Subclasses of this interface can be registered with the MamdaOptionChainListener
in order to receive callbacks whenever the state of the underlying option chain changes on receipt of options updates.
More...
#include <MamdaOptionChainHandler.h>
Public Member Functions | |
virtual void | onOptionChainRecap (MamdaSubscription *subscription, MamdaOptionChainListener &listener, const MamaMsg &msg, MamdaOptionChain &chain)=0 |
Method invoked when an updated full option chain is available. More... | |
virtual void | onOptionContractCreate (MamdaSubscription *subscription, MamdaOptionChainListener &listener, const MamaMsg &msg, MamdaOptionContract &contract, MamdaOptionChain &chain)=0 |
Method invoked when a new contract is created in the option chain. More... | |
virtual void | onOptionSeriesUpdate (MamdaSubscription *subscription, MamdaOptionChainListener &listener, const MamaMsg &msg, const MamdaOptionSeriesUpdate &event, MamdaOptionChain &chain)=0 |
Method invoked upon when a new contract is added to or removed from the option chain, excluding upon receipt of the initial value. More... | |
virtual void | onOptionChainGap (MamdaSubscription *subscription, MamdaOptionChainListener &listener, const MamaMsg &msg, MamdaOptionChain &chain)=0 |
Method invoked when a gap in option chain updates is discovered. More... | |
virtual | ~MamdaOptionChainHandler () |
Subclasses of this interface can be registered with the MamdaOptionChainListener
in order to receive callbacks whenever the state of the underlying option chain changes on receipt of options updates.
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pure virtual |
Method invoked when an updated full option chain is available.
The reason for the invocation may be any of the following:
subscription | The subscription which received the update. |
listener | The listener which invoked this callback. |
msg | The MamaMsg that triggered this invocation. |
chain | The complete option chain. |
Implemented in Wombat::MamdaOptionChainView.
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pure virtual |
Method invoked when a new contract is created in the option chain.
This method gets invoked exactly once for every option contract in the chain. The primary purpose of this method is to allow a user application to initialize any per-contract data as well to register handlers for trades and quotes.
Note: This method differs from onOptionSeriesUpdate() as follows: onOptionContractCreate() gets invoked every time a contract is added, even for the initial value; onOptionSeriesUpdate() is intended to report especially interesting events and is only invoked when a contract is added/removed after the initial value has been received.
subscription | The subscription which received the update. |
listener | The listener which invoked this callback. |
msg | The MamaMsg that triggered this invocation. |
contract | The newly created option contract. |
chain | The complete option chain. |
Implemented in Wombat::MamdaOptionChainView.
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pure virtual |
Method invoked upon when a new contract is added to or removed from the option chain, excluding upon receipt of the initial value.
This method is typically invoked inly for special events, such as when options are added intraday or when options expire. Note: onOptionContractCreate() is also invoked when an option is added intraday.
subscription | The subscription which received the update. |
listener | The listener which invoked this callback. |
msg | The MamaMsg that triggered this invocation. |
event | Access to the series update event details. |
chain | The complete option chain. |
Implemented in Wombat::MamdaOptionChainView.
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pure virtual |
Method invoked when a gap in option chain updates is discovered.
subscription | The MamdaSubscription handle. |
listener | The listener which invoked this callback. |
msg | The MamaMsg that triggered this invocation. |
chain | The complete option chain. |
Implemented in Wombat::MamdaOptionChainView.