OpenMAMA
Wombat::MamdaBookAtomicLevelEntry Class Reference

MamdaBookAtomicLevel is an interface that provides access to Price Level and Price Level Entry fields. More...

#include <MamdaBookAtomicLevelEntry.h>

Inheritance diagram for Wombat::MamdaBookAtomicLevelEntry:
Wombat::MamdaBasicRecap Wombat::MamdaBookAtomicListener

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 ()
- Public Member Functions inherited from Wombat::MamdaBasicRecap
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.

Detailed Description

MamdaBookAtomicLevel is an interface that provides access to Price Level and Price Level Entry fields.

Constructor & Destructor Documentation

virtual Wombat::MamdaBookAtomicLevelEntry::~MamdaBookAtomicLevelEntry ( )
virtual
{};

Member Function Documentation

virtual double Wombat::MamdaBookAtomicLevelEntry::getPriceLevelPrice ( ) const
pure virtual
virtual MamaPrice& Wombat::MamdaBookAtomicLevelEntry::getPriceLevelMamaPrice ( ) const
pure virtual
virtual mama_f64_t Wombat::MamdaBookAtomicLevelEntry::getPriceLevelSize ( ) const
pure virtual
virtual char Wombat::MamdaBookAtomicLevelEntry::getPriceLevelAction ( ) const
pure virtual
virtual char Wombat::MamdaBookAtomicLevelEntry::getPriceLevelSide ( ) const
pure virtual
virtual const MamaDateTime& Wombat::MamdaBookAtomicLevelEntry::getPriceLevelTime ( ) const
pure virtual
virtual mama_f32_t Wombat::MamdaBookAtomicLevelEntry::getPriceLevelNumEntries ( ) const
pure virtual
virtual mama_u32_t Wombat::MamdaBookAtomicLevelEntry::getPriceLevelActNumEntries ( ) const
pure virtual
virtual char Wombat::MamdaBookAtomicLevelEntry::getPriceLevelEntryAction ( ) const
pure virtual

Order book entry action to apply to the full order book.

  • A : Add entry to the price level.
  • U : Update existing entry in the price level.
  • D : Delete existing entry from the price level.
Returns
The orderbook entry action.

Implemented in Wombat::MamdaBookAtomicListener.

virtual char Wombat::MamdaBookAtomicLevelEntry::getPriceLevelEntryReason ( ) const
pure virtual

Order book entry reason.

Returns
The orderbook entry reason.

Implemented in Wombat::MamdaBookAtomicListener.

virtual const char* Wombat::MamdaBookAtomicLevelEntry::getPriceLevelEntryId ( ) const
pure virtual

Order book entry Id.

(order ID, participant ID, etc.)

Returns
The entry id

Implemented in Wombat::MamdaBookAtomicListener.

virtual mama_u64_t Wombat::MamdaBookAtomicLevelEntry::getPriceLevelEntrySize ( ) const
pure virtual

Return the order book entry size.

Returns
Order book entry size

Implemented in Wombat::MamdaBookAtomicListener.

virtual const MamaDateTime& Wombat::MamdaBookAtomicLevelEntry::getPriceLevelEntryTime ( ) const
pure virtual

Return the time of order book entry update.

Returns
Time of order book entry update.

Implemented in Wombat::MamdaBookAtomicListener.


The documentation for this class was generated from the following file:


© 2012 Linux Foundation