Wombat::MamdaMultiSecurityManager

#include <MamdaMultiSecurityManager.h>

Public Functions

	Name
	MamdaMultiSecurityManager(const char * symbol)
virtual	~MamdaMultiSecurityManager()
void	addHandler(MamdaMultiSecurityHandler * handler)
void	addSecurityListener(MamdaMsgListener * listener, const char * securitySymbol)
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::MamdaMultiSecurityManager;

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

Public Functions Documentation

function MamdaMultiSecurityManager

MamdaMultiSecurityManager(
    const char * symbol
)

Create a manager for consolidated securities.

function ~MamdaMultiSecurityManager

virtual ~MamdaMultiSecurityManager()

Destructor.

function addHandler

void addHandler(
    MamdaMultiSecurityHandler * handler
)

Add a specialized handler for notifications about each security in the group. The handler is responsible for initializing any data structures and listeners for each security. Currently, only one handler can be registered.

function addSecurityListener

void addSecurityListener(
    MamdaMsgListener * listener,
    const char * securitySymbol
)

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

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