OpenMAMA
MamdaTradeRecap.h
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1 /* $Id$
2  *
3  * OpenMAMA: The open middleware agnostic messaging API
4  * Copyright (C) 2011 NYSE Technologies, Inc.
5  *
6  * This library is free software; you can redistribute it and/or
7  * modify it under the terms of the GNU Lesser General Public
8  * License as published by the Free Software Foundation; either
9  * version 2.1 of the License, or (at your option) any later version.
10  *
11  * This library is distributed in the hope that it will be useful,
12  * but WITHOUT ANY WARRANTY; without even the implied warranty of
13  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14  * Lesser General Public License for more details.
15  *
16  * You should have received a copy of the GNU Lesser General Public
17  * License along with this library; if not, write to the Free Software
18  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
19  * 02110-1301 USA
20  */
21 
22 #ifndef MamdaTradeRecapH
23 #define MamdaTradeRecapH
24 
25 #include <mamda/MamdaConfig.h>
26 #include <mamda/MamdaBasicRecap.h>
29 #include <mamda/MamdaFieldState.h>
30 
31 namespace Wombat
32 {
33 
38  class MAMDAExpDLL MamdaTradeRecap : public MamdaBasicRecap
39  {
40  public:
41 
48  virtual const MamaPrice& getLastPrice() const = 0;
49 
56  virtual mama_quantity_t getLastVolume() const = 0;
57 
64  virtual const char* getLastPartId() const = 0;
65 
74  virtual const MamaDateTime& getLastTime() const = 0;
75 
82  virtual const MamaPrice& getIrregPrice() const = 0;
83 
90  virtual mama_quantity_t getIrregVolume() const = 0;
91 
98  virtual const char* getIrregPartId() const = 0;
99 
108  virtual const MamaDateTime& getIrregTime() const = 0;
109 
118  virtual const MamaDateTime& getTradeDate() const = 0;
119 
125  virtual mama_u32_t getTradeCount() const = 0;
126 
133  virtual mama_quantity_t getAccVolume() const = 0;
134 
141  virtual mama_quantity_t getOffExAccVolume() const = 0;
142 
149  virtual mama_quantity_t getOnExAccVolume() const = 0;
150 
157  virtual const MamaPrice& getNetChange() const = 0;
158 
165  virtual double getPctChange() const = 0;
166 
172  virtual MamdaTradeDirection getTradeDirection() const = 0;
173 
180  virtual const MamaPrice& getOpenPrice() const = 0;
181 
187  virtual const MamaPrice& getHighPrice() const = 0;
188 
194  virtual const MamaPrice& getLowPrice() const = 0;
195 
203  virtual const MamaPrice& getClosePrice() const = 0;
204 
214  virtual const MamaPrice& getPrevClosePrice() const = 0;
215 
223  virtual const MamaPrice& getAdjPrevClosePrice() const = 0;
224 
231  virtual const MamaDateTime& getPrevCloseDate() const = 0;
232 
238  virtual mama_u32_t getBlockCount() const = 0;
239 
245  virtual mama_quantity_t getBlockVolume() const = 0;
246 
254  virtual double getVwap() const = 0;
255 
263  virtual double getOffExVwap() const = 0;
264 
272  virtual double getOnExVwap() const = 0;
273 
281  virtual double getTotalValue() const = 0;
282 
290  virtual double getOffExTotalValue() const = 0;
291 
299  virtual double getOnExTotalValue() const = 0;
300 
307  virtual double getStdDev() const = 0;
308 
314  virtual double getStdDevSum() const = 0;
315 
321  virtual double getStdDevSumSquares() const = 0;
322 
328  virtual const char* getTradeUnits() const = 0;
329 
335  virtual mama_seqnum_t getLastSeqNum() const = 0;
336 
342  virtual mama_seqnum_t getHighSeqNum() const = 0;
343 
349  virtual mama_seqnum_t getLowSeqNum() const = 0;
350 
356  virtual mama_seqnum_t getEventSeqNum() const = 0;
357 
358  virtual mama_seqnum_t getTotalVolumeSeqNum() const = 0;
359 
365  virtual const char* getCurrencyCode() const = 0;
366 
372  virtual const MamaPrice& getSettlePrice() const = 0;
373 
379  virtual const MamaDateTime& getSettleDate() const = 0;
380 
386  virtual MamdaTradeExecVenue getTradeExecVenue() const = 0;
