MamdaBookAtomicLevel is an interface that provides access to trade related fields. More...
#include <MamdaBookAtomicLevel.h>
Public Member Functions | |
virtual mama_u32_t | getPriceLevelNumLevels () const =0 |
Return the number of price levels in the order book update. | |
virtual mama_u32_t | getPriceLevelNum () const =0 |
Return at which position this level is within an update containing a number of levels. | |
virtual double | getPriceLevelPrice () const =0 |
Return the price for this price level. | |
virtual MamaPrice & | getPriceLevelMamaPrice () const =0 |
Return the MamaPrice for this price level. | |
virtual mama_f64_t | getPriceLevelSize () const =0 |
Return the number of order entries comprising this price level. | |
virtual mama_i64_t | getPriceLevelSizeChange () const =0 |
Aggregate size at current price level. | |
virtual char | getPriceLevelAction () const =0 |
The action to apply to the orderbook for this price level. | |
virtual char | getPriceLevelSide () const =0 |
Side of book at current price level. | |
virtual const MamaDateTime & | getPriceLevelTime () const =0 |
Time of order book price level. | |
virtual mama_f32_t | getPriceLevelNumEntries () const =0 |
Number of order book entries at current price level. | |
virtual MamdaOrderBookTypes::OrderType | getOrderType () const =0 |
Get the Order Type. | |
virtual void | setOrderType (MamdaOrderBookTypes::OrderType orderType) const =0 |
Set the Order Type. | |
virtual | ~MamdaBookAtomicLevel () |
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virtual const char * | getSymbol () const =0 |
Get the string symbol for the instrument. | |
virtual MamdaFieldState | getSymbolFieldState () const =0 |
Get the string symbol field state for the instrument. | |
virtual const char * | getPartId () const =0 |
Get the participant identifier. | |
virtual MamdaFieldState | getPartIdFieldState () const =0 |
Get the participant identifier field state. | |
virtual const MamaDateTime & | getSrcTime () const =0 |
Get the source time of the update. | |
virtual MamdaFieldState | getSrcTimeFieldState () const =0 |
Get the source time field state. | |
virtual const MamaDateTime & | getActivityTime () const =0 |
Get the activity time of the update. | |
virtual MamdaFieldState | getActivityTimeFieldState () const =0 |
Get the activity time field state. | |
virtual const MamaDateTime & | getLineTime () const =0 |
Get the line time of the update. | |
virtual MamdaFieldState | getLineTimeFieldState () const =0 |
Get the line time field state. | |
virtual const MamaDateTime & | getSendTime () const =0 |
Get the send time of the update. | |
virtual MamdaFieldState | getSendTimeFieldState () const =0 |
Get the send time field state. | |
virtual | ~MamdaBasicRecap () |
Destructor. |
MamdaBookAtomicLevel is an interface that provides access to trade related fields.
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virtual |
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pure virtual |
Return the number of price levels in the order book update.
Implemented in Wombat::MamdaBookAtomicListener.
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pure virtual |
Return at which position this level is within an update containing a number of levels.
(i.e. level m of n levels in the update)
Implemented in Wombat::MamdaBookAtomicListener.
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pure virtual |
Return the price for this price level.
Implemented in Wombat::MamdaBookAtomicListener.
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pure virtual |
Return the MamaPrice for this price level.
Implemented in Wombat::MamdaBookAtomicListener.
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pure virtual |
Return the number of order entries comprising this price level.
Implemented in Wombat::MamdaBookAtomicListener.
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pure virtual |
Aggregate size at current price level.
Implemented in Wombat::MamdaBookAtomicListener.
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pure virtual |
The action to apply to the orderbook for this price level.
Can have a value of:
Implemented in Wombat::MamdaBookAtomicListener.
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pure virtual |
Side of book at current price level.
Implemented in Wombat::MamdaBookAtomicListener.
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pure virtual |
Time of order book price level.
Implemented in Wombat::MamdaBookAtomicListener.
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pure virtual |
Number of order book entries at current price level.
Implemented in Wombat::MamdaBookAtomicListener.
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pure virtual |
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pure virtual |
Set the Order Type.
Implemented in Wombat::MamdaBookAtomicListener.