OpenMAMA
MamdaOrderImbalanceRecap.h
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1 /* $Id$
2  *
3  * OpenMAMA: The open middleware agnostic messaging API
4  * Copyright (C) 2011 NYSE Technologies, Inc.
5  *
6  * This library is free software; you can redistribute it and/or
7  * modify it under the terms of the GNU Lesser General Public
8  * License as published by the Free Software Foundation; either
9  * version 2.1 of the License, or (at your option) any later version.
10  *
11  * This library is distributed in the hope that it will be useful,
12  * but WITHOUT ANY WARRANTY; without even the implied warranty of
13  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14  * Lesser General Public License for more details.
15  *
16  * You should have received a copy of the GNU Lesser General Public
17  * License along with this library; if not, write to the Free Software
18  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
19  * 02110-1301 USA
20  */
21 
22 #ifndef MamdaOrderImbalanceRecapH
23 #define MamdaOrderImbalanceRecapH
24 
25 #include <mamda/MamdaConfig.h>
26 #include <mamda/MamdaBasicRecap.h>
27 #include <mamda/MamdaFieldState.h>
28 #include <mama/mamacpp.h>
29 #include <stdio.h>
30 #include <string.h>
31 
32 namespace Wombat
33 {
34 
36  {
37  public:
38 
42  virtual const MamaDateTime& getAuctionTime() const = 0;
43 
49  virtual MamdaFieldState getAuctionTimeFieldState() const = 0;
50 
54  virtual int64_t getBuyVolume() const = 0;
55 
61  virtual MamdaFieldState getBuyVolumeFieldState() const = 0;
62 
66  virtual char getCrossType() const = 0;
67 
73  virtual MamdaFieldState getCrossTypeFieldState() const = 0;
74 
78  virtual mama_seqnum_t getEventSeqNum() const = 0 ;
79 
85  virtual MamdaFieldState getEventSeqNumFieldState() const = 0;
86 
90  virtual const MamaDateTime& getEventTime() const = 0;
91 
97  virtual MamdaFieldState getEventTimeFieldState() const = 0;
98 
102  virtual const MamaPrice& getFarClearingPrice() const = 0;
103 
109  virtual MamdaFieldState getFarClearingPriceFieldState() const = 0;
110 
114  virtual const MamaPrice& getHighIndicationPrice() const = 0;
115 
121  virtual MamdaFieldState getHighIndicationPriceFieldState() const = 0;
122 
126  virtual const MamaPrice& getImbalancePrice () const = 0;
127 
133  virtual MamdaFieldState getImbalancePriceFieldState() const = 0;
134 
138  virtual const MamaPrice& getMatchPrice() const = 0;
139 
145  virtual MamdaFieldState getMatchPriceFieldState() const = 0;
146 
150  virtual const char* getIssueSymbol() const = 0;
151 
157  virtual MamdaFieldState getIssueSymbolFieldState() const = 0;
158 
162  virtual const MamaPrice& getLowIndicationPrice() const = 0;
163 
169  virtual MamdaFieldState getLowIndicationPriceFieldState() const = 0;
170 
174  virtual int64_t getMatchVolume() const = 0;
175 
181  virtual MamdaFieldState getMatchVolumeFieldState() const = 0;
182 
186  virtual int32_t getMsgType() const = 0;
187 
193  virtual MamdaFieldState getMsgTypeFieldState() const = 0;
194 
198  virtual const MamaPrice& getNearClearingPrice() const = 0;
199 
205  virtual MamdaFieldState getNearClearingPriceFieldState() const = 0;
206 
210  virtual char getNoClearingPrice() const = 0;
211 
217  virtual MamdaFieldState getNoClearingPriceFieldState() const = 0;
218 
222  virtual const char* getPartId() const = 0;
223 
229  virtual MamdaFieldState getPartIdFieldState() const = 0;
230 
234  virtual char getPriceVarInd() const = 0;
235 
241  virtual MamdaFieldState getPriceVarIndFieldState() const = 0;
242 
246  virtual const char* getSecurityStatusOrig() const = 0;
247 
253  virtual MamdaFieldState getSecurityStatusOrigFieldState() const = 0;
254 
258  virtual const char* getImbalanceState() const = 0;
259 
265  virtual MamdaFieldState getImbalanceStateFieldState() const = 0;
266 
270  virtual const MamaDateTime& getSecurityStatusTime() const = 0;
271 
277  virtual MamdaFieldState getSecurityStatusTimeFieldState() const = 0;
278 
282  virtual int64_t getSellVolume() const = 0;
283 
289  virtual MamdaFieldState getSellVolumeFieldState() const = 0;
290 
294  virtual mama_seqnum_t getSeqNum() const = 0;
295 
301  virtual MamdaFieldState getSeqNumFieldState() const = 0;
302 
304 
305  };//class
306 
307 }//namespace
308 #endif


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