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OpenMAMDA is a high performance Market Data API written on top of OpenMAMA.
There is a newer version: 6.3.2
/* $Id$
 *
 * OpenMAMA: The open middleware agnostic messaging API
 * Copyright (C) 2012 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
 */

package com.wombat.mamda;

import com.wombat.mama.*;

/**
 * MamdaOrderImbalanceHandler is an interface for applications that want to
 * have an easy way to handle order imbalance updates.  The interface defines
 * callback methods for different types of order-imbalance events:
 */

public interface MamdaOrderImbalanceHandler 
{
    /**
     * Method invoked when a order imbalance is reported.
     *
     * @param subscription    The subscription which received this update.
     * @param listener        The listener which invoked this callback.
     * @param msg             The MamaMsg that triggered this invocation.
     * @param imbalance       Provides access to imbalance details.
     * @param update          Provides access to update details.
     */
     void onOrderImbalance ( 
         MamdaSubscription           subscription,
         MamdaOrderImbalanceListener listener,
         final MamaMsg               msg,
         MamdaOrderImbalanceRecap    imbalance,
         MamdaOrderImbalanceUpdate   update);

    /**
     * Method invoked when a no order imbalance is reported.
     *
     * @param subscription    The subscription which received this update.
     * @param listener        The listener which invoked this callback.
     * @param msg             The MamaMsg that triggered this invocation.
     * @param imbalance       Provides access to imbalance details.
     * @param update          Provides access to update details.
     */
    void onNoOrderImbalance (
        MamdaSubscription           subscription,
        MamdaOrderImbalanceListener listener,
        final MamaMsg               msg,
        MamdaOrderImbalanceRecap    imbalance,
        MamdaOrderImbalanceUpdate   update);
    
    /** 
     * Method invoked when the current order imbalance information 
     * is available.  The reason for the invocation may be
     * any of the following:
     * - Initial image.
     * - Recap update (e.g., after server fault tolerant event or data
     *   quality event.)
     * - After stale status removed.
     * @param subscription    The subscription which received this update.
     * @param listener        The listener which invoked this callback.
     * @param msg             The MamaMsg that triggered this invocation.
     * @param imbalance       Provides access to imbalance details.
     */
    void onOrderImbalanceRecap (
        MamdaSubscription            subscription,
        MamdaOrderImbalanceListener  listener,
        final MamaMsg                msg,
        MamdaOrderImbalanceRecap     imbalance);
    
}