/usr/include/mamda/MamdaOptionChainHandler.h is in libmamda-dev 2.2.2.1-10.
This file is owned by root:root, with mode 0o644.
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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 MamdaOptionChainHandlerH
#define MamdaOptionChainHandlerH
#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaOptionChainListener.h>
namespace Wombat
{
class MamdaSubscription;
/**
* Subclasses of this interface can be registered with the
* <code>MamdaOptionChainListener</code> in order to receive callbacks
* whenever the state of the underlying option chain changes on receipt of
* options updates.
*/
class MAMDAOPTExpDLL MamdaOptionChainHandler
{
public:
/**
* Method invoked when an updated full option chain 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 subscription which received the update.
* @param listener The listener which invoked this callback.
* @param msg The MamaMsg that triggered this invocation.
* @param chain The complete option chain.
*/
virtual void onOptionChainRecap (
MamdaSubscription* subscription,
MamdaOptionChainListener& listener,
const MamaMsg& msg,
MamdaOptionChain& chain) = 0;
/**
* 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.
*
* 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.
*
* @param subscription The subscription which received the update.
* @param listener The listener which invoked this callback.
* @param msg The MamaMsg that triggered this invocation.
* @param contract The newly created option contract.
* @param chain The complete option chain.
*/
virtual void onOptionContractCreate (
MamdaSubscription* subscription,
MamdaOptionChainListener& listener,
const MamaMsg& msg,
MamdaOptionContract& contract,
MamdaOptionChain& chain) = 0;
/**
* 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 inly 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.
*
* @param subscription The subscription which received the update.
* @param listener The listener which invoked this callback.
* @param msg The MamaMsg that triggered this invocation.
* @param event Access to the series update event details.
* @param chain The complete option chain.
* @see onOptionContractCreate.
*/
virtual void onOptionSeriesUpdate (
MamdaSubscription* subscription,
MamdaOptionChainListener& listener,
const MamaMsg& msg,
const MamdaOptionSeriesUpdate& event,
MamdaOptionChain& chain) = 0;
/**
* Method invoked when a gap in option chain updates is discovered.
*
* @param subscription The MamdaSubscription handle.
* @param listener The listener which invoked this callback.
* @param msg The MamaMsg that triggered this invocation.
* @param chain The complete option chain.
*/
virtual void onOptionChainGap (
MamdaSubscription* subscription,
MamdaOptionChainListener& listener,
const MamaMsg& msg,
MamdaOptionChain& chain) = 0;
virtual ~MamdaOptionChainHandler() {};
};
} // namespace
#endif // MamdaOptionChainHandlerH
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