A MamdaOrderImbalanceListener is class that specializes in handling an imbalance order updates. More...
#include <MamdaOrderImbalanceListener.h>
Public Member Functions | |
MamdaOrderImbalanceListener () | |
virtual | ~MamdaOrderImbalanceListener () |
void | addHandler (MamdaOrderImbalanceHandler *handler) |
Add a specialized order imbalance handler. | |
MamaPrice & | getHighIndicationPrice () const |
MamdaFieldState | getHighIndicationPriceFieldState () const |
MamaPrice & | getLowIndicationPrice () const |
MamdaFieldState | getLowIndicationPriceFieldState () const |
MamaPrice & | getImbalancePrice () const |
MamdaFieldState | getImbalancePriceFieldState () const |
int64_t | getBuyVolume () const |
MamdaFieldState | getBuyVolumeFieldState () const |
int64_t | getSellVolume () const |
MamdaFieldState | getSellVolumeFieldState () const |
int64_t | getMatchVolume () const |
MamdaFieldState | getMatchVolumeFieldState () const |
const char * | getImbalanceState () const |
MamdaFieldState | getImbalanceStateFieldState () const |
MamaPrice & | getMatchPrice () const |
MamdaFieldState | getMatchPriceFieldState () const |
MamaPrice & | getFarClearingPrice () const |
MamdaFieldState | getFarClearingPriceFieldState () const |
MamaPrice & | getNearClearingPrice () const |
MamdaFieldState | getNearClearingPriceFieldState () const |
char | getNoClearingPrice () const |
MamdaFieldState | getNoClearingPriceFieldState () const |
char | getPriceVarInd () const |
MamdaFieldState | getPriceVarIndFieldState () const |
char | getCrossType () const |
MamdaFieldState | getCrossTypeFieldState () const |
MamaDateTime & | getEventTime () const |
MamdaFieldState | getEventTimeFieldState () const |
mama_seqnum_t | getEventSeqNum () const |
MamdaFieldState | getEventSeqNumFieldState () const |
MamaDateTime & | getSrcTime () const |
MamdaFieldState | getSrcTimeFieldState () const |
MamaDateTime & | getActivityTime () const |
MamdaFieldState | getActivityTimeFieldState () const |
mama_i32_t | getMsgType () const |
MamdaFieldState | getMsgTypeFieldState () const |
const char * | getIssueSymbol () const |
MamdaFieldState | getIssueSymbolFieldState () const |
const char * | getPartId () const |
MamdaFieldState | getPartIdFieldState () const |
mama_seqnum_t | getSeqNum () const |
MamdaFieldState | getSeqNumFieldState () const |
const char * | getSecurityStatusOrig () const |
MamdaFieldState | getSecurityStatusOrigFieldState () const |
MamaDateTime & | getSecurityStatusTime () const |
MamdaFieldState | getSecurityStatusTimeFieldState () const |
MamaDateTime & | getAuctionTime () const |
MamdaFieldState | getAuctionTimeFieldState () const |
MamaDateTime & | getLineTime () const |
MamdaFieldState | getLineTimeFieldState () const |
MamaDateTime & | getSendTime () const |
MamdaFieldState | getSendTimeFieldState () const |
const char * | getSymbol () const |
MamdaFieldState | getSymbolFieldState () const |
const MamaMsgQual & | getMsgQual () const |
MamdaFieldState | getMsgQualFieldState () const |
void | updateFieldStates () |
virtual void | onMsg (MamdaSubscription *subscription, const MamaMsg &msg, short msgType) |
Implementation of MamdaListener interface. | |
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virtual const MamaDateTime & | getAuctionTime () const =0 |
virtual MamdaFieldState | getAuctionTimeFieldState () const =0 |
Get the myAuctionTime field state. | |
virtual int64_t | getBuyVolume () const =0 |
virtual MamdaFieldState | getBuyVolumeFieldState () const =0 |
Get the myBuyVolume field state. | |
virtual char | getCrossType () const =0 |
virtual MamdaFieldState | getCrossTypeFieldState () const =0 |
Get the myCrossType field state. | |
virtual mama_seqnum_t | getEventSeqNum () const =0 |
virtual MamdaFieldState | getEventSeqNumFieldState () const =0 |
Get the myEventSeqNum field state. | |
virtual const MamaDateTime & | getEventTime () const =0 |
