MamdaMultiParticipantManager is a class that manages updates on a consolidated basis for securities that may be traded on multiple exchanges and which may have a national best bid and offer. More...
#include <MamdaMultiParticipantManager.h>
Public Member Functions | |
MamdaMultiParticipantManager (const char *symbol) | |
Create a manager for consolidated securities. More... | |
virtual | ~MamdaMultiParticipantManager () |
Destructor. More... | |
void | addHandler (MamdaMultiParticipantHandler *handler) |
Add a specialized handler for notifications about the multi-participant security. More... | |
void | addConsolidatedListener (MamdaMsgListener *listener) |
Add a specialized message listener (e.g., a MamdaQuoteListener, MamdaTradeListener, etc.) for the consolidated data. More... | |
void | addParticipantListener (MamdaMsgListener *listener, const char *partId) |
Add a specialized message listener (e.g., a MamdaQuoteListener, MamdaTradeListener, etc.) for a participant. More... | |
void | onMsg (MamdaSubscription *subscription, const MamaMsg &msg, short msgType) |
Implementation of MamdaMsgListener interface. More... | |
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virtual | ~MamdaMsgListener () |
MamdaMultiParticipantManager is a class that manages updates on a consolidated basis for securities that may be traded on multiple exchanges and which may have a national best bid and offer.
Developers are notified of each element available for the consolidated security, including the national best bid and offer, and each regional exchange. Developers can pick and choose which elements they wish to provide handling for (e.g., BBO-only, certain regional exchanges, etc.).
Note: the MamdaMultiParticipantManager can also be used for securities that are not traded on multiple exchanges.
Wombat::MamdaMultiParticipantManager::MamdaMultiParticipantManager | ( | const char * | symbol) |
Create a manager for consolidated securities.
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virtual |
Destructor.
void Wombat::MamdaMultiParticipantManager::addHandler | ( | MamdaMultiParticipantHandler * | handler) |
Add a specialized handler for notifications about the multi-participant security.
The handler is responsible for initializing any data structures and listeners for each participant as well as the consolidated. Currently, only one handler can be registered.
void Wombat::MamdaMultiParticipantManager::addConsolidatedListener | ( | MamdaMsgListener * | listener) |
Add a specialized message listener (e.g., a MamdaQuoteListener, MamdaTradeListener, etc.) for the consolidated data.
void Wombat::MamdaMultiParticipantManager::addParticipantListener | ( | MamdaMsgListener * | listener, |
const char * | partId | ||
) |
Add a specialized message listener (e.g., a MamdaQuoteListener, MamdaTradeListener, etc.) for a participant.
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virtual |
Implementation of MamdaMsgListener interface.
Implements Wombat::MamdaMsgListener.