MamdaBookAtomicLevel is an interface that provides access to Price Level and Price Level Entry fields. More...
#include <MamdaBookAtomicLevelEntry.h>
Public Member Functions | |
virtual double | getPriceLevelPrice () const =0 |
virtual MamaPrice & | getPriceLevelMamaPrice () const =0 |
virtual mama_f64_t | getPriceLevelSize () const =0 |
virtual char | getPriceLevelAction () const =0 |
virtual char | getPriceLevelSide () const =0 |
virtual const MamaDateTime & | getPriceLevelTime () const =0 |
virtual mama_f32_t | getPriceLevelNumEntries () const =0 |
virtual mama_u32_t | getPriceLevelActNumEntries () const =0 |
virtual char | getPriceLevelEntryAction () const =0 |
Order book entry action to apply to the full order book. | |
virtual char | getPriceLevelEntryReason () const =0 |
Order book entry reason. | |
virtual const char * | getPriceLevelEntryId () const =0 |
Order book entry Id. | |
virtual mama_u64_t | getPriceLevelEntrySize () const =0 |
Return the order book entry size. | |
virtual const MamaDateTime & | getPriceLevelEntryTime () const =0 |
Return the time of order book entry update. | |
virtual | ~MamdaBookAtomicLevelEntry () |
![]() | |
virtual const char * | getSymbol () const =0 |
Get the string symbol for the instrument. | |
virtual MamdaFieldState | getSymbolFieldState () const =0 |
Get the string symbol field state for the instrument. | |
virtual const char * | getPartId () const =0 |
Get the participant identifier. | |
virtual MamdaFieldState | getPartIdFieldState () const =0 |
Get the participant identifier field state. | |
virtual const MamaDateTime & | getSrcTime () const =0 |
Get the source time of the update. | |
virtual MamdaFieldState | getSrcTimeFieldState () const =0 |
Get the source time field state. | |
virtual const MamaDateTime & | getActivityTime () const =0 |
Get the activity time of the update. | |
virtual MamdaFieldState | getActivityTimeFieldState () const =0 |
Get the activity time field state. | |
virtual const MamaDateTime & | getLineTime () const =0 |
Get the line time of the update. | |
virtual MamdaFieldState | getLineTimeFieldState () const =0 |
Get the line time field state. | |
virtual const MamaDateTime & | getSendTime () const =0 |
Get the send time of the update. | |
virtual MamdaFieldState | getSendTimeFieldState () const =0 |
Get the send time field state. | |
virtual | ~MamdaBasicRecap () |
Destructor. |
MamdaBookAtomicLevel is an interface that provides access to Price Level and Price Level Entry fields.
|
virtual |
|
pure virtual |
Implemented in Wombat::MamdaBookAtomicListener.
|
pure virtual |
Implemented in Wombat::MamdaBookAtomicListener.
|
pure virtual |
Implemented in Wombat::MamdaBookAtomicListener.
|
pure virtual |
Implemented in Wombat::MamdaBookAtomicListener.
|
pure virtual |
Implemented in Wombat::MamdaBookAtomicListener.
|
pure virtual |
Implemented in Wombat::MamdaBookAtomicListener.
|
pure virtual |
Implemented in Wombat::MamdaBookAtomicListener.
|
pure virtual |
Implemented in Wombat::MamdaBookAtomicListener.
|
pure virtual |
Order book entry action to apply to the full order book.
Implemented in Wombat::MamdaBookAtomicListener.
|
pure virtual |
Order book entry reason.
Implemented in Wombat::MamdaBookAtomicListener.
|
pure virtual |
Order book entry Id.
(order ID, participant ID, etc.)
Implemented in Wombat::MamdaBookAtomicListener.
|
pure virtual |
Return the order book entry size.
Implemented in Wombat::MamdaBookAtomicListener.
|
pure virtual |
Return the time of order book entry update.
Implemented in Wombat::MamdaBookAtomicListener.