virtual MamdaFieldState | getEventTimeFieldState () const =0 |
Get the myEventTime field state. | |
virtual const MamaPrice & | getFarClearingPrice () const =0 |
virtual MamdaFieldState | getFarClearingPriceFieldState () const =0 |
Get the myFarClearingPrice field state. | |
virtual const MamaPrice & | getHighIndicationPrice () const =0 |
virtual MamdaFieldState | getHighIndicationPriceFieldState () const =0 |
Get the myHighIndicationPrice field state. | |
virtual const MamaPrice & | getImbalancePrice () const =0 |
virtual MamdaFieldState | getImbalancePriceFieldState () const =0 |
Get the myIndicationPrice field state. | |
virtual const MamaPrice & | getMatchPrice () const =0 |
virtual MamdaFieldState | getMatchPriceFieldState () const =0 |
Get the myInsideMatchPrice field state. | |
virtual const char * | getIssueSymbol () const =0 |
virtual MamdaFieldState | getIssueSymbolFieldState () const =0 |
Get the myIssueSymbol field state. | |
virtual const MamaPrice & | getLowIndicationPrice () const =0 |
virtual MamdaFieldState | getLowIndicationPriceFieldState () const =0 |
Get the myLowIndicationPrice field state. | |
virtual int64_t | getMatchVolume () const =0 |
virtual MamdaFieldState | getMatchVolumeFieldState () const =0 |
Get the myMatchVolume field state. | |
virtual int32_t | getMsgType () const =0 |
virtual MamdaFieldState | getMsgTypeFieldState () const =0 |
Get the myMsgType field state. | |
virtual const MamaPrice & | getNearClearingPrice () const =0 |
virtual MamdaFieldState | getNearClearingPriceFieldState () const =0 |
Get the myNearClearingPrice field state. | |
virtual char | getNoClearingPrice () const =0 |
virtual MamdaFieldState | getNoClearingPriceFieldState () const =0 |
Get the myNoClearingPrice field state. | |
virtual const char * | getPartId () const =0 |
virtual MamdaFieldState | getPartIdFieldState () const =0 |
Get the myPartId field state. | |
virtual char | getPriceVarInd () const =0 |
virtual MamdaFieldState | getPriceVarIndFieldState () const =0 |
Get the myPriceVarInd field state. | |
virtual const char * | getSecurityStatusOrig () const =0 |
virtual MamdaFieldState | getSecurityStatusOrigFieldState () const =0 |
Get the mySecurityStatusOrig field state. | |
virtual const char * | getImbalanceState () const =0 |
virtual MamdaFieldState | getImbalanceStateFieldState () const =0 |
Get the mySecurityStatusQual field state. | |
virtual const MamaDateTime & | getSecurityStatusTime () const =0 |
virtual MamdaFieldState | getSecurityStatusTimeFieldState () const =0 |
Get the mySecurityStatusTime field state. | |
virtual int64_t | getSellVolume () const =0 |
virtual MamdaFieldState | getSellVolumeFieldState () const =0 |
Get the mySellVolume field state. | |
virtual mama_seqnum_t | getSeqNum () const =0 |
virtual MamdaFieldState | getSeqNumFieldState () const =0 |
Get the mySeqNum field state. | |
virtual | ~MamdaOrderImbalanceUpdate () |
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virtual void | onMsg (MamdaSubscription *subscription, const MamaMsg &msg, short msgType)=0 |
virtual | ~MamdaMsgListener () |
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virtual const MamaDateTime & | getAuctionTime () const =0 |
virtual MamdaFieldState | getAuctionTimeFieldState () const =0 |
Get the myAuctionTime field state. | |
virtual int64_t | getBuyVolume () const =0 |
virtual MamdaFieldState | getBuyVolumeFieldState () const =0 |
Get the myBuyVolume field state. | |
virtual char | getCrossType () const =0 |
virtual MamdaFieldState | getCrossTypeFieldState () const =0 |
Get the myCrossType field state. | |
virtual mama_seqnum_t | getEventSeqNum () const =0 |
virtual MamdaFieldState | getEventSeqNumFieldState () const =0 |
Get the myEventSeqNum field state. | |
virtual const MamaDateTime & | getEventTime () const =0 |
virtual MamdaFieldState | getEventTimeFieldState () const =0 |
