addDelta(MamdaOrderBookEntry *entry, MamdaOrderBookPriceLevel *level, mama_quantity_t plDeltaSize, MamdaOrderBookPriceLevel::Action plAction, MamdaOrderBookEntry::Action entAction) | Wombat::MamdaOrderBook | |
addEntriesFromBook(const MamdaOrderBook *book, MamdaOrderBookEntryFilter *filter, MamdaOrderBookBasicDeltaList *delta) | Wombat::MamdaOrderBook | |
addEntry(MamdaOrderBookEntry *entry, double price, MamdaOrderBookPriceLevel::Side side, const MamaDateTime &eventTime, MamdaOrderBookBasicDelta *delta) | Wombat::MamdaOrderBook | |
addEntry(MamdaOrderBookEntry *entry, MamaPrice &price, MamdaOrderBookPriceLevel::Side side, const MamaDateTime &eventTime, MamdaOrderBookBasicDelta *delta) | Wombat::MamdaOrderBook | |
addEntry(const char *entryId, mama_quantity_t entrySize, double price, MamdaOrderBookPriceLevel::Side side, const MamaDateTime &eventTime, const MamaSourceDerivative *sourceDeriv, MamdaOrderBookBasicDelta *delta) | Wombat::MamdaOrderBook | |
addEntry(const char *entryId, mama_quantity_t entrySize, MamaPrice &price, MamdaOrderBookPriceLevel::Side side, const MamaDateTime &eventTime, const MamaSourceDerivative *sourceDeriv, MamdaOrderBookBasicDelta *delta) | Wombat::MamdaOrderBook | |
addLevel(const MamdaOrderBookPriceLevel &level) | Wombat::MamdaOrderBook | |
addPriceLevelsFromBookAsEntries(const MamdaOrderBook *book, const char *source, MamdaOrderBookBasicDeltaList *delta) | Wombat::MamdaOrderBook | |
apply(const MamdaOrderBook &deltaBook) | Wombat::MamdaOrderBook | |
apply(const MamdaOrderBookBasicDelta &delta) | Wombat::MamdaOrderBook | |
apply(const MamdaOrderBookBasicDeltaList &delta) | Wombat::MamdaOrderBook | |
applyMarketOrder(const MamdaOrderBookBasicDelta &delta) | Wombat::MamdaOrderBook | |
applyMarketOrder(const MamdaOrderBookBasicDeltaList &delta) | Wombat::MamdaOrderBook | |
askBegin() | Wombat::MamdaOrderBook | |
askBegin() const | Wombat::MamdaOrderBook | |
askEnd() | Wombat::MamdaOrderBook | |
askEnd() const | Wombat::MamdaOrderBook | |
askEntryBegin() | Wombat::MamdaOrderBook | |
askEntryBegin() const | Wombat::MamdaOrderBook | |
askEntryEnd() | Wombat::MamdaOrderBook | |
askEntryEnd() const | Wombat::MamdaOrderBook | |
assertEqual(const MamdaOrderBook &rhs) const | Wombat::MamdaOrderBook | |
bidBegin() | Wombat::MamdaOrderBook | |
bidBegin() const | Wombat::MamdaOrderBook | |
bidEnd() | Wombat::MamdaOrderBook | |
bidEnd() const | Wombat::MamdaOrderBook | |
bidEntryBegin() | Wombat::MamdaOrderBook | |
bidEntryBegin() const | Wombat::MamdaOrderBook | |
bidEntryEnd() | Wombat::MamdaOrderBook | |
bidEntryEnd() const | Wombat::MamdaOrderBook | |
cleanupDetached() | Wombat::MamdaOrderBook | |
clear(bool deleteLevels=true) | Wombat::MamdaOrderBook | |
clearDeltaList() | Wombat::MamdaOrderBook | |
constAskEntryIterator typedef | Wombat::MamdaOrderBook | |
constAskIterator typedef | Wombat::MamdaOrderBook | |
constBidEntryIterator typedef | Wombat::MamdaOrderBook | |
constBidIterator typedef | Wombat::MamdaOrderBook | |
copy(const MamdaOrderBook &rhs) | Wombat::MamdaOrderBook | |
deleteEntriesFromSource(const MamaSource *source, MamdaOrderBookBasicDeltaList *delta) | Wombat::MamdaOrderBook | |
deleteEntry(MamdaOrderBookEntry *entry, const MamaDateTime &eventTime, MamdaOrderBookBasicDelta *delta) | Wombat::MamdaOrderBook | |
deleteLevel(const MamdaOrderBookPriceLevel &level) | Wombat::MamdaOrderBook | |
detach(MamdaOrderBookPriceLevel *level) | Wombat::MamdaOrderBook | |
detach(MamdaOrderBookEntry *entry) | Wombat::MamdaOrderBook | |
dump(ostream &output) const | Wombat::MamdaOrderBook | |
findLevel(double price, MamdaOrderBookPriceLevel::Side side) | Wombat::MamdaOrderBook | |
findLevel(MamaPrice &price, MamdaOrderBookPriceLevel::Side side) | Wombat::MamdaOrderBook | |
findOrCreateLevel(double price, MamdaOrderBookPriceLevel::Side side) | Wombat::MamdaOrderBook | |
