MamdaQuoteHandler.h

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/* $Id$
 *
 * 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 MamdaQuoteHandlerH
#define MamdaQuoteHandlerH
 
#include <mamda/MamdaConfig.h>
#include <mamda/MamdaQuoteListener.h>
 
namespace Wombat
{
 
    class MamdaSubscription;
 
    class MAMDAExpDLL MamdaQuoteHandler
    {
    public:
        virtual void onQuoteRecap (
            MamdaSubscription*      subscription,
            MamdaQuoteListener&     listener,
            const MamaMsg&          msg,
            const MamdaQuoteRecap&  recap) = 0;
 
        virtual void onQuoteUpdate (
            MamdaSubscription*      subscription,
            MamdaQuoteListener&     listener,
            const MamaMsg&          msg,
            const MamdaQuoteUpdate& quote,
            const MamdaQuoteRecap&  recap) = 0;
 
        virtual void onQuoteGap (
            MamdaSubscription*      subscription,
            MamdaQuoteListener&     listener,
            const MamaMsg&          msg,
            const MamdaQuoteGap&    event,
            const MamdaQuoteRecap&  recap) = 0;
 
        virtual void onQuoteClosing (
            MamdaSubscription*        subscription,
            MamdaQuoteListener&       listener,
            const MamaMsg&            msg,
            const MamdaQuoteClosing&  event,
            const MamdaQuoteRecap&    recap) = 0;
 
        virtual void onQuoteOutOfSequence (
            MamdaSubscription*              subscription,
            MamdaQuoteListener&             listener,
            const MamaMsg&                  msg,
            const MamdaQuoteOutOfSequence&  event,
            const MamdaQuoteRecap&          recap) = 0;
 
        virtual void onQuotePossiblyDuplicate (
            MamdaSubscription*                  subscription,
            MamdaQuoteListener&                 listener,
            const MamaMsg&                      msg,
            const MamdaQuotePossiblyDuplicate&  event,
            const MamdaQuoteRecap&              recap) = 0;
        
        virtual ~MamdaQuoteHandler () {};
    };
 
} // namespace
 
#endif // MamdaQuoteHandlerH