387 
394  virtual const MamaPrice& getOffExchangeTradePrice() const = 0;
395 
402  virtual const MamaPrice& getOnExchangeTradePrice() const = 0;
403 
419  virtual const char* getSide() const = 0;
420 
433  virtual char getShortSaleCircuitBreaker() const=0;
434 
435 
436  /* FieldState Accessors */
437 
442  virtual MamdaFieldState getLastPriceFieldState() const = 0;
443 
448  virtual MamdaFieldState getLastVolumeFieldState() const = 0;
449 
454  virtual MamdaFieldState getLastPartIdFieldState() const = 0;
455 
460  virtual MamdaFieldState getLastTimeFieldState() const = 0;
461 
466  virtual MamdaFieldState getIrregPriceFieldState() const = 0;
467 
472  virtual MamdaFieldState getIrregVolumeFieldState() const = 0;
473 
478  virtual MamdaFieldState getIrregPartIdFieldState() const = 0;
479 
484  virtual MamdaFieldState getIrregTimeFieldState() const = 0;
485 
490  virtual MamdaFieldState getTradeDateFieldState() const = 0;
491 
496  virtual MamdaFieldState getTradeCountFieldState() const = 0;
497 
502  virtual MamdaFieldState getAccVolumeFieldState() const = 0;
503 
508  virtual MamdaFieldState getOffExAccVolumeFieldState() const = 0;
509 
514  virtual MamdaFieldState getOnExAccVolumeFieldState() const = 0;
515 
520  virtual MamdaFieldState getNetChangeFieldState() const = 0;
521 
526  virtual MamdaFieldState getPctChangeFieldState() const = 0;
527 
532  virtual MamdaFieldState getTradeDirectionFieldState() const = 0;
533 
538  virtual MamdaFieldState getOpenPriceFieldState() const = 0;
539 
544  virtual MamdaFieldState getHighPriceFieldState() const = 0;
545 
550  virtual MamdaFieldState getLowPriceFieldState() const = 0;
551 
556  virtual MamdaFieldState getClosePriceFieldState() const = 0;
557 
562  virtual MamdaFieldState getPrevClosePriceFieldState() const = 0;
563 
568  virtual MamdaFieldState getAdjPrevClosePriceFieldState() const = 0;
569 
574  virtual MamdaFieldState getPrevCloseDateFieldState() const = 0;
575 
580  virtual MamdaFieldState getBlockCountFieldState() const = 0;
581 
586  virtual MamdaFieldState getBlockVolumeFieldState() const = 0;
587 
592  virtual MamdaFieldState getVwapFieldState() const = 0;
593 
598  virtual MamdaFieldState getOffExVwapFieldState() const = 0;
599 
604  virtual MamdaFieldState getOnExVwapFieldState() const = 0;
605 
610  virtual MamdaFieldState getTotalValueFieldState() const = 0;
611 
616  virtual MamdaFieldState getOffExTotalValueFieldState() const = 0;
617 
622  virtual MamdaFieldState getOnExTotalValueFieldState() const = 0;
623 
628  virtual MamdaFieldState getStdDevFieldState() const = 0;
629 
634  virtual MamdaFieldState getStdDevSumFieldState() const = 0;
635 
640  virtual MamdaFieldState getStdDevSumSquaresFieldState() const = 0;
641 
646  virtual MamdaFieldState getTradeUnitsFieldState() const = 0;
647 
652  virtual MamdaFieldState getLastSeqNumFieldState() const = 0;
653 
658  virtual MamdaFieldState getHighSeqNumFieldState() const = 0;
659 
664  virtual MamdaFieldState getLowSeqNumFieldState() const = 0;
665 
670  virtual MamdaFieldState getEventSeqNumFieldState() const = 0;
671 
676  virtual MamdaFieldState getTotalVolumeSeqNumFieldState() const = 0;
677 
682  virtual MamdaFieldState getCurrencyCodeFieldState() const = 0;
683 
688  virtual MamdaFieldState getSettlePriceFieldState() const = 0;
689 
694  virtual MamdaFieldState getSettleDateFieldState() const = 0;
695 
700  virtual MamdaFieldState getOffExchangeTradePriceFieldState() const = 0;
701 
706  virtual MamdaFieldState getOnExchangeTradePriceFieldState() const = 0;
707 
712  virtual MamdaFieldState getSideFieldState() const = 0;
713 
718  virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const = 0;
719 
720  virtual ~MamdaTradeRecap() {};
721  };
722 
723 } // namespace
724 
725 #endif // MamdaTradeRecapH


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