findOrCreateLevel(MamaPrice &price, MamdaOrderBookPriceLevel::Side side) | Wombat::MamdaOrderBook | |
findOrCreateLevel(double price, MamdaOrderBookPriceLevel::Side side, MamdaOrderBookPriceLevel::Action &action) | Wombat::MamdaOrderBook | |
findOrCreateLevel(MamaPrice &price, MamdaOrderBookPriceLevel::Side side, MamdaOrderBookPriceLevel::Action &action) | Wombat::MamdaOrderBook | |
generateDeltaMsgs(bool generate) | Wombat::MamdaOrderBook | |
getAskMarketOrders() const | Wombat::MamdaOrderBook | |
getBidMarketOrders() const | Wombat::MamdaOrderBook | |
getBookContributors() const | Wombat::MamdaOrderBook | |
getBookContributorsModified() const | Wombat::MamdaOrderBook | |
getBookTime() const | Wombat::MamdaOrderBook | |
getCheckSourceState() const | Wombat::MamdaOrderBook | |
getClosure() const | Wombat::MamdaOrderBook | |
getEntryAtPosition(mama_u32_t pos, MamdaOrderBookPriceLevel::Side side) const | Wombat::MamdaOrderBook | |
getGenerateDeltaMsgs() | Wombat::MamdaOrderBook | |
getIsConsistent() const | Wombat::MamdaOrderBook | |
getLevelAtPosition(mama_u32_t pos, MamdaOrderBookPriceLevel::Side side) const | Wombat::MamdaOrderBook | |
getLevelAtPrice(double price, MamdaOrderBookPriceLevel::Side side) const | Wombat::MamdaOrderBook | |
getMarketOrdersSide(MamdaOrderBookPriceLevel::Side side) | Wombat::MamdaOrderBook | |
getNeedsReevaluation() const | Wombat::MamdaOrderBook | |
getNumAskLevels() const | Wombat::MamdaOrderBook | |
getNumBidLevels() const | Wombat::MamdaOrderBook | |
getOrCreateMarketOrdersSide(MamdaOrderBookPriceLevel::Side side) | Wombat::MamdaOrderBook | |
getPartId() const | Wombat::MamdaOrderBook | |
getQuality() const | Wombat::MamdaOrderBook | |
getSource() const | Wombat::MamdaOrderBook | |
getSourceDerivative() const | Wombat::MamdaOrderBook | |
getSymbol() const | Wombat::MamdaOrderBook | |
getTotalNumLevels() const | Wombat::MamdaOrderBook | |
hasBookContributors() const | Wombat::MamdaOrderBook | |
hasPartId() const | Wombat::MamdaOrderBook | |
MamdaOrderBook() | Wombat::MamdaOrderBook | |
MamdaOrderBook(const MamdaOrderBook &) | Wombat::MamdaOrderBook | |
operator!=(const MamdaOrderBook &rhs) const | Wombat::MamdaOrderBook | |
operator=(const MamdaOrderBook &) | Wombat::MamdaOrderBook | |
operator==(const MamdaOrderBook &rhs) const | Wombat::MamdaOrderBook | |
populateDelta(MamaMsg &msg) | Wombat::MamdaOrderBook | |
populateRecap(MamaMsg &msg) | Wombat::MamdaOrderBook | |
reevaluate() | Wombat::MamdaOrderBook | |
setAsDeltaDeleted(const MamdaOrderBook &bookToDelete) | Wombat::MamdaOrderBook | |
setAsDeltaDifference(const MamdaOrderBook &lhs, const MamdaOrderBook &rhs) | Wombat::MamdaOrderBook | |
setBookContributors(const char *bookContributors) | Wombat::MamdaOrderBook | |
setBookContributorsModified(bool modified) | Wombat::MamdaOrderBook | |
setBookTime(const MamaDateTime &bookTime) const | Wombat::MamdaOrderBook | |
setCheckSourceState(bool check) | Wombat::MamdaOrderBook | |
setClosure(void *closure) | Wombat::MamdaOrderBook | |
setIsConsistent(bool isConsistent) | Wombat::MamdaOrderBook | |
setNeedsReevaluation(bool need) | Wombat::MamdaOrderBook | |
setPartId(const char *partId) | Wombat::MamdaOrderBook | |
setQuality(mamaQuality quality) | Wombat::MamdaOrderBook | |
setSourceDerivative(const MamaSourceDerivative *sourceDeriv) | Wombat::MamdaOrderBook | |
setStrictChecking(bool strict) | Wombat::MamdaOrderBook | static |
setSymbol(const char *symbol) | Wombat::MamdaOrderBook | |
updateEntry(MamdaOrderBookEntry *entry, mama_quantity_t size, const MamaDateTime &eventTime, MamdaOrderBookBasicDelta *delta) | Wombat::MamdaOrderBook | |
updateLevel(const MamdaOrderBookPriceLevel &level) | Wombat::MamdaOrderBook | |
~MamdaOrderBook() | Wombat::MamdaOrderBook | |