OpenMAMA
Wombat::MamdaOrderImbalanceListener Class Reference

A MamdaOrderImbalanceListener is class that specializes in handling an imbalance order updates. More...

#include <MamdaOrderImbalanceListener.h>

Inheritance diagram for Wombat::MamdaOrderImbalanceListener:
Wombat::MamdaOrderImbalanceUpdate Wombat::MamdaMsgListener Wombat::MamdaOrderImbalanceRecap Wombat::MamdaBasicEvent Wombat::MamdaBasicRecap

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.
- Public Member Functions inherited from Wombat::MamdaOrderImbalanceUpdate
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 ()
- Public Member Functions inherited from Wombat::MamdaMsgListener
virtual void onMsg (MamdaSubscription *subscription, const MamaMsg &msg, short msgType)=0
virtual ~MamdaMsgListener ()
- Public Member Functions inherited from Wombat::MamdaOrderImbalanceRecap
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 ()

Detailed Description

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.

Constructor & Destructor Documentation

Wombat::MamdaOrderImbalanceListener::MamdaOrderImbalanceListener ( )
virtual Wombat::MamdaOrderImbalanceListener::~MamdaOrderImbalanceListener ( )
virtual

Member Function Documentation

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 ( )
virtual void Wombat::MamdaOrderImbalanceListener::onMsg ( MamdaSubscription subscription,
const MamaMsg &  msg,
short  msgType 
)
virtual

Implementation of MamdaListener interface.


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


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