OpenMAMA
MamdaOrderImbalanceHandler.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 MamdaOrderImbalanceHandlerH
23 #define MamdaOrderImbalanceHandlerH
24 
25 #include <mamda/MamdaConfig.h>
26 
27 namespace Wombat
28 {
29 
30  class MamdaSubscription;
31  class MamdaOrderImbalanceListener;
32  class MamaMsg;
33  class MamdaOrderImbalanceRecap;
34  class MamdaOrderImbalanceUpdate;
40  class MAMDAExpDLL MamdaOrderImbalanceHandler
41  {
42  public:
52  virtual void onOrderImbalance (
53  MamdaSubscription* subscription,
55  const MamaMsg& msg,
56  MamdaOrderImbalanceRecap& imbalance,
57  MamdaOrderImbalanceUpdate& update) = 0;
67  virtual void onNoOrderImbalance (
68  MamdaSubscription* subscription,
70  const MamaMsg& msg,
71  MamdaOrderImbalanceRecap& imbalance,
72  MamdaOrderImbalanceUpdate& update) = 0;
73 
87  virtual void onOrderImbalanceRecap (
88  MamdaSubscription* subscription,
90  const MamaMsg& msg,
91  MamdaOrderImbalanceRecap& imbalance) = 0;
92 
94  };
95 
96 }//namespace
97 #endif


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