Classes Files

cs/MamdaOrderImbalanceHandler.cs

Namespaces

Name
Wombat

Classes

  Name
interface 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:

Source code

/* $Id$
 *
 * OpenMAMA: The open middleware agnostic messaging API
 * Copyright (C) 2011 NYSE Technologies, Inc.
 *
 * This library is free software; you can redistribute it and/or
 * modify it under the terms of the GNU Lesser General Public
 * License as published by the Free Software Foundation; either
 * version 2.1 of the License, or (at your option) any later version.
 *
 * This library is distributed in the hope that it will be useful,
 * but WITHOUT ANY WARRANTY; without even the implied warranty of
 * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the GNU
 * Lesser General Public License for more details.
 *
 * You should have received a copy of the GNU Lesser General Public
 * License along with this library; if not, write to the Free Software
 * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
 * 02110-1301 USA
 */

using System;

namespace Wombat
{
    public interface MamdaOrderImbalanceHandler
    {
        void onOrderImbalance(
            MamdaSubscription           subscription,
            MamdaOrderImbalanceListener listener,
            MamaMsg                     msg);

        void onNoOrderImbalance(
            MamdaSubscription           subscription,
            MamdaOrderImbalanceListener listener,
            MamaMsg                     msg);

        void onOrderImbalanceRecap(
            MamdaSubscription           subscription,
            MamdaOrderImbalanceListener listener,
            MamaMsg                     msg);

    }
}

Updated on 2023-03-31 at 15:30:19 +0100