MamdaOrderBookDelta is an interface that provides access to order book related fields. More...
#include <MamdaOrderBookDelta.h>
Public Member Functions | |
virtual const MamdaOrderBook & | getDeltaOrderBook () const =0 |
Return the order book delta. | |
virtual | ~MamdaOrderBookDelta () |
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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. |
MamdaOrderBookDelta is an interface that provides access to order book related fields.
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virtual |
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pure virtual |
Return the order book delta.
In the case of recap order book, the delta will be the entire recap.