OpenMAMA
MamdaTradeHandler.h
Go to the documentation of this file.
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 MamdaTradeHandlerH
23 #define MamdaTradeHandlerH
24 
25 #include <mamda/MamdaConfig.h>
27 #include <mama/mamacpp.h>
28 
29 namespace Wombat
30 {
31 
38  class MAMDAExpDLL MamdaTradeHandler
39  {
40  public:
41 
56  virtual void onTradeRecap (
57  MamdaSubscription* subscription,
58  MamdaTradeListener& listener,
59  const MamaMsg& msg,
60  const MamdaTradeRecap& recap) = 0;
61 
71  virtual void onTradeReport (
72  MamdaSubscription* subscription,
73  MamdaTradeListener& listener,
74  const MamaMsg& msg,
75  const MamdaTradeReport& event,
76  const MamdaTradeRecap& recap) = 0;
77 
87  virtual void onTradeGap (
88  MamdaSubscription* subscription,
89  MamdaTradeListener& listener,
90  const MamaMsg& msg,
91  const MamdaTradeGap& event,
92  const MamdaTradeRecap& recap) = 0;
93 
104  virtual void onTradeCancelOrError (
105  MamdaSubscription* subscription,
106  MamdaTradeListener& listener,
107  const MamaMsg& msg,
108  const MamdaTradeCancelOrError& event,
109  const MamdaTradeRecap& recap) = 0;
110 
120  virtual void onTradeCorrection (
121  MamdaSubscription* subscription,
122  MamdaTradeListener& listener,
123  const MamaMsg& msg,
124  const MamdaTradeCorrection& event,
125  const MamdaTradeRecap& recap) = 0;
126 
136  virtual void onTradeClosing (
137  MamdaSubscription* subscription,
138  MamdaTradeListener& listener,
139  const MamaMsg& msg,
140  const MamdaTradeClosing& event,
141  const MamdaTradeRecap& recap) = 0;
142 
155  virtual void onTradeOutOfSequence (
156  MamdaSubscription* subscription,
157  MamdaTradeListener& listener,
158  const MamaMsg& msg,
159  const MamdaTradeOutOfSequence& event,
160  const MamdaTradeRecap& recap) = 0;
161 
174  virtual void onTradePossiblyDuplicate (
175  MamdaSubscription* subscription,
176  MamdaTradeListener& listener,
177  const MamaMsg& msg,
178  const MamdaTradePossiblyDuplicate& event,
179  const MamdaTradeRecap& recap) = 0;
180 
181  virtual ~MamdaTradeHandler() {};
182  };
183 
184 } // namespace
185 
186 #endif // MamdaTradeHandlerH


© 2012 Linux Foundation