OpenMAMA
MamdaBookAtomicLevelEntryHandler.h
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1 /* $Id$
2  *
3  * OpenMAMA: The open middleware agnostic messaging API
4  * Copyright (C) 2011 NYSE Technologies, Inc.
5  *
6  * This library is free software; you can redistribute it and/or
7  * modify it under the terms of the GNU Lesser General Public
8  * License as published by the Free Software Foundation; either
9  * version 2.1 of the License, or (at your option) any later version.
10  *
11  * This library is distributed in the hope that it will be useful,
12  * but WITHOUT ANY WARRANTY; without even the implied warranty of
13  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14  * Lesser General Public License for more details.
15  *
16  * You should have received a copy of the GNU Lesser General Public
17  * License along with this library; if not, write to the Free Software
18  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
19  * 02110-1301 USA
20  */
21 
22 #ifndef MamdaBookAtomicLevelEntryHandlerH
23 #define MamdaBookAtomicLevelEntryHandlerH
24 
29 
30 namespace Wombat
31 {
32 
33  class MamdaSubscription;
34 
41  class MAMDAOPTExpDLL MamdaBookAtomicLevelEntryHandler
42  {
43  public:
58  virtual void onBookAtomicLevelEntryRecap (
59  MamdaSubscription* subscription,
60  MamdaBookAtomicListener& listener,
61  const MamaMsg& msg,
62  const MamdaBookAtomicLevelEntry& levelEntry) = 0;
63 
64 
73  virtual void onBookAtomicLevelEntryDelta (
74  MamdaSubscription* subscription,
75  MamdaBookAtomicListener& listener,
76  const MamaMsg& msg,
77  const MamdaBookAtomicLevelEntry& levelEntry) = 0;
78 
80  };
81 
82 } // namespace
83 
84 #endif // MamdaBookAtomicLevelEntryHandlerH
MamdaBookAtomicListener is a class that specializes in handling order book updates.
Definition: MamdaBookAtomicListener.h:68
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
virtual ~MamdaBookAtomicLevelEntryHandler()
Definition: MamdaBookAtomicLevelEntryHandler.h:79
MamdaBookAtomicLevelEntryHandler is an interface for applications that want to have an easy way to ha...
Definition: MamdaBookAtomicLevelEntryHandler.h:41
MamdaBookAtomicLevel is an interface that provides access to Price Level and Price Level Entry fields...
Definition: MamdaBookAtomicLevelEntry.h:35
A MamdaSubscription is used to register interest in a particular symbol and source.
Definition: MamdaSubscription.h:54


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