Wombat::MamdaOptionChainHandler

Inherited by Wombat.MamdaOptionChainView

Public Functions

Public Functions Documentation

function onOptionChainRecap

void onOptionChainRecap(
    MamdaSubscription subscription,
    MamdaOptionChainListener listener,
    MamaMsg msg,
    MamdaOptionChain chain
)

Method invoked when an updated full option chain is available. The reason for the invocation may be any of the following:

Parameters:

• subscription The subscription which received the udpate.
• listener The listener which invoked the callback.
• msg The MamaMsg that triggered this invocation.
• chain The full option chain.

Reimplemented by: Wombat::MamdaOptionChainView::onOptionChainRecap

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

function onOptionContractCreate

void onOptionContractCreate(
    MamdaSubscription subscription,
    MamdaOptionChainListener listener,
    MamaMsg msg,
    MamdaOptionContract contract,
    MamdaOptionChain chain
)

Method invoked when a new contract is created in the option chain. This method gets invoked exactly once for every option contract in the chain. The primary purpose of this method is to allow a user application to initialize any per-contract data as well to register handlers for trades and quotes.

Parameters:

• subscription The subscription which received the update.
• listener The listener which invoked the callback.
• msg The MamaMsg that triggered this invocation.
• contract The newly created option contract.
• chain The full option chain.

Reimplemented by: Wombat::MamdaOptionChainView::onOptionContractCreate

Note: This method differs from onOptionSeriesUpdate() as follows: onOptionContractCreate() gets invoked every time a contract is added, even for the initial value; onOptionSeriesUpdate() is intended to report especially interesting events and is only invoked when a contract is added/removed after the initial value has been received.

function onOptionSeriesUpdate

void onOptionSeriesUpdate(
    MamdaSubscription subscription,
    MamdaOptionChainListener listener,
    MamaMsg msg,
    MamdaOptionSeriesUpdate updateEvent,
    MamdaOptionChain chain
)

Method invoked upon when a new contract is added to or removed from the option chain, excluding upon receipt of the initial value. This method is typically invoked for special events, such as when options are added intraday or when options expire. Note: onOptionContractCreate() is also invoked when an option is added intraday.

Parameters:

• subscription The subscription which received the update.
• listener The listener which invoked the callback.
• msg The MamaMsg that triggered this invocation.
• updateEvent Access to details from the option series update event.
• chain The full option chain.

Reimplemented by: Wombat::MamdaOptionChainView::onOptionSeriesUpdate

Updated on 2023-03-31 at 15:30:16 +0100