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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.orderbook;

import com.wombat.mamda.*;
import com.wombat.mama.MamaMsg;

/**
 * MamdaBookAtomicLevelEntryHandler is an interface for applications that 
 * want to have an easy way to handle order book Price Level and Entry updates.
 * The interface defines callback methods for different types of 
 * orderBook-related events: order book recaps and updates.
 */

public interface MamdaBookAtomicLevelEntryHandler
{
    /**
     * Method invoked when a full refresh of the order book for the
     * security 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 MamdaSubscription handle.
     * @param listener       The listener handling the recap. 
     * @param msg            The MamaMsg that triggered this invocation.
     * @param levelEntry     The Price Level Entry recap.
     */
    void onBookAtomicLevelEntryRecap (
        MamdaSubscription          subscription,
        MamdaBookAtomicListener    listener,
        MamaMsg                    msg,
        MamdaBookAtomicLevelEntry  levelEntry);


    /**
     * Method invoked when an order book delta is reported.
     *
     * @param subscription   The MamdaSubscription handle.
     * @param listener       The listener handling the update. 
     * @param msg            The MamaMsg that triggered this invocation.
     * @param levelEntry     The Price Level Entry update.
     */
    void onBookAtomicLevelEntryDelta (
        MamdaSubscription          subscription,
        MamdaBookAtomicListener    listener,
        MamaMsg                    msg,
        MamdaBookAtomicLevelEntry  levelEntry);

}