Apama Capital Markets Foundation Documentation : Capital Markets Foundation : Market Data Management : Using MDA with legacy market data components : Market Data Bridge extension interface
Market Data Bridge extension interface
The MDBridgeExtensionInterface interface offers more control over interaction with a legacy adapter. This interface allows you to define actions that will be called at various key points in the Market Data Bridge. These extension points allow you to modify the legacy Market Data events before they are sent/received by the Market Data Bridge for processing.
These actions are called just before the corresponding event is sent to the underlying adapter. In the case of depthTransform() and tickTransform(), the action will be called immediately after the Market Data Bridge has received the corresponding event.
All of the actions allow the return of a Boolean value. This is used to indicate whether the event should be processed further by the Market Data Bridge. For example, if you decide that an incoming com.apama.marketdata.Depth event is not valid, and should not be published by the Market Data Bridge, you can return a value of false from that function.
The following actions can be overridden:
Action
Description
subscribeDepth()
Allows you to customize a SubscribeDepth request before it is sent out of the MDBridge.
subscribeTick()
Allows you to customize a SubscribeTick request before it is sent out of the MDBridge.
unsubscribeDepth()
Allows you to customize an UnsubscribeDepth request before it is sent out of the MDBridge.
unsubscribeTick()
Allows you to customize an UnsubscribeTick request before it is sent out of the MDBridge.
depthTransform()
Allows you to modify or ignore the incoming Depth event before it is converted to the MDA event types.
tickTransform()
Allows you to modify or ignore the incoming Tick event before it is converted to the MDA event types.
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