Wombat::MamdaMultiParticipantManager

MamdaMultiParticipantManager is a class that manages updates on a consolidated basis for securities that may be traded on multiple exchanges and which may have a national best bid and offer. Developers are notified of each element available for the consolidated security, including the national best bid and offer, and each regional exchange (Market Maker). Developers can pick and choose which elements they wish to provide handling for (e.g., BBO-only, certain regional exchanges, etc.). More…

Inherits from Wombat.MamdaMsgListener

Public Functions

Detailed Description

class Wombat::MamdaMultiParticipantManager;

MamdaMultiParticipantManager is a class that manages updates on a consolidated basis for securities that may be traded on multiple exchanges and which may have a national best bid and offer. Developers are notified of each element available for the consolidated security, including the national best bid and offer, and each regional exchange (Market Maker). Developers can pick and choose which elements they wish to provide handling for (e.g., BBO-only, certain regional exchanges, etc.).

Specialized Listeners can be added to the [MamdaMultiParticipantManager](classWombat_1_1MamdaMultiParticipantManager.html) in response to the callbacks on the [MamdaMultiParticipantHandler](interfaceWombat_1_1MamdaMultiParticipantHandler.html) being invoked. Alternatively, the Listeners can be added up front if the participants are known in advance.

Note: the

MamdaMultiParticipantManager

can also be used for securities that are not traded on multiple exchanges.

Public Functions Documentation

function MamdaMultiParticipantManager

MamdaMultiParticipantManager(
    string symbol
)

Only constructor for the class. No default available.

Parameters:

• symbol The group symbol for which the corresponding subscription was created.

function addHandler

void addHandler(
    MamdaMultiParticipantHandler handler
)

Add a specialized handler for notifications about the multi-participant security.

Parameters:

• handler Concrete instance of the MamdaMultiParticipantHandler interface.

function addConsolidatedListener

void addConsolidatedListener(
    MamdaMsgListener listener
)

Add a specialized message listener (e.g., a MamdaQuoteListener, MamdaTradeListener, etc.) for the consolidated data.

Parameters:

• listener Concrete instance of the MamdaMsgListener interface.

Multiple listeners can be added.

function addParticipantListener

void addParticipantListener(
    MamdaMsgListener listener,
    string partId
)

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

Parameters:

• listener Concrete instance of the MamdaMsgListener interface.
• partId The participant id for the instrument.

Multiple listeners for each participant can be added.

function onMsg

void onMsg(
    MamdaSubscription subscription,
    MamaMsg msg,
    mamaMsgType msgType
)

Implementation of the MamdaMsgListener Interface.

Parameters:

• subscription
• msg
• msgType

Reimplements: Wombat::MamdaMsgListener::onMsg

Updated on 2023-03-31 at 15:30:12 +0100