Classes Files

Wombat::MamdaOrderImbalanceHandler

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#include <MamdaOrderImbalanceHandler.h>

Public Functions

  Name
virtual void onOrderImbalance(MamdaSubscription * subscription, MamdaOrderImbalanceListener & listener, const MamaMsg & msg, MamdaOrderImbalanceRecap & imbalance, MamdaOrderImbalanceUpdate & update) =0
virtual void onNoOrderImbalance(MamdaSubscription * subscription, MamdaOrderImbalanceListener & listener, const MamaMsg & msg, MamdaOrderImbalanceRecap & imbalance, MamdaOrderImbalanceUpdate & update) =0
virtual void onOrderImbalanceRecap(MamdaSubscription * subscription, MamdaOrderImbalanceListener & listener, const MamaMsg & msg, MamdaOrderImbalanceRecap & imbalance) =0
virtual ~MamdaOrderImbalanceHandler()

Detailed Description

class Wombat::MamdaOrderImbalanceHandler;

MamdaOrderImbalanceHandler is an interface for applications that want to have an easy way to handle order imbalance updates. The interface defines callback methods for different types of order-imbalance events:

Public Functions Documentation

function onOrderImbalance

virtual void onOrderImbalance(
    MamdaSubscription * subscription,
    MamdaOrderImbalanceListener & listener,
    const MamaMsg & msg,
    MamdaOrderImbalanceRecap & imbalance,
    MamdaOrderImbalanceUpdate & update
) =0

Parameters:

  • subscription The subscription which received this update.
  • listener The listener which invoked this callback.
  • msg The MamaMsg that triggered this invocation.
  • imbalance Provides access to imbalance details
  • update Provides access to update details

Method invoked when a order imbalance is reported.

function onNoOrderImbalance

virtual void onNoOrderImbalance(
    MamdaSubscription * subscription,
    MamdaOrderImbalanceListener & listener,
    const MamaMsg & msg,
    MamdaOrderImbalanceRecap & imbalance,
    MamdaOrderImbalanceUpdate & update
) =0

Parameters:

  • subscription The subscription which received this update.
  • listener The listener which invoked this callback.
  • msg The MamaMsg that triggered this invocation.
  • imbalance Provides access to imbalance details
  • update Provides access to update details

Method invoked when a no order imbalance is reported.

function onOrderImbalanceRecap

virtual void onOrderImbalanceRecap(
    MamdaSubscription * subscription,
    MamdaOrderImbalanceListener & listener,
    const MamaMsg & msg,
    MamdaOrderImbalanceRecap & imbalance
) =0

Method invoked when the current order imbalance information is available. The reason for the invocation may be any of the following:

  • Initial image.
  • Recap update (e.g., after server fault tolerant event or data quality event.)
  • After stale status removed. subscriptionThe subscription which received this update

listenerThe listener which invoked this callback

msgThe MamaMsg that triggered this invocation

imbalanceProvides access to imbalance details

function ~MamdaOrderImbalanceHandler

inline virtual ~MamdaOrderImbalanceHandler()

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