/usr/include/mamda/MamdaBookAtomicLevelEntryHandler.h is in libmamda-dev 2.2.2.1-10.
This file is owned by root:root, with mode 0o644.
The actual contents of the file can be viewed below.
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*
* OpenMAMA: The open middleware agnostic messaging API
* Copyright (C) 2011 NYSE Technologies, Inc.
*
* This library is free software; you can redistribute it and/or
* modify it under the terms of the GNU Lesser General Public
* License as published by the Free Software Foundation; either
* version 2.1 of the License, or (at your option) any later version.
*
* This library is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
* Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public
* License along with this library; if not, write to the Free Software
* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
* 02110-1301 USA
*/
#ifndef MamdaBookAtomicLevelEntryHandlerH
#define MamdaBookAtomicLevelEntryHandlerH
#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaBookAtomicLevelEntry.h>
#include <mamda/MamdaBookAtomicListener.h>
#include <mamda/MamdaBookAtomicGap.h>
namespace Wombat
{
class MamdaSubscription;
/**
* MamdaBookAtomicLevelEntryHandler is an interface for applications that
* want to have an easy way to handle order book Price Level \& Entry updates.
* The interface defines callback methods for different types of
* orderBook-related events: order book recaps and updates.
*/
class MAMDAOPTExpDLL MamdaBookAtomicLevelEntryHandler
{
public:
/**
* Method invoked when a full refresh of the order book for the
* security is available. The reason for the invocation may be
* any of the following:
* - Initial image.
* - Recap update (e.g., after server fault tolerant event or data
* quality event.)
* - After stale status removed.
*
* @param subscription The MamdaSubscription handle.
* @param listener The listener handling the recap.
* @param msg The MamaMsg that triggered this invocation.
* @param levelEntry The Price Level Entry recap.
*/
virtual void onBookAtomicLevelEntryRecap (
MamdaSubscription* subscription,
MamdaBookAtomicListener& listener,
const MamaMsg& msg,
const MamdaBookAtomicLevelEntry& levelEntry) = 0;
/**
* Method invoked when an order book delta is reported.
*
* @param subscription The MamdaSubscription handle.
* @param listener The listener handling the update.
* @param msg The MamaMsg that triggered this invocation.
* @param levelEntry The Price Level Entry update.
*/
virtual void onBookAtomicLevelEntryDelta (
MamdaSubscription* subscription,
MamdaBookAtomicListener& listener,
const MamaMsg& msg,
const MamdaBookAtomicLevelEntry& levelEntry) = 0;
virtual ~MamdaBookAtomicLevelEntryHandler() {};
};
} // namespace
#endif // MamdaBookAtomicLevelEntryHandlerH
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