Main Page
Namespaces
Classes
Files
File List
File Members
MamdaOrderBookFields.h
Go to the documentation of this file.
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 MamdaOrderBookFieldsH
23
#define MamdaOrderBookFieldsH
24
25
#include <
mamda/MamdaOptionalConfig.h
>
26
#include <mama/types.h>
27
28
namespace
Wombat
29
{
30
31
class
MamaFieldDescriptor;
32
class
MamaDictionary;
33
42
class
MAMDAOPTExpDLL
MamdaOrderBookFields
43
{
44
public
:
45
static
const
MamaFieldDescriptor*
BOOK_TIME
;
46
static
const
MamaFieldDescriptor*
NUM_LEVELS
;
47
static
const
MamaFieldDescriptor*
BOOK_PROPERTIES
;
48
static
const
MamaFieldDescriptor*
BOOK_TYPE
;
49
static
const
MamaFieldDescriptor*
BOOK_PROP_MSG_TYPE
;
50
static
const
MamaFieldDescriptor*
PRICE_LEVELS
;
51
static
const
MamaFieldDescriptor*
PL_ACTION
;
52
static
const
MamaFieldDescriptor*
PL_PRICE
;
53
static
const
MamaFieldDescriptor*
PL_SIDE
;
54
static
const
MamaFieldDescriptor*
PL_SIZE
;
55
static
const
MamaFieldDescriptor*
PL_SIZE_CHANGE
;
56
static
const
MamaFieldDescriptor*
PL_TIME
;
57
static
const
MamaFieldDescriptor*
PL_NUM_ENTRIES
;
58
static
const
MamaFieldDescriptor*
PL_NUM_ATTACH
;
59
static
const
MamaFieldDescriptor*
PL_ENTRIES
;
60
static
const
MamaFieldDescriptor*
PL_PROPERTIES
;
61
static
const
MamaFieldDescriptor*
PL_PROP_MSG_TYPE
;
62
static
const
MamaFieldDescriptor*
ENTRY_ID
;
63
static
const
MamaFieldDescriptor*
ENTRY_ACTION
;
64
static
const
MamaFieldDescriptor*
ENTRY_REASON
;
65
static
const
MamaFieldDescriptor*
ENTRY_SIZE
;
66
static
const
MamaFieldDescriptor*
ENTRY_TIME
;
67
static
const
MamaFieldDescriptor*
ENTRY_STATUS
;
68
static
const
MamaFieldDescriptor*
ENTRY_PROPERTIES
;
69
static
const
MamaFieldDescriptor*
ENTRY_PROP_MSG_TYPE
;
70
static
const
MamaFieldDescriptor*
BID_MARKET_ORDERS
;
71
static
const
MamaFieldDescriptor*
ASK_MARKET_ORDERS
;
72
static
const
MamaFieldDescriptor**
PRICE_LEVEL
;
73
static
int
PRICE_LEVEL_LENGTH
;
74
static
const
MamaFieldDescriptor**
PL_ENTRY
;
75
static
int
PL_ENTRY_LENGTH
;
76
static
const
MamaFieldDescriptor*
BOOK_CONTRIBUTORS
;
77
78
79
// calling setDictionary will also set the Common Fields
80
static
void
setDictionary (
const
MamaDictionary& dictionary);
81
static
void
reset ();
82
static
mama_u16_t getMaxFid();
83
static
bool
isSet ();
84
89
static
int
getNumLevelFields ();
90
95
static
int
getNumEntryFields ();
96
101
static
bool
getHasVectorFields();
102
107
static
bool
getHasFixedLevelFields();
108
111
static
const
MamaDictionary& getDictionary();
112
};
113
114
}
// namespace Wombat
115
116
#endif // MamdaOrderBookFieldsH
© 2012 Linux Foundation