OpenMAMA
Wombat::MamdaOrderBookDelta Class Reference

MamdaOrderBookDelta is an interface that provides access to order book related fields. More...

#include <MamdaOrderBookDelta.h>

Inheritance diagram for Wombat::MamdaOrderBookDelta:
Wombat::MamdaBasicEvent

Public Member Functions

virtual const MamdaOrderBookgetDeltaOrderBook () const =0
 Return the order book delta.
virtual ~MamdaOrderBookDelta ()
- 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.

Detailed Description

MamdaOrderBookDelta is an interface that provides access to order book related fields.

Constructor & Destructor Documentation

virtual Wombat::MamdaOrderBookDelta::~MamdaOrderBookDelta ( )
virtual
{};

Member Function Documentation

virtual const MamdaOrderBook& Wombat::MamdaOrderBookDelta::getDeltaOrderBook ( ) const
pure virtual

Return the order book delta.

In the case of recap order book, the delta will be the entire recap.

Returns
The order book delta.

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


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