Wombat::MamdaMultiSecurityHandler

#include <MamdaMultiSecurityHandler.h>

Public Functions

	Name
virtual void	onSecurityCreate(MamdaSubscription * subscription, MamdaMultiSecurityManager & manager, const char * securitySymbol, bool isPrimary) =0
virtual	~MamdaMultiSecurityHandler()

Detailed Description

class Wombat::MamdaMultiSecurityHandler;

The MamdaMultiSecurityHandler class is an interface that allows a developer to be notified dynamically when securities are added to the list. Access to consolidated information (i.e., best bid and offer and consolidated trade info) is also available.

Public Functions Documentation

function onSecurityCreate

virtual void onSecurityCreate(
    MamdaSubscription * subscription,
    MamdaMultiSecurityManager & manager,
    const char * securitySymbol,
    bool isPrimary
) =0

Method invoked when the trade and quote information for the security has become available. Invoked as a result of an initial image on subscription (assuming initial values are enabled) or if an update is received for a security the MamdaMultiSecurityManager is unaware of (typically for securities which come online intra day and, for which, we have not received an initial value). This method is invoked for participant and consolidated quote or trade information.

isPrimary is not yet supported!

function ~MamdaMultiSecurityHandler

inline virtual ~MamdaMultiSecurityHandler()

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