| Name |
|---|
| Wombat |
| Name | |
|---|---|
| class | Wombat::MamdaTradeListener |
/* $Id$
*
* OpenMAMA: The open middleware agnostic messaging API
* Copyright (C) 2011 NYSE Technologies, Inc.
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
* 02110-1301 USA
*/
#ifndef MamdaTradeListenerH
#define MamdaTradeListenerH
#include <mamda/MamdaConfig.h>
#include <mamda/MamdaMsgListener.h>
#include <mamda/MamdaTradeRecap.h>
#include <mamda/MamdaTradeReport.h>
#include <mamda/MamdaTradeGap.h>
#include <mamda/MamdaTradeCancelOrError.h>
#include <mamda/MamdaTradeCorrection.h>
#include <mamda/MamdaTradeClosing.h>
#include <mamda/MamdaTradeDirection.h>
#include <mamda/MamdaTradeExecVenue.h>
#include <mamda/MamdaTradeOutOfSequence.h>
#include <mamda/MamdaTradePossiblyDuplicate.h>
#include <mamda/MamdaFieldState.h>
#include <mamda/MamdaTradeSide.h>
namespace Wombat
{
class MamdaTradeHandler;
class MAMDAExpDLL MamdaTradeListener
: public MamdaMsgListener
, public MamdaTradeRecap
, public MamdaTradeReport
, public MamdaTradeGap
, public MamdaTradeCancelOrError
, public MamdaTradeCorrection
, public MamdaTradeClosing
, public MamdaTradeOutOfSequence
, public MamdaTradePossiblyDuplicate
{
public:
MamdaTradeListener ();
virtual ~MamdaTradeListener ();
void addHandler (MamdaTradeHandler* handler);
void processPosDupAndOutOfSeqAsTransient (bool tf);
void resolvePossiblyDuplicate (bool tf);
void usePosDupAndOutOfSeqHandlers (bool tf);
void setCheckUpdatesForTrades (bool check);
const char* getSide () const;
// Inherited from MamdaBasicRecap and MamdaBasicEvent
const char* getSymbol () const;
const char* getPartId () const;
const MamaDateTime& getSrcTime () const;
const MamaDateTime& getActivityTime () const;
const MamaDateTime& getLineTime () const;
const MamaDateTime& getSendTime () const;
const MamaMsgQual& getMsgQual () const;
const char* getPubId () const;
mama_seqnum_t getEventSeqNum () const;
const MamaDateTime& getEventTime () const;
// Inherited from MamdaTradeRecap
const MamaPrice& getLastPrice () const;
mama_quantity_t getLastVolume () const;
const char* getLastPartId () const;
const MamaDateTime& getLastTime () const;
const MamaPrice& getIrregPrice () const;
mama_quantity_t getIrregVolume () const;
const char* getIrregPartId () const;
const MamaDateTime& getIrregTime () const;
const MamaDateTime& getTradeDate () const;
mama_u32_t getTradeCount () const;
mama_quantity_t getAccVolume () const;
mama_quantity_t getOffExAccVolume () const;
mama_quantity_t getOnExAccVolume () const;
const MamaPrice& getNetChange () const;
double getPctChange () const;
MamdaTradeDirection getTradeDirection () const;
const MamaPrice& getOpenPrice () const;
const MamaPrice& getHighPrice () const;
const MamaPrice& getLowPrice () const;
const MamaPrice& getClosePrice () const;
const MamaPrice& getPrevClosePrice () const;
const MamaPrice& getAdjPrevClosePrice () const;
const MamaDateTime& getPrevCloseDate () const;
mama_u32_t getBlockCount () const;
mama_quantity_t getBlockVolume () const;
double getVwap () const;
double getOffExVwap () const;
double getOnExVwap () const;
double getTotalValue () const;
double getOffExTotalValue () const;
double getOnExTotalValue () const;
double getStdDev () const;
double getStdDevSum () const;
double getStdDevSumSquares () const;
const char* getTradeUnits () const;
mama_seqnum_t getLastSeqNum () const;
mama_seqnum_t getHighSeqNum () const;
mama_seqnum_t getLowSeqNum () const;
mama_seqnum_t getTotalVolumeSeqNum () const;
const char* getCurrencyCode () const;
