#include <MamdaQuoteToBookListener.h>
Public Member Functions | |
MamdaQuoteToBookListener (MamdaOrderBook *fullBook=NULL) | |
Create an order book listener using an optional user-provided object for the full order book. More... | |
virtual | ~MamdaQuoteToBookListener () |
virtual void | addHandler (MamdaOrderBookHandler *handler) |
Add a specialized order book handler. More... | |
virtual void | setProcessEntries (bool process) |
Set whether we are interested in "entry level" information at all. More... | |
virtual void | addIgnoreEntryId (const char *id) |
Add an entry ID to ignore. More... | |
virtual void | removeIgnoreEntryId (const char *id) |
Remove an entry ID to ignore. More... | |
virtual void | setUseEntryManager (bool useManager) |
Set whether to use an "entry manager" for finding entries in a book. More... | |
virtual void | setEntryIdsAreUnique (bool uniqueIds) |
Set whether the entry IDs are unique across the entire book. More... | |
virtual void | setKeepBasicDeltas (bool keep) |
Set whether to gather individual basic deltas when processing a complex delta. More... | |
virtual void | setConflateDeltas (bool conflate) |
Whether to conflate the order book deltas. More... | |
virtual bool | getConflateDeltas () |
Whether or not order book deltas are conflated. More... | |
virtual void | setConflationInterval (double interval) |
The conflation interval. More... | |
virtual void | forceInvokeDeltaHandlers () |
Invoke delta handlers immediately if there is a conflated delta pending. More... | |
virtual void | clearConflatedDeltas () |
Clear any pending conflated deltas. More... | |
virtual void | setProcessProperties (bool value) |
virtual bool | getProcessProperties () const |
virtual MamdaFieldState | getSymbolFieldState () const |
virtual MamdaFieldState | getPartIdFieldState () const |
virtual MamdaFieldState | getEventSeqNumFieldState () const |
virtual MamdaFieldState | getEventTimeFieldState () const |
virtual MamdaFieldState | getSrcTimeFieldState () const |
virtual MamdaFieldState | getActivityTimeFieldState () const |
virtual MamdaFieldState | getLineTimeFieldState () const |
virtual MamdaFieldState | getSendTimeFieldState () const |
virtual MamdaFieldState | getMsgQualFieldState () const |
virtual void | removeHandlers () |
Remove the reference of handlers from the internal list. More... | |
virtual void | clear () |
Clear all cached data fields. More... | |
virtual mama_seqnum_t | getBeginGapSeqNum () const |
virtual mama_seqnum_t | getEndGapSeqNum () const |
virtual const MamdaOrderBook * | getOrderBook () const |
virtual const char * | getSymbol () const |
virtual const char * | getPartId () const |
virtual mama_seqnum_t | getEventSeqNum () const |
virtual const MamaDateTime & | getEventTime () const |
virtual const MamaDateTime & | getSrcTime () const |
virtual const MamaDateTime & | getActivityTime () const |
virtual const MamaDateTime & | getLineTime () const |
virtual const MamaDateTime & | getSendTime () const |
virtual const MamaMsgQual & | getMsgQual () const |
virtual mama_u32_t | getQuoteCount () const |
virtual void | setUpdateInconsistentBook (bool update) |
Whether to handle or ignore updates sent for an inconsistent book. More... | |
virtual void | setUpdateStaleBook (bool update) |
Whether to handle or ignore updates sent for a stale order book. More... | |
virtual void | setClearStaleBook (bool clear) |
Whether to clear the order book upon detection of a stale book condition. More... | |
virtual void | resolvePossiblyDuplicate (bool tf) |
virtual void | setQuality (MamdaSubscription *sub, mamaQuality quality) |
Change the order book quality and invoke appropriate callbacks. More... | |
void | setQuoteSizeMultiplier (int multiplier) |
virtual void | onMsg (MamdaSubscription *subscription, const MamaMsg &msg, short msgType) |
Implementation of MamdaListener interface. More... | |
virtual void | acquireReadLock () |
Acquire a read lock on the full book, so that an alternative running thread can view the book without it being changed from within the MamdaBookListener. More... | |
virtual void | releaseReadLock () |
Release the read lock on the full book. More... | |
virtual void | acquireWriteLock () |
virtual void | releaseWriteLock () |
virtual void | getBookSnapShot (MamdaOrderBook &result) |
A thread safe function that can be called to populate a snapshot of the full book for the given symbol providing there already exists a MamdaBookListener for the symbol within the process. More... | |
![]() | |
MamdaOrderBookListener (MamdaOrderBook *fullBook=NULL) | |
Create an order book listener using an optional user-provided object for the full order book. More... | |
virtual | ~MamdaOrderBookListener () |
virtual bool | getProcessEntries () const |
Get whether we are interested in "entry level" information. More... | |
virtual void | setProcessMarketOrders (bool process) |
Set whether we are interested in market order information, if available. More... | |
virtual bool | getProcessMarketOrders () const |
Get whether we are interested in market order information. More... | |
virtual MamdaOrderBook * | getOrderBook () |
virtual void | setBookPropertyFids (mama_fid_t *fids, mama_size_t numFids) |
Set the FIDs for any additional fields to cached in the book properties for the book. More... | |
