OpenMAMA
MamdaCurrencyHandler.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 MamdaCurrencyHandlerH
23 #define MamdaCurrencyHandlerH
24 
25 #include <mamda/MamdaConfig.h>
27 #include <mama/mamacpp.h>
30 
31 namespace Wombat
32 {
33 
41  class MAMDAExpDLL MamdaCurrencyHandler
42  {
43  public:
44 
59  virtual void onCurrencyRecap (
60  MamdaSubscription* subscription,
61  MamdaCurrencyListener& listener,
62  const MamaMsg& msg,
63  const MamdaCurrencyRecap& recap) = 0;
64 
79  virtual void onCurrencyUpdate (
80  MamdaSubscription* subscription,
81  MamdaCurrencyListener& listener,
82  const MamaMsg& msg,
83  const MamdaCurrencyRecap& recap,
84  const MamdaCurrencyUpdate& update) = 0;
85 
86  virtual ~MamdaCurrencyHandler() {};
87  };
88 
89 } // namespace
90 
91 #endif // MamdaCurrencyHandlerH
MamdaCurrencyUpdate is an interface that provides access to the currency related fields.
Definition: MamdaCurrencyUpdate.h:37
MamdaCurrencyRecap is an interface that provides access to the currency related fields.
Definition: MamdaCurrencyRecap.h:37
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
virtual ~MamdaCurrencyHandler()
Definition: MamdaCurrencyHandler.h:86
MamdaCurrencyListener is a class that specializes in handling currency data, Developers provide their...
Definition: MamdaCurrencyListener.h:50
MamdaCurrencyHandler is an interface for applications that want to have an easy way to access currenc...
Definition: MamdaCurrencyHandler.h:41
A MamdaSubscription is used to register interest in a particular symbol and source.
Definition: MamdaSubscription.h:54


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