Wombat::MamdaQuoteHandler

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#include <MamdaQuoteHandler.h>

Public Functions

Detailed Description

class Wombat::MamdaQuoteHandler;

MamdaQuoteHandler is an interface for applications that want to have an easy way to handle quote updates. The interface defines callback methods for different types of quote-related events: quotes and closing-quote updates.

Public Functions Documentation

function onQuoteRecap

virtual void onQuoteRecap(
    MamdaSubscription * subscription,
    MamdaQuoteListener & listener,
    const MamaMsg & msg,
    const MamdaQuoteRecap & recap
) =0

Parameters:

• subscription The subscription which received the update.
• listener The listener which invoked this callback.
• msg The MamaMsg that triggered this invocation.
• recap Access to the full quote recap details.

Method invoked when the current last-quote information for the security 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.

function onQuoteUpdate

virtual void onQuoteUpdate(
    MamdaSubscription * subscription,
    MamdaQuoteListener & listener,
    const MamaMsg & msg,
    const MamdaQuoteUpdate & quote,
    const MamdaQuoteRecap & recap
) =0

Parameters:

• subscription The subscription which received the update.
• listener The listener which invoked this callback.
• msg The MamaMsg that triggered this invocation.
• quote Access to the quote update details.
• recap Access to the full quote details.

Method invoked when a quote is reported.

function onQuoteGap

virtual void onQuoteGap(
    MamdaSubscription * subscription,
    MamdaQuoteListener & listener,
    const MamaMsg & msg,
    const MamdaQuoteGap & event,
    const MamdaQuoteRecap & recap
) =0

Parameters:

• subscription The subscription which received the update.
• listener The listener which invoked this callback.
• msg The MamaMsg that triggered this invocation.
• event Access to the quote gap event details.
• recap Access to the full quote details.

Method invoked when a gap in quote reports is discovered.

function onQuoteClosing

virtual void onQuoteClosing(
    MamdaSubscription * subscription,
    MamdaQuoteListener & listener,
    const MamaMsg & msg,
    const MamdaQuoteClosing & event,
    const MamdaQuoteRecap & recap
) =0

Parameters:

• subscription The subscription which received the update.
• listener The listener which invoked this callback.
• msg The MamaMsg that triggered this invocation.
• event Access to the closing quote details.
• recap Access to the full quote details.

Method invoked for a closing report.

function onQuoteOutOfSequence

virtual void onQuoteOutOfSequence(
    MamdaSubscription * subscription,
    MamdaQuoteListener & listener,
    const MamaMsg & msg,
    const MamdaQuoteOutOfSequence & event,
    const MamdaQuoteRecap & recap
) =0

Parameters:

• subscription The subscription which received the callback.
• listener The quote listener which invoked this callback.
• msg The MamaMsg that triggered this invocation.
• event The possibly out of sequence event object.
• recap The recap object.

Method invoked for a message marked as out of sequence. Listener must be configured to check the Msg Qualifier, i.e., call setControlProcessingByMsgQual() on listener passing a value of true.

function onQuotePossiblyDuplicate

virtual void onQuotePossiblyDuplicate(
    MamdaSubscription * subscription,
    MamdaQuoteListener & listener,
    const MamaMsg & msg,
    const MamdaQuotePossiblyDuplicate & event,
    const MamdaQuoteRecap & recap
) =0

Parameters:

• subscription The MamdaSubscription handle.
• listener The quote listener.
• msg The MamaMsg that triggered this invocation.
• event The possibly duplicate event object.
• recap The recap object.

Method invoked for a message which is marked as possibly duplicate Listener must be configured to check the Msg Qualifier, i.e., call setControlProcessingByMsgQual on listener passing a value of true.

function ~MamdaQuoteHandler

inline virtual ~MamdaQuoteHandler()

Updated on 2023-03-31 at 15:29:58 +0100