const MamaPrice& getSettlePrice () const;
const MamaDateTime& getSettleDate () const;
MamdaTradeExecVenue getTradeExecVenue () const;
const MamaPrice& getOffExchangeTradePrice () const;
const MamaPrice& getOnExchangeTradePrice () const;
// Inherited from MamdaTradeReport
const MamaPrice& getTradePrice () const;
mama_quantity_t getTradeVolume () const;
const char* getTradePartId () const;
const char* getTradeQual () const;
const char* getTradeQualNative () const;
mama_u32_t getTradeSellersSaleDays () const;
char getTradeStopStock () const;
bool getIsIrregular () const;
mama_u64_t getOrderId () const;
const char* getUniqueId () const;
const char* getTradeId () const;
const char* getCorrTradeId () const;
const char* getTradeAction () const;
// Inherited from MamdaTradeGap
mama_seqnum_t getBeginGapSeqNum () const;
mama_seqnum_t getEndGapSeqNum () const;
// Inherited from MamdaTradeCancelOrError
bool getIsCancel () const;
mama_seqnum_t getOrigSeqNum () const;
const MamaPrice& getOrigPrice () const;
mama_quantity_t getOrigVolume () const;
const char* getOrigPartId () const;
const char* getOrigQual () const;
const char* getOrigQualNative () const;
mama_u32_t getOrigSellersSaleDays () const;
char getOrigStopStock () const;
const char* getOrigTradeId () const;
bool getGenericFlag () const;
char getShortSaleCircuitBreaker () const;
char getOrigShortSaleCircuitBreaker() const;
char getCorrShortSaleCircuitBreaker() const;
// Inherited from MamdaTradeCorrection
const MamaPrice& getCorrPrice () const;
mama_quantity_t getCorrVolume () const;
const char* getCorrPartId () const;
const char* getCorrQual () const;
const char* getCorrQualNative () const;
mama_u32_t getCorrSellersSaleDays () const;
char getCorrStopStock () const;
// Inherited from MamdaTradeClosing
bool getIsIndicative () const;
/* FieldState Accessors */
MamdaFieldState getSymbolFieldState () const;
MamdaFieldState getPartIdFieldState () const;
MamdaFieldState getSrcTimeFieldState () const;
MamdaFieldState getActivityTimeFieldState () const;
MamdaFieldState getLineTimeFieldState () const;
MamdaFieldState getSendTimeFieldState () const;
MamdaFieldState getMsgQualFieldState () const;
MamdaFieldState getPubIdFieldState () const;
MamdaFieldState getEventSeqNumFieldState () const;
MamdaFieldState getEventTimeFieldState () const;
MamdaFieldState getLastPriceFieldState () const;
MamdaFieldState getLastVolumeFieldState () const;
MamdaFieldState getLastPartIdFieldState () const;
MamdaFieldState getLastTimeFieldState () const;
MamdaFieldState getIrregPriceFieldState () const;
MamdaFieldState getIrregVolumeFieldState () const;
MamdaFieldState getIrregPartIdFieldState () const;
MamdaFieldState getIrregTimeFieldState () const;
MamdaFieldState getTradeDateFieldState () const;
MamdaFieldState getSideFieldState () const;
MamdaFieldState getTradeCounFieldState () const;
MamdaFieldState getAccVolumeFieldState () const;
MamdaFieldState getOffExAccVolumeFieldState () const;
MamdaFieldState getOnExAccVolumeFieldState () const;
MamdaFieldState getNetChangeFieldState () const;
MamdaFieldState getPctChangeFieldState () const;
MamdaFieldState getTradeDirectionFieldState () const;
MamdaFieldState getOpenPriceFieldState () const;
MamdaFieldState getHighPriceFieldState () const;
MamdaFieldState getLowPriceFieldState () const;
MamdaFieldState getClosePriceFieldState () const;
MamdaFieldState getPrevClosePriceFieldState () const;
MamdaFieldState getAdjPrevClosePriceFieldState () const;
MamdaFieldState getPrevCloseDateFieldState () const;
