Public Member Functions |
| MamdaOrderBookDepthFilter (MamdaOrderBookListener &parent, size_t depth) |
virtual | ~MamdaOrderBookDepthFilter () |
virtual void | addHandler (MamdaOrderBookHandler *handler) |
| Add a specialized order book handler.
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virtual void | removeHandlers () |
| Remove the reference of handlers from the internal list.
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virtual const MamdaOrderBook * | getOrderBook () const |
| Return the filtered orderbook.
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virtual const MamdaOrderBook * | getFullOrderBook () const |
| Return the full depth orderbook.
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virtual void | onMsg (MamdaSubscription *subscription, const MamaMsg &msg, short msgType) |
| Implementation of MamdaListener interface.
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virtual void | onBookRecap (MamdaSubscription *subscription, MamdaOrderBookListener &listener, const MamaMsg *msg, const MamdaOrderBookComplexDelta *delta, const MamdaOrderBookRecap &event, const MamdaOrderBook &book) |
| Method invoked when a full refresh of the order book for the security is available.
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virtual void | onBookDelta (MamdaSubscription *subscription, MamdaOrderBookListener &listener, const MamaMsg *msg, const MamdaOrderBookSimpleDelta &event, const MamdaOrderBook &book) |
| Method invoked when a basic order book delta is reported.
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virtual void | onBookComplexDelta (MamdaSubscription *subscription, MamdaOrderBookListener &listener, const MamaMsg *msg, const MamdaOrderBookComplexDelta &event, const MamdaOrderBook &book) |
| Method invoked when an order book delta is reported.
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virtual void | onBookClear (MamdaSubscription *subscription, MamdaOrderBookListener &listener, const MamaMsg *msg, const MamdaOrderBookClear &event, const MamdaOrderBook &book) |
| Method invoked when an order book is cleared.
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virtual void | onBookGap (MamdaSubscription *subscription, MamdaOrderBookListener &listener, const MamaMsg *msg, const MamdaOrderBookGap &event, const MamdaOrderBook &book) |
| Method invoked when a gap in order book updates is discovered.
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| MamdaOrderBookListener (MamdaOrderBook *fullBook=NULL) |
| Create an order book listener using an optional user-provided object for the full order book.
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virtual | ~MamdaOrderBookListener () |
virtual void | setProcessEntries (bool process) |
| Set whether we are interested in "entry level" information at all.
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virtual bool | getProcessEntries () const |
| Get whether we are interested in "entry level" information.
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virtual void | setProcessMarketOrders (bool process) |
| Set whether we are interested in market order information, if available.
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virtual bool | getProcessMarketOrders () const |
| Get whether we are interested in market order information.
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virtual void | addIgnoreEntryId (const char *id) |
| Add an entry ID to ignore.
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virtual void | removeIgnoreEntryId (const char *id) |
| Remove an entry ID to ignore.
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virtual void | clear () |
| Clear all cached data fields.
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virtual const char * | getSymbol () const |
virtual const char * | getPartId () const |
virtual const MamaDateTime & | getSrcTime () const |
virtual const MamaDateTime & | getActivityTime () const |
virtual const MamaDateTime & | getLineTime () const |
virtual const MamaDateTime & | getSendTime () const |
virtual const MamaMsgQual & | getMsgQual () const |
virtual const MamaDateTime & | getEventTime () const |
virtual mama_seqnum_t | getEventSeqNum () const |
virtual MamdaFieldState | getSymbolFieldState () const |
virtual MamdaFieldState | getPartIdFieldState () const |
virtual MamdaFieldState | getEventSeqNumFieldState () const |
virtual MamdaFieldState | getEventTimeFieldState () const |
virtual MamdaFieldState | getSrcTimeFieldState () const |
virtual MamdaFieldState | getActivityTimeFieldState () const |
virtual MamdaFieldState | getLineTimeFieldState () const |
virtual MamdaFieldState | getSendTimeFieldState () const |
virtual MamdaFieldState | getMsgQualFieldState () const |
virtual MamdaOrderBook * | getOrderBook () |
virtual mama_seqnum_t | getBeginGapSeqNum () const |
virtual mama_seqnum_t | getEndGapSeqNum () const |
virtual void | setUseEntryManager (bool useManager) |
| Set whether to use an "entry manager" for finding entries in a book.
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virtual void | setEntryIdsAreUnique (bool uniqueIds) |
| Set whether the entry IDs are unique across the entire book.
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virtual void | setKeepBasicDeltas (bool keep) |
| Set whether to gather individual basic deltas when processing a complex delta.
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virtual void | setUpdateInconsistentBook (bool update) |
| Whether to handle or ignore updates sent for an inconsistent book.
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virtual void | setUpdateStaleBook (bool update) |
| Whether to handle or ignore updates sent for a stale order book.
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virtual void | setClearStaleBook (bool clear) |
| Whether to clear the order book upon detection of a stale book condition.
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virtual void | setQuality (MamdaSubscription *sub, mamaQuality quality) |
| Change the order book quality and invoke appropriate callbacks.
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virtual void | setConflateDeltas (bool conflate) |
| Whether to conflate the order book deltas.
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virtual bool | getConflateDeltas () |
| Whether or not order book deltas are conflated.
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virtual void | setConflationInterval (double interval) |
| The conflation interval.
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virtual void | forceInvokeDeltaHandlers () |
| Invoke delta handlers immediately if there is a conflated delta pending.
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virtual void | clearConflatedDeltas () |
| Clear any pending conflated deltas.
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virtual void | acquireReadLock () |
| Acquire a read lock on the full book, so that an alternative running thread can view the book without it being changed from within the MamdaBookListener.
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virtual void | releaseReadLock () |
| Release the read lock on the full book.
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virtual void | acquireWriteLock () |
virtual void | releaseWriteLock () |
virtual void | getBookSnapShot (MamdaOrderBook &result) |
| A thread safe function that can be called to populate a snapshot of the full book for the given symbol providing there already exists a MamdaBookListener for the symbol within the process.
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virtual void | setBookPropertyFids (mama_fid_t *fids, mama_size_t numFids) |
| Set the FIDs for any additional fields to cached in the book properties for the book.
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virtual void | setLevelPropertyFids (mama_fid_t *fids, mama_size_t numFids) |
| Set the FIDs for any additional fields to cached in the price level properties for the book.
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virtual void | setEntryPropertyFids (mama_fid_t *fids, mama_size_t numFids) |
| Set the FIDs for any additional fields to cached in the entry properties for the book.
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virtual | ~MamdaMsgListener () |
Public Member Functions inherited from Wombat::MamdaOrderBookHandler |
virtual void | onMarketOrderDelta (MamdaSubscription *subscription, MamdaOrderBookListener &listener, const MamaMsg *msg, const MamdaOrderBookSimpleDelta &event, const MamdaOrderBook &book) |
| Deprecated.
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virtual void | onMarketOrderComplexDelta (MamdaSubscription *subscription, MamdaOrderBookListener &listener, const MamaMsg *msg, const MamdaOrderBookComplexDelta &event, const MamdaOrderBook &book) |
| Deprecated.
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virtual | ~MamdaOrderBookHandler () |