Wombat::MamdaAuctionListener

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#include <MamdaAuctionListener.h>

Inherits from Wombat::MamdaMsgListener, Wombat::MamdaAuctionRecap, Wombat::MamdaAuctionUpdate, Wombat::MamdaBasicRecap, Wombat::MamdaBasicEvent

Public Functions

Additional inherited members

Public Functions inherited from Wombat::MamdaMsgListener

Public Functions inherited from Wombat::MamdaAuctionRecap

Public Functions inherited from Wombat::MamdaAuctionUpdate

Public Functions inherited from Wombat::MamdaBasicRecap

Public Functions inherited from Wombat::MamdaBasicEvent

Detailed Description

class Wombat::MamdaAuctionListener;

MamdaAuctionListener is a class that specializes in handling currency data, Developers provide their own implementation of the MamdaAuctionHandler interface and will be delivered notifications for updates in the currency data. An obvious application for this MAMDA class is any kind of currency analysis application.

MamdaAuctionListener should initialize the MamdaAuctionFields class prior to receiving the first message by calling MamdaAuctionFields::setDictionary() with a valid dictionary object which contains Auction related fields.

Public Functions Documentation

function MamdaAuctionListener

MamdaAuctionListener()

function ~MamdaAuctionListener

virtual ~MamdaAuctionListener()

function addHandler

void addHandler(
    MamdaAuctionHandler * handler
)

function getSymbol

virtual const char * getSymbol() const

Return: Symbol. This is the “well-known” symbol for the security, including any symbology mapping performed by the publisher.

Reimplements: Wombat::MamdaBasicEvent::getSymbol

Get the instruments string symbol.

function getPartId

virtual const char * getPartId() const

Return: Participant ID. This may be an exchange identifier, a market maker ID, etc., or NULL (if this is not related to any specific participant).

Reimplements: Wombat::MamdaBasicEvent::getPartId

Get the participant identifier.

function getSrcTime

virtual const MamaDateTime & getSrcTime() const

Return: Source time. Typically, the exchange generated feed time stamp. This is often the same as the “event time”, because many feeds do not distinguish between the actual event time and when the exchange sent the message.

Reimplements: Wombat::MamdaBasicEvent::getSrcTime

Get the source time.

function getActivityTime

virtual const MamaDateTime & getActivityTime() const

Return: Activity time. A feed handler generated time stamp representing when the data item was last updated.

Reimplements: Wombat::MamdaBasicEvent::getActivityTime

Get the activity time.

function getLineTime

virtual const MamaDateTime & getLineTime() const

Return: Line time. A feed handler (or similar publisher) time stamp representing the time that such publisher received the update message pertaining to the event. If clocks are properly synchronized and the source time (see above) is accurate enough, then the difference between the source time and line time is the latency between the data source and the feed handler.

Reimplements: Wombat::MamdaBasicEvent::getLineTime

Get the line time.

function getSendTime

virtual const MamaDateTime & getSendTime() const

Return: Send time. A feed handler (or similar publisher) time stamp representing the time that such publisher sent the current message. The difference between the line time and send time is the latency within the feed handler itself. Also, if clocks are properly synchronized then the difference between the send time and current time is the latency within the market data distribution framework (i.e. MAMA and the underlying middleware). See MAMA API: MamaDateTime::currentTime()).

Reimplements: Wombat::MamdaBasicEvent::getSendTime

Get the send time.

function getEventSeqNum

virtual mama_seqnum_t getEventSeqNum() const

Return: Source sequence number. The exchange generated sequence number.

Reimplements: Wombat::MamdaBasicEvent::getEventSeqNum

Get the event sequence number.

function getEventTime

virtual const MamaDateTime & getEventTime() const

Return: Event time. Typically, when the event actually occurred. This is often the same as the “source time”, because many feeds do not distinguish between the actual event time and when the exchange sent the message.

