Wombat::MamdaTradeHandler

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#include <MamdaTradeHandler.h>

Public Functions

Detailed Description

class Wombat::MamdaTradeHandler;

MamdaTradeHandler is an interface for applications that want to have an easy way to handle trade updates. The interface defines callback methods for different types of trade-related events: trades, errors/cancels, corrections, recaps and closing reports.

Public Functions Documentation

function onTradeRecap

virtual void onTradeRecap(
    MamdaSubscription * subscription,
    MamdaTradeListener & listener,
    const MamaMsg & msg,
    const MamdaTradeRecap & recap
) =0

Parameters:

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

Method invoked when the current last-trade 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 onTradeReport

virtual void onTradeReport(
    MamdaSubscription * subscription,
    MamdaTradeListener & listener,
    const MamaMsg & msg,
    const MamdaTradeReport & event,
    const MamdaTradeRecap & recap
) =0

Parameters:

• subscription The subscription which received this update.
• listener The listener which invoked this callback.
• msg The MamaMsg that triggered this invocation.
• event Access to the trade report event details.
• recap Access to all trade related fields.

Method invoked when a trade is reported.

function onTradeGap

virtual void onTradeGap(
    MamdaSubscription * subscription,
    MamdaTradeListener & listener,
    const MamaMsg & msg,
    const MamdaTradeGap & event,
    const MamdaTradeRecap & recap
) =0

Parameters:

• subscription The subscription which detected the gap.
• listener The listener which invoked this callback.
• msg The MamaMsg which triggered this invocation.
• event Access to the gap event details.
• recap Access to the complete trade information.

Method invoked when a gap in trade reports is discovered.

function onTradeCancelOrError

virtual void onTradeCancelOrError(
    MamdaSubscription * subscription,
    MamdaTradeListener & listener,
    const MamaMsg & msg,
    const MamdaTradeCancelOrError & event,
    const MamdaTradeRecap & 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 details of the trade cancel or error event.
• recap Access to the full trade details.

Method invoked when a trade cancel or error is reported.

function onTradeCorrection

virtual void onTradeCorrection(
    MamdaSubscription * subscription,
    MamdaTradeListener & listener,
    const MamaMsg & msg,
    const MamdaTradeCorrection & event,
    const MamdaTradeRecap & 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 trade correction event details.
• recap Access to the full trade details.

Method invoked when a trade correction is reported.

function onTradeClosing

virtual void onTradeClosing(
    MamdaSubscription * subscription,
    MamdaTradeListener & listener,
    const MamaMsg & msg,
    const MamdaTradeClosing & event,
    const MamdaTradeRecap & 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 trade closing event details.
• recap Access to the full trade details.

Method invoked for a closing report.

function onTradeOutOfSequence

virtual void onTradeOutOfSequence(
    MamdaSubscription * subscription,
    MamdaTradeListener & listener,
    const MamaMsg & msg,
    const MamdaTradeOutOfSequence & event,
    const MamdaTradeRecap & recap
) =0

Parameters:

• subscription The subscription which received the update.
• listener The trade listener which invoked this callback.
• msg The MamaMsg that triggered this invocation.
• event Details on the out of sequence trade event.
• recap Access to the full trade details.

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 onTradePossiblyDuplicate

virtual void onTradePossiblyDuplicate(
    MamdaSubscription * subscription,
    MamdaTradeListener & listener,
    const MamaMsg & msg,
    const MamdaTradePossiblyDuplicate & event,
    const MamdaTradeRecap & recap
) =0

Parameters:

• subscription The subscription which received the update.
• listener The trade listener which invoked this callback.
• msg The MamaMsg that triggered this invocation.
• event Details on the possibly duplicate trade event.
• recap Access to the full trade details.

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 ~MamdaTradeHandler

inline virtual ~MamdaTradeHandler()

Updated on 2023-03-31 at 15:29:59 +0100