OpenMAMA
MamdaQuoteRecap.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 MamdaQuoteRecapH
23 #define MamdaQuoteRecapH
24 
25 #include <mamda/MamdaConfig.h>
26 #include <mamda/MamdaBasicRecap.h>
27 #include <mamda/MamdaFieldState.h>
28 #include <mama/types.h>
29 
30 namespace Wombat
31 {
32 
37  class MAMDAExpDLL MamdaQuoteRecap : public MamdaBasicRecap
38  {
39  public:
40 
48  virtual const MamaPrice& getBidPrice() const = 0;
49 
57  virtual mama_quantity_t getBidSize() const = 0;
58 
67  virtual mama_quantity_t getBidDepth() const = 0;
68 
75  virtual const char* getBidPartId() const = 0;
76 
87  virtual const MamaPrice& getBidClosePrice() const = 0;
88 
96  virtual const MamaDateTime& getBidCloseDate() const = 0;
97 
103  virtual const MamaPrice& getBidPrevClosePrice() const = 0;
104 
111  virtual const MamaDateTime& getBidPrevCloseDate() const = 0;
112 
118  virtual const MamaPrice& getBidHigh() const = 0;
119 
125  virtual const MamaPrice& getBidLow() const = 0;
126 
134  virtual const MamaPrice& getAskPrice() const = 0;
135 
142  virtual mama_quantity_t getAskSize() const = 0;
143 
152  virtual mama_quantity_t getAskDepth() const = 0;
153 
160  virtual const char* getAskPartId() const = 0;
161 
172  virtual const MamaPrice& getAskClosePrice() const = 0;
173 
181  virtual const MamaDateTime& getAskCloseDate() const = 0;
182 
188  virtual const MamaPrice& getAskPrevClosePrice() const = 0;
189 
196  virtual const MamaDateTime& getAskPrevCloseDate() const = 0;
197 
203  virtual const MamaPrice& getAskHigh() const = 0;
204 
210  virtual const MamaPrice& getAskLow() const = 0;
211 
219  virtual const MamaPrice& getQuoteMidPrice() const = 0;
220 
227  virtual mama_u32_t getQuoteCount() const = 0;
228 
406  virtual const char* getQuoteQualStr() const = 0;
407 
415  virtual const char* getQuoteQualNative() const = 0;
416 
447  virtual char getShortSaleBidTick() const = 0;
448 
454  virtual const MamaDateTime& getAskTime() const = 0;
455 
461  virtual const MamaDateTime& getBidTime() const = 0;
462 
468  virtual const MamaDateTime& getQuoteDate() const = 0;
469 
475  virtual const char* getAskIndicator() const = 0;
476 
482  virtual const char* getBidIndicator() const = 0;
483 
489  virtual mama_u32_t getAskUpdateCount() const = 0;
490 
496  virtual mama_u32_t getBidUpdateCount() const = 0;
497 
503  virtual double getAskYield() const = 0;
504 
510  virtual double getBidYield() const = 0;
511 
517  virtual const char* getAskSizesList() const = 0;
518 
524  virtual const char* getBidSizesList() const = 0;
525 
538  virtual char getShortSaleCircuitBreaker() const = 0;
539 
540 
541  /* FieldState Accessors ******/
542 
548  virtual MamdaFieldState getBidPriceFieldState() const = 0;
549 
555  virtual MamdaFieldState getBidSizeFieldState() const = 0;
556 
562  virtual MamdaFieldState getBidDepthFieldState() const = 0;
563 
569  virtual MamdaFieldState getBidPartIdFieldState() const = 0;
570 
576  virtual MamdaFieldState getAskPriceFieldState() const = 0;
577 
583  virtual MamdaFieldState getAskSizeFieldState() const = 0;
584 
590  virtual MamdaFieldState getAskDepthFieldState() const = 0;
591 
597  virtual MamdaFieldState getAskPartIdFieldState() const = 0;
598 
604  virtual MamdaFieldState getQuoteMidPriceFieldState() const = 0;
605 
611  virtual MamdaFieldState getQuoteQualStrFieldState() const = 0;
612 
618  virtual MamdaFieldState getQuoteQualNativeFieldState() const = 0;
619 
625  virtual MamdaFieldState getShortSaleBidTickFieldState() const = 0;
626 
632  virtual MamdaFieldState getAskTimeFieldState() const = 0;
633 
639  virtual MamdaFieldState getBidTimeFieldState() const = 0;
640 
646  virtual MamdaFieldState getQuoteDateFieldState() const = 0;
647 
653  virtual MamdaFieldState getAskIndicatorFieldState() const = 0;
654 
660  virtual MamdaFieldState getBidIndicatorFieldState() const = 0;
661 
667  virtual MamdaFieldState getAskUpdateCountFieldState() const = 0;
668 
674  virtual MamdaFieldState getBidUpdateCountFieldState() const = 0;
675 
681  virtual MamdaFieldState getAskYieldFieldState() const = 0;
682 
688  virtual MamdaFieldState getBidYieldFieldState() const = 0;
689 
695  virtual MamdaFieldState getAskSizesListFieldState() const = 0;
696 
702  virtual MamdaFieldState getBidSizesListFieldState() const = 0;
703 
708  virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const = 0;
709 
710  virtual ~MamdaQuoteRecap() {};
711 
712  };
713 
714 } // namespace
715 
716 #endif // MamdaQuoteRecapH


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