/usr/include/mamda/MamdaTradeHandler.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 MamdaTradeHandlerH
#define MamdaTradeHandlerH
#include <mamda/MamdaConfig.h>
#include <mamda/MamdaTradeListener.h>
#include <mama/mamacpp.h>
namespace Wombat
{
/**
* 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.
*/
class MAMDAExpDLL MamdaTradeHandler
{
public:
/**
* Method invoked when the current last-trade information 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 subscription which received the update.
* @param listener The listener which invoked the callback.
* @param msg The MamaMsg that triggered this invocation.
* @param recap Access to the details in the trade recap.
*/
virtual void onTradeRecap (
MamdaSubscription* subscription,
MamdaTradeListener& listener,
const MamaMsg& msg,
const MamdaTradeRecap& recap) = 0;
/**
* Method invoked when a trade is reported.
*
* @param subscription The subscription which received this update.
* @param listener The listener which invoked this callback.
* @param msg The MamaMsg that triggered this invocation.
* @param event Access to the trade report event details.
* @param recap Access to all trade related fields.
*/
virtual void onTradeReport (
MamdaSubscription* subscription,
MamdaTradeListener& listener,
const MamaMsg& msg,
const MamdaTradeReport& event,
const MamdaTradeRecap& recap) = 0;
/**
* Method invoked when a gap in trade reports is discovered.
*
* @param subscription The subscription which detected the gap.
* @param listener The listener which invoked this callback.
* @param msg The MamaMsg which triggered this invocation.
* @param event Access to the gap event details.
* @param recap Access to the complete trade information.
*/
virtual void onTradeGap (
MamdaSubscription* subscription,
MamdaTradeListener& listener,
const MamaMsg& msg,
const MamdaTradeGap& event,
const MamdaTradeRecap& recap) = 0;
/**
* Method invoked when a trade cancel or error is reported.
*
* @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 details of the trade cancel or error
* event.
* @param recap Access to the full trade details.
*/
virtual void onTradeCancelOrError (
MamdaSubscription* subscription,
MamdaTradeListener& listener,
const MamaMsg& msg,
const MamdaTradeCancelOrError& event,
const MamdaTradeRecap& recap) = 0;
/**
* Method invoked when a trade correction is reported.
*
* @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 trade correction event details.
* @param recap Access to the full trade details.
*/
virtual void onTradeCorrection (
MamdaSubscription* subscription,
MamdaTradeListener& listener,
const MamaMsg& msg,
const MamdaTradeCorrection& event,
const MamdaTradeRecap& recap) = 0;
/**
* Method invoked for a closing report.
*
* @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 trade closing event details.
* @param recap Access to the full trade details.
*/
virtual void onTradeClosing (
MamdaSubscription* subscription,
MamdaTradeListener& listener,
const MamaMsg& msg,
const MamdaTradeClosing& event,
const MamdaTradeRecap& recap) = 0;
/**
* Method invoked for a message marked as out of sequence.
* Listener must be configured to check the Msg Qualifier, i.e.,
* call <code>setControlProcessingByMsgQual()</code> on listener
* passing a value of true;
*
* @param subscription The subscription which received the update.
* @param listener The trade listener which invoked this callback.
* @param msg The MamaMsg that triggered this invocation.
* @param event Details on the out of sequence trade event.
* @param recap Access to the full trade details.
*/
virtual void onTradeOutOfSequence (
MamdaSubscription* subscription,
MamdaTradeListener& listener,
const MamaMsg& msg,
const MamdaTradeOutOfSequence& event,
const MamdaTradeRecap& recap) = 0;
/**
* Method invoked for a message which is marked as possibly duplicate
* Listener must be configured to check the Msg Qualifier, i.e.,
* call <code>setControlProcessingByMsgQual</code> on listener
* passing a value of true;
*
* @param subscription The subscription which received the update.
* @param listener The trade listener which invoked this callback.
* @param msg The MamaMsg that triggered this invocation.
* @param event Details on the possibly duplicate trade event.
* @param recap Access to the full trade details.
*/
virtual void onTradePossiblyDuplicate (
MamdaSubscription* subscription,
MamdaTradeListener& listener,
const MamaMsg& msg,
const MamdaTradePossiblyDuplicate& event,
const MamdaTradeRecap& recap) = 0;
virtual ~MamdaTradeHandler() {};
};
} // namespace
#endif // MamdaTradeHandlerH
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