OpenMAMA
MamdaTradeChecker.h
Go to the documentation of this file.
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 MamdaQuoteCheckerH
23 #define MamdaQuoteCheckerH
24 
25 #include <mamda/MamdaConfig.h>
26 #include <mama/mamacpp.h>
28 
29 namespace Wombat
30 {
31 
48  class MAMDAExpDLL MamdaTradeChecker
49  {
50  public:
51 
55  MamdaTradeChecker(MamaQueue* queue,
56  MamdaCheckerHandler* handler,
57  MamaSource* source,
58  const char* symbol,
59  mama_f64_t intervalSeconds);
60 
65 
70  void checkSnapShotNow();
71 
75  mama_u32_t getSuccessCount() const;
76 
84  mama_u32_t getInconclusiveCount() const;
85 
91  mama_u32_t getFailureCount() const;
92 
93  struct MamdaTradeCheckerImpl;
94 
95  private:
96  MamdaTradeCheckerImpl& mImpl;
97 
98  };
99 
100 } //namespace
101 
102 #endif // MamdaQuoteCheckerH
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MamdaTradeChecker is a class that provides trades sanity checking by periodically requesting snapshot...
Definition: MamdaTradeChecker.h:48
MamdaCheckerHandler is an interface for applications that want to handle the results of the MamdaQuot...
Definition: MamdaCheckerHandler.h:37


© 2012 Linux Foundation