MamdaOrderBookBasicDelta is a class that saves information about a basic order book delta. More...
#include <MamdaOrderBookBasicDelta.h>
Public Member Functions | |
MamdaOrderBookBasicDelta () | |
MamdaOrderBookBasicDelta (const MamdaOrderBookBasicDelta &) | |
virtual | ~MamdaOrderBookBasicDelta () |
virtual void | clear () |
Clear the delta. More... | |
virtual void | set (MamdaOrderBookEntry *entry, MamdaOrderBookPriceLevel *level, mama_quantity_t plDeltaSize, MamdaOrderBookPriceLevel::Action plAction, MamdaOrderBookEntry::Action entryAction) |
Set the delta info. More... | |
void | setPriceLevel (MamdaOrderBookPriceLevel *level) |
Set the MamdaOrderBookPriceLevel object to which this entry belongs. More... | |
void | setPlDeltaAction (MamdaOrderBookPriceLevel::Action action) |
Set the delta action with respect to the price level. More... | |
void | setPlDeltaSize (mama_quantity_t size) |
Set the price level delta size. More... | |
void | applyPlDeltaSize (mama_quantity_t size) |
Apply the price level delta size to the existing size, giving the net effect. More... | |
MamdaOrderBookPriceLevel * | getPriceLevel () const |
Get the MamdaOrderBookPriceLevel object related to this basic delta. More... | |
MamdaOrderBookEntry * | getEntry () const |
Get the MamdaOrderBookEntry object related to this basic delta. More... | |
mama_quantity_t | getPlDeltaSize () const |
Get the difference in size for the price level. More... | |
MamdaOrderBookPriceLevel::Action | getPlDeltaAction () const |
Get the delta action with respect to the price level. More... | |
MamdaOrderBookEntry::Action | getEntryDeltaAction () const |
Get the delta action with respect to the entry. More... | |
void | setEntryDeltaAction (MamdaOrderBookEntry::Action action) |
Get the delta action with respect to the entry. More... | |
virtual const MamdaOrderBook * | getOrderBook () const |
Get the MamdaOrderBook object to which this delta belongs. More... | |
void | dump (ostream &output) const |
Dump the simple update to the output stream. More... | |
Protected Attributes | |
MamdaOrderBookPriceLevel * | mPriceLevel |
MamdaOrderBookEntry * | mEntry |
mama_quantity_t | mPlDeltaSize |
MamdaOrderBookPriceLevel::Action | mPlAction |
MamdaOrderBookEntry::Action | mEntryAction |
MamdaOrderBookBasicDelta is a class that saves information about a basic order book delta.
A basic delta is one that affects a single order book entry.
Wombat::MamdaOrderBookBasicDelta::MamdaOrderBookBasicDelta | ( | ) |
Wombat::MamdaOrderBookBasicDelta::MamdaOrderBookBasicDelta | ( | const MamdaOrderBookBasicDelta & | ) |
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Clear the delta.
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Set the delta info.
void Wombat::MamdaOrderBookBasicDelta::setPriceLevel | ( | MamdaOrderBookPriceLevel * | level) |
Set the MamdaOrderBookPriceLevel object to which this entry belongs.
This method is invoked internally, by the MAMDA API, when an entry is added to a price level.
level | The price level to be associated with. |
void Wombat::MamdaOrderBookBasicDelta::setPlDeltaAction | ( | MamdaOrderBookPriceLevel::Action | action) |
Set the delta action with respect to the price level.
action | The price level action |
void Wombat::MamdaOrderBookBasicDelta::setPlDeltaSize | ( | mama_quantity_t | size) |
void Wombat::MamdaOrderBookBasicDelta::applyPlDeltaSize | ( | mama_quantity_t | size) |
Apply the price level delta size to the existing size, giving the net effect.
action | The price level action |
MamdaOrderBookPriceLevel* Wombat::MamdaOrderBookBasicDelta::getPriceLevel | ( | ) | const |
MamdaOrderBookEntry* Wombat::MamdaOrderBookBasicDelta::getEntry | ( | ) | const |
mama_quantity_t Wombat::MamdaOrderBookBasicDelta::getPlDeltaSize | ( | ) | const |
Get the difference in size for the price level.
MamdaOrderBookPriceLevel::Action Wombat::MamdaOrderBookBasicDelta::getPlDeltaAction | ( | ) | const |
Get the delta action with respect to the price level.
MamdaOrderBookEntry::Action Wombat::MamdaOrderBookBasicDelta::getEntryDeltaAction | ( | ) | const |
Get the delta action with respect to the entry.
void Wombat::MamdaOrderBookBasicDelta::setEntryDeltaAction | ( | MamdaOrderBookEntry::Action | action) |
Get the delta action with respect to the entry.
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Get the MamdaOrderBook object to which this delta belongs.
void Wombat::MamdaOrderBookBasicDelta::dump | ( | ostream & | output) | const |
Dump the simple update to the output stream.
output | The ostream to write the update to. |
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