Get the myEventTime field state. | |
virtual const MamaPrice & | getFarClearingPrice () const =0 |
virtual MamdaFieldState | getFarClearingPriceFieldState () const =0 |
Get the myFarClearingPrice field state. | |
virtual const MamaPrice & | getHighIndicationPrice () const =0 |
virtual MamdaFieldState | getHighIndicationPriceFieldState () const =0 |
Get the myHighIndicationPrice field state. | |
virtual const MamaPrice & | getImbalancePrice () const =0 |
virtual MamdaFieldState | getImbalancePriceFieldState () const =0 |
Get the myIndicationPrice field state. | |
virtual const MamaPrice & | getMatchPrice () const =0 |
virtual MamdaFieldState | getMatchPriceFieldState () const =0 |
Get the myInsideMatchPrice field state. | |
virtual const char * | getIssueSymbol () const =0 |
virtual MamdaFieldState | getIssueSymbolFieldState () const =0 |
Get the myIssueSymbol field state. | |
virtual const MamaPrice & | getLowIndicationPrice () const =0 |
virtual MamdaFieldState | getLowIndicationPriceFieldState () const =0 |
Get the myLowIndicationPrice field state. | |
virtual int64_t | getMatchVolume () const =0 |
virtual MamdaFieldState | getMatchVolumeFieldState () const =0 |
Get the myMatchVolume field state. | |
virtual int32_t | getMsgType () const =0 |
virtual MamdaFieldState | getMsgTypeFieldState () const =0 |
Get the myMsgType field state. | |
virtual const MamaPrice & | getNearClearingPrice () const =0 |
virtual MamdaFieldState | getNearClearingPriceFieldState () const =0 |
Get the myNearClearingPrice field state. | |
virtual char | getNoClearingPrice () const =0 |
virtual MamdaFieldState | getNoClearingPriceFieldState () const =0 |
Get the myNoClearingPrice field state. | |
virtual const char * | getPartId () const =0 |
virtual MamdaFieldState | getPartIdFieldState () const =0 |
Get the myPartId field state. | |
virtual char | getPriceVarInd () const =0 |
virtual MamdaFieldState | getPriceVarIndFieldState () const =0 |
Get the myPriceVarInd field state. | |
virtual const char * | getSecurityStatusOrig () const =0 |
virtual MamdaFieldState | getSecurityStatusOrigFieldState () const =0 |
Get the mySecurityStatusOrig field state. | |
virtual const char * | getImbalanceState () const =0 |
virtual MamdaFieldState | getImbalanceStateFieldState () const =0 |
Get the mySecurityStatusQual field state. | |
virtual const MamaDateTime & | getSecurityStatusTime () const =0 |
virtual MamdaFieldState | getSecurityStatusTimeFieldState () const =0 |
Get the mySecurityStatusTime field state. | |
virtual int64_t | getSellVolume () const =0 |
virtual MamdaFieldState | getSellVolumeFieldState () const =0 |
Get the mySellVolume field state. | |
virtual mama_seqnum_t | getSeqNum () const =0 |
virtual MamdaFieldState | getSeqNumFieldState () const =0 |
Get the mySeqNum field state. | |
virtual | ~MamdaOrderImbalanceRecap () |
A MamdaOrderImbalanceListener is class that specializes in handling an imbalance order updates.
An imbalance order occurs when too many orders of a particular type - either buy, sell or limit - for listed securities and not enough of the other, matching orders are received by an exchange. Developers provide their own implementation of the MamdaOrderImbalanceHandler interface and will be delivered notifications for imbalance updates. An obvious application for this MAMDA class is any kind of tick capture application.
MamdaOrderImbalanceListener should initialize the MamdaOrderImbalanceFields class prior to receiving the first message by calling MamdaOrderImbalanceFields::setDictionary() with a valid dictionary object which contains OrderImbalance related fields.
Wombat::MamdaOrderImbalanceListener::MamdaOrderImbalanceListener | ( | ) |
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virtual |
void Wombat::MamdaOrderImbalanceListener::addHandler | ( | MamdaOrderImbalanceHandler * | handler | ) |
Add a specialized order imbalance handler.