Reimplements: Wombat::MamdaBasicEvent::getEventTime

Get the event time.

function getMsgQual

virtual const MamaMsgQual & getMsgQual() const

Return: Message Qualifier. The message qualifier provides information in relation to messages duplicate, delayed or out-of-sequence status.

Reimplements: Wombat::MamdaBasicEvent::getMsgQual

Get the message qualifier.

function isInitialised

bool isInitialised() const

function getSymbolFieldState

virtual MamdaFieldState getSymbolFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getSymbolFieldState

Get the string symbol field state

function getPartIdFieldState

virtual MamdaFieldState getPartIdFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getPartIdFieldState

Get the participant identifier field state.

function getSrcTimeFieldState

virtual MamdaFieldState getSrcTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getSrcTimeFieldState

Get the source time field state

function getActivityTimeFieldState

virtual MamdaFieldState getActivityTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getActivityTimeFieldState

Get the activity time field state

function getLineTimeFieldState

virtual MamdaFieldState getLineTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getLineTimeFieldState

Get the line time of the update.

function getSendTimeFieldState

virtual MamdaFieldState getSendTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getSendTimeFieldState

Get the send time field state

function getEventSeqNumFieldState

virtual MamdaFieldState getEventSeqNumFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getEventSeqNumFieldState

Get the event sequence number field state.

function getEventTimeFieldState

virtual MamdaFieldState getEventTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaBasicEvent::getEventTimeFieldState

Get the event time field state.

function getMsgQualFieldState

virtual MamdaFieldState getMsgQualFieldState() const

Return: Message Qualifier. The message qualifier provides information in relation to messages duplicate, delayed or out-of-sequence status.

Reimplements: Wombat::MamdaBasicEvent::getMsgQualFieldState

Get the message qualifier field state.

function getUncrossPrice

virtual const MamaPrice & getUncrossPrice() const

Return: uncross price. The indicative or firm auction price .

Reimplements: Wombat::MamdaAuctionRecap::getUncrossPrice

Get the uncross price.

function getUncrossVolume

virtual mama_quantity_t getUncrossVolume() const

Return: Ask price. The indicative volume, or the volume turned over in the auction

Reimplements: Wombat::MamdaAuctionRecap::getUncrossVolume

Get the uncross volume.

function getUncrossPriceInd

virtual MamdaUncrossPriceInd getUncrossPriceInd() const

Return: uncross price Ind. Indicates whether the Price and Volume is an indicative of the current state of the auction or whether its the (firm) auction price and volume

Reimplements: Wombat::MamdaAuctionRecap::getUncrossPriceInd

Get the uncross price Ind.

function getAuctionTime

virtual const MamaDateTime & getAuctionTime() const

Return: auction time. The indicative or firm auction time .

Reimplements: Wombat::MamdaAuctionRecap::getAuctionTime

Get the auction time.

function getUncrossPriceFieldState

virtual MamdaFieldState getUncrossPriceFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaAuctionRecap::getUncrossPriceFieldState

Get the uncross price fieldState

function getUncrossVolumeFieldState

virtual MamdaFieldState getUncrossVolumeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaAuctionRecap::getUncrossVolumeFieldState

Get the uncross volume fieldState

function getUncrossPriceIndFieldState

virtual MamdaFieldState getUncrossPriceIndFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaAuctionRecap::getUncrossPriceIndFieldState

Get the uncross price ind fieldState

function getAuctionTimeFieldState

virtual MamdaFieldState getAuctionTimeFieldState() const

Return: MamdaFieldState. An enumeration representing field state.

Reimplements: Wombat::MamdaAuctionRecap::getAuctionTimeFieldState

Get the auction time fieldState

function onMsg

virtual void onMsg(
    MamdaSubscription * subscription,
    const MamaMsg & msg,
    short msgType
)

Exceptions:

• **** {[Wombat](namespaceWombat.html) default implementation.}

Reimplements: Wombat::MamdaMsgListener::onMsg

Implementation of MamdaListener interface.

Updated on 2023-03-31 at 15:29:57 +0100