virtual void | setLevelPropertyFids (mama_fid_t *fids, mama_size_t numFids) |
Set the FIDs for any additional fields to cached in the price level properties for the book. More... | |
virtual void | setEntryPropertyFids (mama_fid_t *fids, mama_size_t numFids) |
Set the FIDs for any additional fields to cached in the entry properties for the book. More... | |
![]() | |
virtual | ~MamdaMsgListener () |
Additional Inherited Members | |
![]() | |
MamdaOrderBookListenerImpl & | mImpl |
MamdaQuoteToBookListener::MamdaQuoteToBookListener | ( | MamdaOrderBook * | fullBook = NULL ) |
Create an order book listener using an optional user-provided object for the full order book.
If "fullBook" is NULL, an object will be allocated internally. If this listener is destroyed then the full order book object will only be destroyed if it was created by the listener (i.e., if fullBook was passed as NULL in this constructor).
fullBook | The MamdaOrderBook used to maintain the full book. |
|
virtual |
|
virtual |
Add a specialized order book handler.
Currently, only one handler can (and must) be registered.
handler | The hadler registered to receive order book update callbacks. |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Set whether we are interested in "entry level" information at all.
Many applications only care about price level information. (Default is to process entry level information.)
process | Whether to process entries in books. |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Add an entry ID to ignore.
This only makes sense when the entry type is participant ID (as opposed to order ID). All order book updates for this entry ID will be ignored.
id | The id of the participant to ignore when process book updates. |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Remove an entry ID to ignore.
id | The id of the participant whose update will be subsequently processed as part of the book. |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Set whether to use an "entry manager" for finding entries in a book.
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Set whether the entry IDs are unique across the entire book.
This is only relevant if using an "entry manager".
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Set whether to gather individual basic deltas when processing a complex delta.
Many applications don't need the basic deltas and will iterate over part or all of the full book (with the deltas already applied).
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Whether to conflate the order book deltas.
conflate | Whether to conflate the order book deltas |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Whether or not order book deltas are conflated.
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
The conflation interval.
interval | The conflation interval in seconds. Default is 0.5 seconds. |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Invoke delta handlers immediately if there is a conflated delta pending.
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Clear any pending conflated deltas.
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
|
virtual |
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Remove the reference of handlers from the internal list.
Memory is not freed.
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Clear all cached data fields.
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
|
virtual |
Whether to handle or ignore updates sent for an inconsistent book.
A book may be in an inconsistent state if there has been a gap on the sequence of update (delta) messages. Default is to not update (and wait for a recap).
update | Whether to apply updates to an inconsistent book. |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Whether to handle or ignore updates sent for a stale order book.
A book is in a stale state if its mamaQuality is not MAMA_QUALITY_OK..
update | Whether to apply updates to a stale book. |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Whether to clear the order book upon detection of a stale book condition.
If this is set to true, then setUpdateStaleBook() should probably have been set to false.
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
|
virtual |
Change the order book quality and invoke appropriate callbacks.
Reimplemented from Wombat::MamdaOrderBookListener.
void MamdaQuoteToBookListener::setQuoteSizeMultiplier | ( | int | multiplier) |
|
virtual |
Implementation of MamdaListener interface.
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Acquire a read lock on the full book, so that an alternative running thread can view the book without it being changed from within the MamdaBookListener.
releaseReadLock should be called to release the lock.
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Release the read lock on the full book.
A companion to the acquireReadLock method.
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
Reimplemented from Wombat::MamdaOrderBookListener.
|
virtual |
A thread safe function that can be called to populate a snapshot of the full book for the given symbol providing there already exists a MamdaBookListener for the symbol within the process.
This routine will throw a MamdaOrderBookException in the following three circumstances:
<MamdaOrderBookException> | See above for details. |
Reimplemented from Wombat::MamdaOrderBookListener.