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MamdaTradeHandler.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 MamdaTradeHandlerH
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#define MamdaTradeHandlerH
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#include <
mamda/MamdaConfig.h
>
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#include <
mamda/MamdaTradeListener.h
>
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#include <mama/mamacpp.h>
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namespace
Wombat
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{
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class
MAMDAExpDLL
MamdaTradeHandler
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{
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public
:
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virtual
void
onTradeRecap (
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MamdaSubscription
* subscription,
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MamdaTradeListener
& listener,
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const
MamaMsg& msg,
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const
MamdaTradeRecap
& recap) = 0;
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virtual
void
onTradeReport (
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MamdaSubscription
* subscription,
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MamdaTradeListener
& listener,
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const
MamaMsg& msg,
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const
MamdaTradeReport
& event,
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const
MamdaTradeRecap
& recap) = 0;
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virtual
void
onTradeGap (
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MamdaSubscription
* subscription,
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MamdaTradeListener
& listener,
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const
MamaMsg& msg,
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const
MamdaTradeGap
& event,
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const
MamdaTradeRecap
& recap) = 0;
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virtual
void
onTradeCancelOrError (
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MamdaSubscription
* subscription,
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MamdaTradeListener
& listener,
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const
MamaMsg& msg,
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const
MamdaTradeCancelOrError
& event,
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const
MamdaTradeRecap
& recap) = 0;
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virtual
void
onTradeCorrection (
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MamdaSubscription
* subscription,
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MamdaTradeListener
& listener,
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const
MamaMsg& msg,
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const
MamdaTradeCorrection
& event,
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const
MamdaTradeRecap
& recap) = 0;
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virtual
void
onTradeClosing (
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MamdaSubscription
* subscription,
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MamdaTradeListener
& listener,
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const
MamaMsg& msg,
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const
MamdaTradeClosing
& event,
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const
MamdaTradeRecap
& recap) = 0;
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virtual
void
onTradeOutOfSequence (
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MamdaSubscription
* subscription,
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MamdaTradeListener
& listener,
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const
MamaMsg& msg,
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const
MamdaTradeOutOfSequence
& event,
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const
MamdaTradeRecap
& recap) = 0;
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virtual
void
onTradePossiblyDuplicate (
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MamdaSubscription
* subscription,
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MamdaTradeListener
& listener,
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const
MamaMsg& msg,
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const
MamdaTradePossiblyDuplicate
& event,
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const
MamdaTradeRecap
& recap) = 0;
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virtual
~MamdaTradeHandler
() {};
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};
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}
// namespace
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#endif // MamdaTradeHandlerH
© 2012 Linux Foundation