OpenMAMA
MamdaTradeCorrection.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 MamdaTradeCorrectionH
23 #define MamdaTradeCorrectionH
24 
25 #include <mamda/MamdaConfig.h>
26 #include <mamda/MamdaBasicEvent.h>
27 #include <mamda/MamdaFieldState.h>
28 
29 namespace Wombat
30 {
31 
36  class MAMDAExpDLL MamdaTradeCorrection : public MamdaBasicEvent
37  {
38  public:
39 
44  virtual mama_seqnum_t getOrigSeqNum() const = 0;
45 
51  virtual MamdaFieldState getOrigSeqNumFieldState() const = 0;
52 
57  virtual const MamaPrice& getOrigPrice() const = 0;
58 
64  virtual MamdaFieldState getOrigPriceFieldState() const = 0;
65 
70  virtual mama_quantity_t getOrigVolume() const = 0;
71 
77  virtual MamdaFieldState getOrigVolumeFieldState() const = 0;
78 
83  virtual const char* getOrigPartId() const = 0;
84 
90  virtual MamdaFieldState getOrigPartIdFieldState() const = 0;
91 
96  virtual const char* getOrigQual() const = 0;
97 
103  virtual MamdaFieldState getOrigQualFieldState() const = 0;
104 
109  virtual const char* getOrigQualNative() const = 0;
110 
116  virtual MamdaFieldState getOrigQualNativeFieldState() const = 0;
117 
122  virtual mama_u32_t getOrigSellersSaleDays() const = 0;
123 
129  virtual MamdaFieldState getOrigSellersSaleDaysFieldState() const = 0;
130 
135  virtual char getOrigStopStock() const = 0;
136 
142  virtual MamdaFieldState getOrigStopStockFieldState() const = 0;
143 
147  virtual const char* getCorrTradeId() const = 0;
148 
154  virtual MamdaFieldState getCorrTradeIdFieldState() const = 0;
155 
160  virtual const MamaPrice& getCorrPrice() const = 0;
161 
167  virtual MamdaFieldState getCorrPriceFieldState() const = 0;
168 
173  virtual mama_quantity_t getCorrVolume() const = 0;
174 
180  virtual MamdaFieldState getCorrVolumeFieldState() const = 0;
181 
186  virtual const char* getCorrPartId() const = 0;
187 
193  virtual MamdaFieldState getCorrPartIdFieldState() const = 0;
194 
199  virtual const char* getCorrQual() const = 0;
200 
206  virtual MamdaFieldState getCorrQualFieldState() const = 0;
207 
212  virtual const char* getCorrQualNative() const = 0;
213 
219  virtual MamdaFieldState getCorrQualNativeFieldState() const = 0;
220 
225  virtual mama_u32_t getCorrSellersSaleDays() const = 0;
226 
232  virtual MamdaFieldState getCorrSellersSaleDaysFieldState() const = 0;
233 
238  virtual char getCorrStopStock() const = 0;
239 
245  virtual MamdaFieldState getCorrStopStockFieldState() const = 0;
246 
475  virtual const char* getTradeQual() const = 0;
476 
481  virtual MamdaFieldState getTradeQualFieldState() const = 0;
482 
489  virtual bool getIsIrregular() const = 0;
490 
495  virtual MamdaFieldState getIsIrregularFieldState() const = 0;
496 
497  // Used by some feeds to indicate that a cancel or correction was for an unknown trade
498  virtual bool getGenericFlag() const = 0;
499  virtual MamdaFieldState getGenericFlagFieldState() const = 0;
500 
505  virtual const char* getOrigTradeId() const = 0;
506  virtual MamdaFieldState getOrigTradeIdFieldState() const = 0;
507 
520  virtual char getCorrShortSaleCircuitBreaker() const = 0;
521 
525  virtual MamdaFieldState getCorrShortSaleCircuitBreakerFieldState() const = 0;
526 
527  virtual ~MamdaTradeCorrection() {};
528  };
529 
530 }
531 
532 #endif // MamdaTradeCorrectionH


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