MamdaAuctionListener is a class that specializes in handling currency data, Developers provide their own implementation of the MamdaAuctionHandler interface and will be delivered notifications for updates in the currency data.
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#include <MamdaAuctionListener.h>
MamdaAuctionListener is a class that specializes in handling currency data, Developers provide their own implementation of the MamdaAuctionHandler interface and will be delivered notifications for updates in the currency data.
An obvious application for this MAMDA class is any kind of currency analysis application.
MamdaAuctionListener should initialize the MamdaAuctionFields class prior to receiving the first message by calling MamdaAuctionFields::setDictionary() with a valid dictionary object which contains Auction related fields.
Wombat::MamdaAuctionListener::MamdaAuctionListener |
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virtual Wombat::MamdaAuctionListener::~MamdaAuctionListener |
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const char* Wombat::MamdaAuctionListener::getSymbol |
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Get the instruments string symbol.
- Returns
- Symbol. This is the "well-known" symbol for the security, including any symbology mapping performed by the publisher.
Implements Wombat::MamdaBasicEvent.
const char* Wombat::MamdaAuctionListener::getPartId |
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Get the participant identifier.
- Returns
- Participant ID. This may be an exchange identifier, a market maker ID, etc., or NULL (if this is not related to any specific participant).
Implements Wombat::MamdaBasicEvent.
const MamaDateTime& Wombat::MamdaAuctionListener::getSrcTime |
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Get the source time.
- Returns
- Source time. Typically, the exchange generated feed time stamp. This is often the same as the "event time", because many feeds do not distinguish between the actual event time and when the exchange sent the message.
Implements Wombat::MamdaBasicEvent.
const MamaDateTime& Wombat::MamdaAuctionListener::getActivityTime |
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Get the activity time.
- Returns
- Activity time. A feed handler generated time stamp representing when the data item was last updated.
Implements Wombat::MamdaBasicEvent.
const MamaDateTime& Wombat::MamdaAuctionListener::getLineTime |
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Get the line time.
- Returns
- Line time. A feed handler (or similar publisher) time stamp representing the time that such publisher received the update message pertaining to the event. If clocks are properly synchronized and the source time (see above) is accurate enough, then the difference between the source time and line time is the latency between the data source and the feed handler.
Implements Wombat::MamdaBasicEvent.
const MamaDateTime& Wombat::MamdaAuctionListener::getSendTime |
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Get the send time.
- Returns
- Send time. A feed handler (or similar publisher) time stamp representing the time that such publisher sent the current message. The difference between the line time and send time is the latency within the feed handler itself. Also, if clocks are properly synchronized then the difference between the send time and current time is the latency within the market data distribution framework (i.e. MAMA and the underlying middleware). See MAMA API: MamaDateTime::currentTime()).
Implements Wombat::MamdaBasicEvent.
mama_seqnum_t Wombat::MamdaAuctionListener::getEventSeqNum |
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Get the event sequence number.
- Returns
- Source sequence number. The exchange generated sequence number.
Implements Wombat::MamdaBasicEvent.
const MamaDateTime& Wombat::MamdaAuctionListener::getEventTime |
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Get the event time.
- Returns
- Event time. Typically, when the event actually occurred. This is often the same as the "source time", because many feeds do not distinguish between the actual event time and when the exchange sent the message.
Implements Wombat::MamdaBasicEvent.
const MamaMsgQual& Wombat::MamdaAuctionListener::getMsgQual |
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Get the message qualifier.
- Returns
- Message Qualifier. The message qualifier provides information in relation to messages duplicate, delayed or out-of-sequence status.
Implements Wombat::MamdaBasicEvent.
bool Wombat::MamdaAuctionListener::isInitialised |
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MamdaFieldState Wombat::MamdaAuctionListener::getSymbolFieldState |
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const |
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Get the string symbol field state.
- Returns
- MamdaFieldState. An enumeration representing field state.
Implements Wombat::MamdaBasicEvent.
MamdaFieldState Wombat::MamdaAuctionListener::getPartIdFieldState |
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Get the participant identifier field state.
- Returns
- MamdaFieldState. An enumeration representing field state.
Implements Wombat::MamdaBasicEvent.
MamdaFieldState Wombat::MamdaAuctionListener::getSrcTimeFieldState |
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Get the source time field state.
- Returns
- MamdaFieldState. An enumeration representing field state.
Implements Wombat::MamdaBasicEvent.
MamdaFieldState Wombat::MamdaAuctionListener::getActivityTimeFieldState |
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Get the activity time field state.
- Returns
- MamdaFieldState. An enumeration representing field state.
Implements Wombat::MamdaBasicEvent.
MamdaFieldState Wombat::MamdaAuctionListener::getLineTimeFieldState |
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Get the line time of the update.
- Returns
- MamdaFieldState. An enumeration representing field state.
Implements Wombat::MamdaBasicEvent.
MamdaFieldState Wombat::MamdaAuctionListener::getSendTimeFieldState |
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Get the send time field state.
- Returns
- MamdaFieldState. An enumeration representing field state.
Implements Wombat::MamdaBasicEvent.
MamdaFieldState Wombat::MamdaAuctionListener::getEventSeqNumFieldState |
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Get the event sequence number field state.
- Returns
- MamdaFieldState. An enumeration representing field state.
Implements Wombat::MamdaBasicEvent.
MamdaFieldState Wombat::MamdaAuctionListener::getEventTimeFieldState |
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Get the event time field state.
- Returns
- MamdaFieldState. An enumeration representing field state.
Implements Wombat::MamdaBasicEvent.
MamdaFieldState Wombat::MamdaAuctionListener::getMsgQualFieldState |
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Get the message qualifier field state.
- Returns
- Message Qualifier. The message qualifier provides information in relation to messages duplicate, delayed or out-of-sequence status.
Implements Wombat::MamdaBasicEvent.
const MamaPrice& Wombat::MamdaAuctionListener::getUncrossPrice |
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mama_quantity_t Wombat::MamdaAuctionListener::getUncrossVolume |
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Get the uncross volume.
- Returns
- Ask price. The indicative volume, or the volume turned over in the auction
Implements Wombat::MamdaAuctionRecap.
Get the uncross price Ind.
- Returns
- uncross price Ind. Indicates whether the Price and Volume is an indicative of the current state of the auction or whether its the (firm) auction price and volume
Implements Wombat::MamdaAuctionRecap.
const MamaDateTime& Wombat::MamdaAuctionListener::getAuctionTime |
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MamdaFieldState Wombat::MamdaAuctionListener::getUncrossPriceFieldState |
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Get the uncross price fieldState.
- Returns
- MamdaFieldState. An enumeration representing field state.
Implements Wombat::MamdaAuctionRecap.
MamdaFieldState Wombat::MamdaAuctionListener::getUncrossVolumeFieldState |
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Get the uncross volume fieldState.
- Returns
- MamdaFieldState. An enumeration representing field state.
Implements Wombat::MamdaAuctionRecap.
MamdaFieldState Wombat::MamdaAuctionListener::getUncrossPriceIndFieldState |
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Get the uncross price ind fieldState.
- Returns
- MamdaFieldState. An enumeration representing field state.
Implements Wombat::MamdaAuctionRecap.
MamdaFieldState Wombat::MamdaAuctionListener::getAuctionTimeFieldState |
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Get the auction time fieldState.
- Returns
- MamdaFieldState. An enumeration representing field state.
Implements Wombat::MamdaAuctionRecap.
virtual void Wombat::MamdaAuctionListener::onMsg |
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MamdaSubscription * |
subscription, |
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const MamaMsg & |
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msgType |
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The documentation for this class was generated from the following file: