MamdaTradeChecker.h
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/* $Id$
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*
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* OpenMAMA: The open middleware agnostic messaging API
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* Copyright (C) 2011 NYSE Technologies, Inc.
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*
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* This library is free software; you can redistribute it and/or
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* modify it under the terms of the GNU Lesser General Public
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* License as published by the Free Software Foundation; either
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* version 2.1 of the License, or (at your option) any later version.
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*
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* This library is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
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* Lesser General Public License for more details.
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*
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* You should have received a copy of the GNU Lesser General Public
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* License along with this library; if not, write to the Free Software
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* Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
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* 02110-1301 USA
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*/
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#ifndef MamdaQuoteCheckerH
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#define MamdaQuoteCheckerH
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#include <
mamda/MamdaConfig.h
>
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#include <mama/mamacpp.h>
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#include <
mamda/MamdaCheckerHandler.h
>
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namespace
Wombat
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{
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class
MAMDAExpDLL
MamdaTradeChecker
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{
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public
:
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MamdaTradeChecker
(MamaQueue* queue,
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MamdaCheckerHandler
* handler,
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MamaSource* source,
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const
char
* symbol,
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mama_f64_t intervalSeconds);
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~
MamdaTradeChecker
();
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void
checkSnapShotNow();
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mama_u32_t getSuccessCount()
const
;
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mama_u32_t getInconclusiveCount()
const
;
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mama_u32_t getFailureCount()
const
;
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struct
MamdaTradeCheckerImpl;
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private
:
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MamdaTradeCheckerImpl& mImpl;
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};
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}
//namespace
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#endif // MamdaQuoteCheckerH
MamdaConfig.h
Wombat
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields.
Definition:
MamdaAuctionFields.h:29
Wombat::MamdaCheckerHandler
MamdaCheckerHandler is an interface for applications that want to handle the results of the MamdaQuot...
Definition:
MamdaCheckerHandler.h:37
Wombat::MamdaTradeChecker
MamdaTradeChecker is a class that provides trades sanity checking by periodically requesting snapshot...
Definition:
MamdaTradeChecker.h:48
MamdaCheckerHandler.h
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