Wombat::MamdaQuoteHandler

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

Public Functions Documentation

function onQuoteRecap

void onQuoteRecap(
    MamdaSubscription subscription,
    MamdaQuoteListener listener,
    MamaMsg msg,
    MamdaQuoteRecap recap
)

Method invoked when the current last-quote information for the security is available. The reason for the invocation may be any of the following:

Parameters:

• subscription The MamdaSubscription reference.
• listener The MamdaQuoteListener reference.
• msg The MamaMsg that triggered this invocation.

• recap Access to the current value of all fields.

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

function onQuoteUpdate

void onQuoteUpdate(
    MamdaSubscription subscription,
    MamdaQuoteListener listener,
    MamaMsg msg,
    MamdaQuoteUpdate update,
    MamdaQuoteRecap recap
)

Method invoked when a quote update arrives.

Parameters:

• subscription The MamdaSubscription reference.
• listener The MamdaQuoteListener reference.
• msg The MamaMsg that triggered this invocation.
• update The MamdaQuoteUpdate event.
• recap Access to the current value of all fields.

function onQuoteGap

void onQuoteGap(
    MamdaSubscription subscription,
    MamdaQuoteListener listener,
    MamaMsg msg,
    MamdaQuoteGap gap,
    MamdaQuoteRecap recap
)

Method invoked when a gap in quote updates is discovered.

Parameters:

• subscription The MamdaSubscription reference.
• listener The MamdaQuoteListener reference.
• msg The MamaMsg that triggered this invocation.
• gap The MamdaQuoteGap event.
• recap Access to the current value of all fields.

function onQuoteClosing

void onQuoteClosing(
    MamdaSubscription subscription,
    MamdaQuoteListener listener,
    MamaMsg msg,
    MamdaQuoteClosing closingEvent,
    MamdaQuoteRecap recap
)

Method invoked for a quote closing summary.

Parameters:

• subscription The MamdaSubscription reference.
• listener The MamdaQuoteListener reference.
• msg The MamaMsg that triggered this invocation.
• closingEvent The MamdaQuoteClosing event.
• recap Access to the current value of all fields.

Updated on 2023-03-31 at 15:30:13 +0100