Wombat::MamdaTradeHandler

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

Public Functions Documentation

function onTradeRecap

void onTradeRecap(
    MamdaSubscription subscription,
    MamdaTradeListener listener,
    MamaMsg msg,
    MamdaTradeRecap 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:

Parameters:

• subscription The subscription which received the update.
• listener The listener which invoked this callback.
• msg The MamaMsg that triggered this invocation.

• recap Access to the trade fields in the recap update.

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

function onTradeReport

void onTradeReport(
    MamdaSubscription subscription,
    MamdaTradeListener listener,
    MamaMsg msg,
    MamdaTradeReport reportEvent,
    MamdaTradeRecap recap
)

Method invoked when a trade is reported.

Parameters:

• subscription The subscription which received the update.
• listener The listener which invoked this callback.
• msg The MamaMsg that triggered this invocation.
• reportEvent Access to the trade data from the update.
• recap Access to complete trade data.

function onTradeGap

void onTradeGap(
    MamdaSubscription subscription,
    MamdaTradeListener listener,
    MamaMsg msg,
    MamdaTradeGap gapEvent,
    MamdaTradeRecap recap
)

Method invoked when a gap in trade reports is discovered.

Parameters:

• subscription The subscription which received the update.
• listener The listener which invoked this callback.
• msg The MamaMsg that triggered this invocation.
• gapEvent Access to details from the trade gap event.
• recap Access to complete trade data.

function onTradeCancelOrError

void onTradeCancelOrError(
    MamdaSubscription subscription,
    MamdaTradeListener listener,
    MamaMsg msg,
    MamdaTradeCancelOrError cancelOrErrorEvent,
    MamdaTradeRecap recap
)

Method invoked when a trade cancel or error is reported.

Parameters:

• subscription The subscription which received the update.
• listener The listener which invoked this callback.
• msg The MamaMsg that triggered this invocation.
• cancelOrErrorEvent Access to the details from the cancel/error event.
• recap Access to complete trade data.

function onTradeCorrection

void onTradeCorrection(
    MamdaSubscription subscription,
    MamdaTradeListener listener,
    MamaMsg msg,
    MamdaTradeCorrection correctionEvent,
    MamdaTradeRecap recap
)

Method invoked when a trade correction is reported.

Parameters:

• subscription The subscription which received the update.
• listener The listener which invoked this callback.
• msg The MamaMsg that triggered this invocation.
• correctionEvent Access to the details from the trade correction event.
• recap Access to complete trade data.

function onTradeClosing

void onTradeClosing(
    MamdaSubscription subscription,
    MamdaTradeListener listener,
    MamaMsg msg,
    MamdaTradeClosing closingEvent,
    MamdaTradeRecap recap
)

Method invoked for a closing report.

Parameters:

• subscription The subscription which received the update.
• listener The listener which invoked this callback.
• msg The MamaMsg that triggered this invocation.
• closingEvent Access to the details from the trade closing event.
• recap Access to complete trade data.

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