22 #ifndef MamdaOrderBookH
23 #define MamdaOrderBookH
30 #include <mama/mamacpp.h>
31 #include <mama/MamaSourceDerivative.h>
39 class MamdaOrderBookBasicDelta;
40 class MamdaOrderBookBasicDeltaList;
62 void clear (
bool deleteLevels =
true);
69 void setSymbol (
const char* symbol);
76 const char* getSymbol ()
const;
82 void setPartId (
const char* partId);
88 const char* getPartId ()
const;
94 bool hasPartId ()
const;
244 size_t getTotalNumLevels()
const;
251 size_t getNumBidLevels()
const;
258 size_t getNumAskLevels()
const;
313 void cleanupDetached ();
322 const MamaDateTime& getBookTime()
const;
329 void setBookTime(
const MamaDateTime& bookTime)
const;
336 void setSourceDerivative (
const MamaSourceDerivative* sourceDeriv);
343 const MamaSourceDerivative* getSourceDerivative ()
const;
350 const MamaSource* getSource ()
const;
357 void setQuality (mamaQuality quality);
364 mamaQuality getQuality ()
const;
371 void setClosure (
void* closure);
378 void* getClosure ()
const;
399 {
return ! operator== (rhs); }
409 const MamaDateTime& eventTime,
420 const MamaDateTime& eventTime,
430 mama_quantity_t entrySize,
433 const MamaDateTime& eventTime,
434 const MamaSourceDerivative* sourceDeriv,
444 mama_quantity_t entrySize,
447 const MamaDateTime& eventTime,
448 const MamaSourceDerivative* sourceDeriv,
459 mama_quantity_t size,
460 const MamaDateTime& eventTime,
471 const MamaDateTime& eventTime,
481 void addEntriesFromBook (
495 void addPriceLevelsFromBookAsEntries (
506 void deleteEntriesFromSource (
507 const MamaSource* source,
522 void setNeedsReevaluation (
bool need);
527 bool getNeedsReevaluation ()
const;
533 void setCheckSourceState (
bool check);
539 bool getCheckSourceState ()
const;
597 struct bidIteratorImpl;
598 bidIteratorImpl&
mImpl;
619 struct askIteratorImpl;
620 askIteratorImpl&
mImpl;
641 struct bidEntryIteratorImpl;
642 bidEntryIteratorImpl&
mImpl;
661 struct askEntryIteratorImpl;
662 askEntryIteratorImpl&
mImpl;
708 void setIsConsistent (
bool isConsistent);
720 bool getIsConsistent ()
const;
727 void dump (ostream& output)
const;
734 static void setStrictChecking (
bool strict);
741 void generateDeltaMsgs (
bool generate);
747 bool getGenerateDeltaMsgs();
755 bool populateDelta (MamaMsg& msg);
762 void populateRecap (MamaMsg& msg);
776 mama_quantity_t plDeltaSize,
783 void clearDeltaList();
789 void setBookContributors (
const char* bookContributors);
795 const char* getBookContributors ()
const;
801 bool hasBookContributors ()
const;
807 bool getBookContributorsModified ()
const;
813 void setBookContributorsModified (
bool modified);
816 struct MamdaOrderBookImpl;
817 MamdaOrderBookImpl& mImpl;
822 #endif // MamdaOrderBookH