MamaPrice& Wombat::MamdaOrderImbalanceListener::getHighIndicationPrice | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getHighIndicationPriceFieldState | ( | ) | const |
MamaPrice& Wombat::MamdaOrderImbalanceListener::getLowIndicationPrice | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getLowIndicationPriceFieldState | ( | ) | const |
MamaPrice& Wombat::MamdaOrderImbalanceListener::getImbalancePrice | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getImbalancePriceFieldState | ( | ) | const |
int64_t Wombat::MamdaOrderImbalanceListener::getBuyVolume | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getBuyVolumeFieldState | ( | ) | const |
int64_t Wombat::MamdaOrderImbalanceListener::getSellVolume | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getSellVolumeFieldState | ( | ) | const |
int64_t Wombat::MamdaOrderImbalanceListener::getMatchVolume | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getMatchVolumeFieldState | ( | ) | const |
const char* Wombat::MamdaOrderImbalanceListener::getImbalanceState | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getImbalanceStateFieldState | ( | ) | const |
MamaPrice& Wombat::MamdaOrderImbalanceListener::getMatchPrice | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getMatchPriceFieldState | ( | ) | const |
MamaPrice& Wombat::MamdaOrderImbalanceListener::getFarClearingPrice | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getFarClearingPriceFieldState | ( | ) | const |
MamaPrice& Wombat::MamdaOrderImbalanceListener::getNearClearingPrice | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getNearClearingPriceFieldState | ( | ) | const |
char Wombat::MamdaOrderImbalanceListener::getNoClearingPrice | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getNoClearingPriceFieldState | ( | ) | const |
char Wombat::MamdaOrderImbalanceListener::getPriceVarInd | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getPriceVarIndFieldState | ( | ) | const |
char Wombat::MamdaOrderImbalanceListener::getCrossType | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getCrossTypeFieldState | ( | ) | const |
MamaDateTime& Wombat::MamdaOrderImbalanceListener::getEventTime | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getEventTimeFieldState | ( | ) | const |
mama_seqnum_t Wombat::MamdaOrderImbalanceListener::getEventSeqNum | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getEventSeqNumFieldState | ( | ) | const |
MamaDateTime& Wombat::MamdaOrderImbalanceListener::getSrcTime | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getSrcTimeFieldState | ( | ) | const |
MamaDateTime& Wombat::MamdaOrderImbalanceListener::getActivityTime | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getActivityTimeFieldState | ( | ) | const |
mama_i32_t Wombat::MamdaOrderImbalanceListener::getMsgType | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getMsgTypeFieldState | ( | ) | const |
const char* Wombat::MamdaOrderImbalanceListener::getIssueSymbol | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getIssueSymbolFieldState | ( | ) | const |
const char* Wombat::MamdaOrderImbalanceListener::getPartId | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getPartIdFieldState | ( | ) | const |
mama_seqnum_t Wombat::MamdaOrderImbalanceListener::getSeqNum | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getSeqNumFieldState | ( | ) | const |
const char* Wombat::MamdaOrderImbalanceListener::getSecurityStatusOrig | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getSecurityStatusOrigFieldState | ( | ) | const |
MamaDateTime& Wombat::MamdaOrderImbalanceListener::getSecurityStatusTime | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getSecurityStatusTimeFieldState | ( | ) | const |
MamaDateTime& Wombat::MamdaOrderImbalanceListener::getAuctionTime | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getAuctionTimeFieldState | ( | ) | const |
MamaDateTime& Wombat::MamdaOrderImbalanceListener::getLineTime | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getLineTimeFieldState | ( | ) | const |
MamaDateTime& Wombat::MamdaOrderImbalanceListener::getSendTime | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getSendTimeFieldState | ( | ) | const |
const char* Wombat::MamdaOrderImbalanceListener::getSymbol | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getSymbolFieldState | ( | ) | const |
const MamaMsgQual& Wombat::MamdaOrderImbalanceListener::getMsgQual | ( | ) | const |
MamdaFieldState Wombat::MamdaOrderImbalanceListener::getMsgQualFieldState | ( | ) | const |
void Wombat::MamdaOrderImbalanceListener::updateFieldStates | ( | ) |
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virtual |
Implementation of MamdaListener interface.