Wombat::MamdaMultiParticipantManager

#include <MamdaMultiParticipantManager.h>

Public Functions

	Name
	MamdaMultiParticipantManager(const char * symbol)
virtual	~MamdaMultiParticipantManager()
void	addHandler(MamdaMultiParticipantHandler * handler)
void	addConsolidatedListener(MamdaMsgListener * listener)
void	addParticipantListener(MamdaMsgListener * listener, const char * partId)
virtual void	onMsg(MamdaSubscription * subscription, const MamaMsg & msg, short msgType)

Additional inherited members

Public Functions inherited from Wombat::MamdaMsgListener

	Name
virtual	~MamdaMsgListener()

Detailed Description

class Wombat::MamdaMultiParticipantManager;

MamdaMultiParticipantManager is a class that manages updates on a consolidated basis for securities that may be traded on multiple exchanges and which may have a national best bid and offer. Developers are notified of each element available for the consolidated security, including the national best bid and offer, and each regional exchange. Developers can pick and choose which elements they wish to provide handling for (e.g., BBO-only, certain regional exchanges, etc.).

Note: the MamdaMultiParticipantManager can also be used for securities that are not traded on multiple exchanges.

Public Functions Documentation

function MamdaMultiParticipantManager

MamdaMultiParticipantManager(
    const char * symbol
)

Create a manager for consolidated securities.

function ~MamdaMultiParticipantManager

virtual ~MamdaMultiParticipantManager()

Destructor.

function addHandler

void addHandler(
    MamdaMultiParticipantHandler * handler
)

Add a specialized handler for notifications about the multi-participant security. The handler is responsible for initializing any data structures and listeners for each participant as well as the consolidated. Currently, only one handler can be registered.

function addConsolidatedListener

void addConsolidatedListener(
    MamdaMsgListener * listener
)

Add a specialized message listener (e.g., a MamdaQuoteListener, MamdaTradeListener, etc.) for the consolidated data.

function addParticipantListener

void addParticipantListener(
    MamdaMsgListener * listener,
    const char * partId
)

Add a specialized message listener (e.g., a MamdaQuoteListener, MamdaTradeListener, etc.) for a participant.

function onMsg

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

Reimplements: Wombat::MamdaMsgListener::onMsg

Implementation of MamdaMsgListener interface.

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