public interface MamdaBookAtomicLevel extends MamdaBasicRecap
Modifier and Type | Method and Description |
---|---|
java.util.Iterator |
entryIterator() |
char |
getPriceLevelAction()
The action to apply to the orderbook for this price level.
|
com.wombat.mama.MamaPrice |
getPriceLevelMamaPrice()
Return the MamaPrice for this price level.
|
long |
getPriceLevelNum()
Return at which position this level is within an update containing a
number of levels.
|
double |
getPriceLevelNumEntries()
Number of order book entries at current price level.
|
long |
getPriceLevelNumLevels()
Return the number of price levels in the order book update.
|
double |
getPriceLevelPrice()
Return the price for this price level.
|
char |
getPriceLevelSide()
Side of book at current price level.
|
double |
getPriceLevelSize()
Return the number of order entries comprising this price level.
|
long |
getPriceLevelSizeChange()
Aggregate size at current price level.
|
com.wombat.mama.MamaDateTime |
getPriceLevelTime()
Time of order book price level.
|
getActivityTime, getActivityTimeFieldState, getLineTime, getLineTimeFieldState, getPartId, getPartIdFieldState, getSendTime, getSendTimeFieldState, getSrcTime, getSrcTimeFieldState, getSymbol, getSymbolFieldState
long getPriceLevelNumLevels()
long getPriceLevelNum()
double getPriceLevelPrice()
com.wombat.mama.MamaPrice getPriceLevelMamaPrice()
double getPriceLevelSize()
long getPriceLevelSizeChange()
char getPriceLevelAction()
char getPriceLevelSide()
com.wombat.mama.MamaDateTime getPriceLevelTime()
double getPriceLevelNumEntries()
java.util.Iterator entryIterator()
Copyright 2007 Wombat Financial Software, Inc.