MamdaFieldState getBlockCountFieldState () const;
MamdaFieldState getBlockVolumeFieldState () const;
MamdaFieldState getVwapFieldState () const;
MamdaFieldState getOffExVwapFieldState () const;
MamdaFieldState getOnExVwapFieldState () const;
MamdaFieldState getTotalValueFieldState () const;
MamdaFieldState getOffExTotalValueFieldState () const;
MamdaFieldState getOnExTotalValueFieldState () const;
MamdaFieldState getStdDevFieldState () const;
MamdaFieldState getStdDevSumFieldState () const;
MamdaFieldState getStdDevSumSquaresFieldState () const;
MamdaFieldState getTradeUnitsFieldState () const;
MamdaFieldState getLastSeqNumFieldState () const;
MamdaFieldState getHighSeqNumFieldState () const;
MamdaFieldState getLowSeqNumFieldState () const;
MamdaFieldState getTotalVolumeSeqNumFieldState () const;
MamdaFieldState getCurrencyCodeFieldState () const;
MamdaFieldState getSettlePriceFieldState () const;
MamdaFieldState getSettleDateFieldState () const;
MamdaFieldState getTradeExecVenuFieldState () const;
MamdaFieldState getOffExchangeTradePriceFieldState () const;
MamdaFieldState getOnExchangeTradePriceFieldState () const;
MamdaFieldState getTradePriceFieldState () const;
MamdaFieldState getTradeVolumeFieldState () const;
MamdaFieldState getTradePartIdFieldState () const;
MamdaFieldState getTradeQualFieldState () const;
MamdaFieldState getTradeQualNativeFieldState () const;
MamdaFieldState getTradeSellersSaleDaysFieldState () const;
MamdaFieldState getTradeStopStockFieldState () const;
MamdaFieldState getIsIrregularFieldState () const;
MamdaFieldState getOrderIdFieldState () const;
MamdaFieldState getUniqueIdFieldState () const;
MamdaFieldState getTradeIdFieldState () const;
MamdaFieldState getCorrTradeIdFieldState () const;
MamdaFieldState getTradeActionFieldState () const;
MamdaFieldState getTradeExecVenueFieldState () const;
MamdaFieldState getBeginGapSeqNumFieldState () const;
MamdaFieldState getEndGapSeqNumFieldState () const;
MamdaFieldState getIsCancelFieldState () const;
MamdaFieldState getOrigSeqNumFieldState () const;
MamdaFieldState getOrigPriceFieldState () const;
MamdaFieldState getOrigVolumeFieldState () const;
MamdaFieldState getOrigPartIdFieldState () const;
MamdaFieldState getOrigQualFieldState () const;
MamdaFieldState getOrigQualNativeFieldState () const;
MamdaFieldState getOrigSellersSaleDaysFieldState () const;
MamdaFieldState getOrigStopStockFieldState () const;
MamdaFieldState getCorrPriceFieldState () const;
MamdaFieldState getCorrVolumeFieldState () const;
MamdaFieldState getCorrPartIdFieldState () const;
MamdaFieldState getCorrQualFieldState () const;
MamdaFieldState getCorrQualNativeFieldState () const;
MamdaFieldState getCorrSellersSaleDaysFieldState () const;
MamdaFieldState getCorrStopStockFieldState () const;
MamdaFieldState getIsIndicativeFieldState () const;
MamdaFieldState getTradeCountFieldState () const;
MamdaFieldState getOrigTradeIdFieldState () const;
MamdaFieldState getGenericFlagFieldState () const;
MamdaFieldState getShortSaleCircuitBreakerFieldState () const;
MamdaFieldState getOrigShortSaleCircuitBreakerFieldState () const;
MamdaFieldState getCorrShortSaleCircuitBreakerFieldState () const;
virtual void onMsg (MamdaSubscription* subscription,
const MamaMsg& msg,
short msgType);
void assertEqual (MamdaTradeListener* listener);
void reset (void);
struct MamdaTradeListenerImpl;
private:
MamdaTradeListenerImpl& mImpl;
};
} // namespace
#endif // MamdaTradeListenerH
Updated on 2023-03-31 at 15:30:00 +0100