/usr/include/mamda/MamdaBookAtomicBookHandler.h is in libmamda-dev 2.2.2.1-11ubuntu1.
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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 MamdaBookAtomicBookHandlerH
#define MamdaBookAtomicBookHandlerH
#include <mamda/MamdaOptionalConfig.h>
#include <mamda/MamdaBookAtomicLevel.h>
#include <mamda/MamdaBookAtomicListener.h>
#include <mamda/MamdaBookAtomicGap.h>
namespace Wombat
{
class MamdaSubscription;
/**
* MamdaBookAtomicBookHandler is an interface for applications that need to
* know when a MamdaBookAtomicListener finishes processing a single book
* update.
*
* This may be useful for applications that wish to destroy the subscription
* from a callback as the subscription can only be destroyed after the message
* processing is complete. Furthermore, it allows applications to determine
* when to clear the book when a recap arrives.
*/
class MAMDAOPTExpDLL MamdaBookAtomicBookHandler
{
public:
/**
* Method invoked before we start processing the first level in a message.
* The book should be cleared when isRecap == true.
*
* @param subscription The MamdaSubscription handle.
* @param listener The listener handling recaps/updates.
* @param isRecap Whether the first update was a recap.
*/
virtual void onBookAtomicBeginBook (
MamdaSubscription* subscription,
MamdaBookAtomicListener& listener,
bool isRecap ) = 0;
/**
* Method invoked when we stop processing the last level in a message. We
* invoke this method after the last entry for the level gets processed.
* The subscription may be destroyed from this callback.
*
* @param subscription The MamdaSubscription handle.
* @param listener The listener handling recaps/updates.
*
*/
virtual void onBookAtomicEndBook (
MamdaSubscription* subscription,
MamdaBookAtomicListener& listener) = 0;
/**
* Method invoked when an order book is cleared.
*
* @param subscription The MamdaSubscription handle.
* @param listener The listener handling recaps/updates.
* @param msg The MamaMsg that triggered this invocation.
*/
virtual void onBookAtomicClear (
MamdaSubscription* subscription,
MamdaBookAtomicListener& listener,
const MamaMsg& msg) = 0;
/**
* Method invoked when a gap in orderBook reports is discovered.
*
* @param subscription The MamdaSubscription handle.
* @param listener The listener handling recaps/updates.
* @param msg The MamaMsg that triggered this invocation.
* @param event The gap value object.
*/
virtual void onBookAtomicGap (
MamdaSubscription* subscription,
MamdaBookAtomicListener& listener,
const MamaMsg& msg,
const MamdaBookAtomicGap& event) = 0;
virtual ~MamdaBookAtomicBookHandler() {};
};
} // namespace
#endif // MamdaBookAtomicBookHandlerH
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