
percentMargin);
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void
setStrikeRangeNumber (
int
number);
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void
setExpirationRangeDays (
int
expirationDays);
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void
setNumberOfExpirations (
int
numExpirations);
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void
setJitterMargin (
double
percentMargin);
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bool
isVisible (
const
MamdaOptionContract
& contract)
const
;
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const
MamdaOptionExpirationDateSet
& getExpireDateSet()
const
;
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void
onOptionChainRecap (
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MamdaSubscription
* subscription,
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MamdaOptionChainListener
& listener,
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const
MamaMsg& msg,
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MamdaOptionChain
& chain);
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void
onOptionContractCreate (
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MamdaSubscription
* subscription,
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MamdaOptionChainListener
& listener,
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const
MamaMsg& msg,
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MamdaOptionContract
& contract,
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MamdaOptionChain
& chain);
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void
onOptionSeriesUpdate (
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MamdaSubscription
* subscription,
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MamdaOptionChainListener
& listener,
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const
MamaMsg& msg,
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const
MamdaOptionSeriesUpdate
& event,
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MamdaOptionChain
& chain);
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void
onOptionChainGap (
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MamdaSubscription
* subscription,
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MamdaOptionChainListener
& listener,
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const
MamaMsg& msg,
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MamdaOptionChain
& chain);
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private
:
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struct
MamdaOptionChainViewImpl;
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MamdaOptionChainViewImpl& mImpl;
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};
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}
// namespace
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#endif // MamdaOptionChainViewH
© 2012 Linux Foundation