OpenMAMA
Wombat::MamdaOrderBookSimpleDelta Class Reference

MamdaOrderBookSimpleDelta is a class that saves information about a simple order book delta. More...

#include <MamdaOrderBookSimpleDelta.h>

Inheritance diagram for Wombat::MamdaOrderBookSimpleDelta:
Wombat::MamdaOrderBookBasicDelta Wombat::MamdaBasicEvent Wombat::MamdaOrderBookConcreteSimpleDelta

Public Member Functions

 MamdaOrderBookSimpleDelta (const MamdaOrderBookSimpleDelta &copy)
 MamdaOrderBookSimpleDelta ()
virtual ~MamdaOrderBookSimpleDelta ()
- Public Member Functions inherited from Wombat::MamdaOrderBookBasicDelta
 MamdaOrderBookBasicDelta ()
 MamdaOrderBookBasicDelta (const MamdaOrderBookBasicDelta &)
virtual ~MamdaOrderBookBasicDelta ()
virtual void clear ()
 Clear the delta.
virtual void set (MamdaOrderBookEntry *entry, MamdaOrderBookPriceLevel *level, mama_quantity_t plDeltaSize, MamdaOrderBookPriceLevel::Action plAction, MamdaOrderBookEntry::Action entryAction)
 Set the delta info.
void setPriceLevel (MamdaOrderBookPriceLevel *level)
 Set the MamdaOrderBookPriceLevel object to which this entry belongs.
void setPlDeltaAction (MamdaOrderBookPriceLevel::Action action)
 Set the delta action with respect to the price level.
void setPlDeltaSize (mama_quantity_t size)
 Set the price level delta size.
void applyPlDeltaSize (mama_quantity_t size)
 Apply the price level delta size to the existing size, giving the net effect.
MamdaOrderBookPriceLevelgetPriceLevel () const
 Get the MamdaOrderBookPriceLevel object related to this basic delta.
MamdaOrderBookEntrygetEntry () const
 Get the MamdaOrderBookEntry object related to this basic delta.
mama_quantity_t getPlDeltaSize () const
 Get the difference in size for the price level.
MamdaOrderBookPriceLevel::Action getPlDeltaAction () const
 Get the delta action with respect to the price level.
MamdaOrderBookEntry::Action getEntryDeltaAction () const
 Get the delta action with respect to the entry.
void setEntryDeltaAction (MamdaOrderBookEntry::Action action)
 Get the delta action with respect to the entry.
virtual const MamdaOrderBookgetOrderBook () const
 Get the MamdaOrderBook object to which this delta belongs.
void dump (ostream &output) const
 Dump the simple update to the output stream.
- Public Member Functions inherited from Wombat::MamdaBasicEvent
virtual const char * getSymbol () const =0
 Get the instruments string symbol.
virtual MamdaFieldState getSymbolFieldState () const =0
 Get the string symbol field state.
virtual const char * getPartId () const =0
 Get the participant identifier.
virtual MamdaFieldState getPartIdFieldState () const =0
 Get the participant identifier field state.
virtual mama_seqnum_t getEventSeqNum () const =0
 Get the event sequence number.
virtual MamdaFieldState getEventSeqNumFieldState () const =0
 Get the event sequence number field state.
virtual const MamaDateTime & getEventTime () const =0
 Get the event time.
virtual MamdaFieldState getEventTimeFieldState () const =0
 Get the event time field state.
virtual const MamaDateTime & getSrcTime () const =0
 Get the source time.
virtual MamdaFieldState getSrcTimeFieldState () const =0
 Get the source time field state.
virtual const MamaDateTime & getActivityTime () const =0
 Get the activity time.
virtual MamdaFieldState getActivityTimeFieldState () const =0
 Get the activity time field state.
virtual const MamaDateTime & getLineTime () const =0
 Get the line time.
virtual MamdaFieldState getLineTimeFieldState () const =0
 Get the line time of the update.
virtual const MamaDateTime & getSendTime () const =0
 Get the send time.
virtual MamdaFieldState getSendTimeFieldState () const =0
 Get the send time field state.
virtual const MamaMsgQual & getMsgQual () const =0
 Get the message qualifier.
virtual MamdaFieldState getMsgQualFieldState () const =0
 Get the message qualifier field state.
virtual ~MamdaBasicEvent ()
 Destructor.

Additional Inherited Members

- Protected Attributes inherited from Wombat::MamdaOrderBookBasicDelta
MamdaOrderBookPriceLevelmPriceLevel
MamdaOrderBookEntrymEntry
mama_quantity_t mPlDeltaSize
MamdaOrderBookPriceLevel::Action mPlAction
MamdaOrderBookEntry::Action mEntryAction

Detailed Description

MamdaOrderBookSimpleDelta is a class that saves information about a simple order book delta.

A simple delta is one that affects a single order book entry.

Constructor & Destructor Documentation

Wombat::MamdaOrderBookSimpleDelta::MamdaOrderBookSimpleDelta ( const MamdaOrderBookSimpleDelta copy)
Wombat::MamdaOrderBookSimpleDelta::MamdaOrderBookSimpleDelta ( )
{}
virtual Wombat::MamdaOrderBookSimpleDelta::~MamdaOrderBookSimpleDelta ( )
virtual
{}

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


© 2012 Linux Foundation