OpenMAMA
MamdaQuoteOutOfSequence.h
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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 MamdaQuoteOutOfSequenceH
23 #define MamdaQuoteOutOfSequenceH
24 
25 #include <mamda/MamdaConfig.h>
26 #include <mamda/MamdaBasicEvent.h>
27 #include <mamda/MamdaFieldState.h>
28 
29 namespace Wombat
30 {
31 
37  class MAMDAExpDLL MamdaQuoteOutOfSequence : public MamdaBasicEvent
38  {
39  public:
40 
48  virtual const MamaPrice& getBidPrice() const = 0;
49 
55  virtual MamdaFieldState getBidPriceFieldState() const = 0;
56 
64  virtual mama_quantity_t getBidSize() const = 0;
65 
71  virtual MamdaFieldState getBidSizeFieldState() const = 0;
72 
81  virtual mama_quantity_t getBidDepth() const = 0;
82 
88  virtual MamdaFieldState getBidDepthFieldState() const = 0;
89 
96  virtual const char* getBidPartId() const = 0;
97 
103  virtual MamdaFieldState getBidPartIdFieldState() const = 0;
104 
112  virtual const MamaPrice& getAskPrice() const = 0;
113 
119  virtual MamdaFieldState getAskPriceFieldState() const = 0;
120 
127  virtual mama_quantity_t getAskSize() const = 0;
128 
134  virtual MamdaFieldState getAskSizeFieldState() const = 0;
135 
144  virtual mama_quantity_t getAskDepth() const = 0;
145 
151  virtual MamdaFieldState getAskDepthFieldState() const = 0;
152 
159  virtual const char* getAskPartId() const = 0;
160 
166  virtual MamdaFieldState getAskPartIdFieldState() const = 0;
167 
175  virtual const MamaPrice& getQuoteMidPrice () const = 0;
176 
182  virtual MamdaFieldState getQuoteMidPriceFieldState() const = 0;
183 
285  virtual const char* getQuoteQualStr() const = 0;
286 
292  virtual MamdaFieldState getQuoteQualStrFieldState() const = 0;
293 
295  };
296 
297 } // namespace
298 
299 #endif // MamdaQuoteOutOfSequenceH


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