OpenMAMA
MamdaOrderImbalanceUpdate.h
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1 /* $Id$
2  *
3  * OpenMAMA: The open middleware agnostic messaging API
4  * Copyright (C) 2011 NYSE Technologies, Inc.
5  *
6  * This library is free software; you can redistribute it and/or
7  * modify it under the terms of the GNU Lesser General Public
8  * License as published by the Free Software Foundation; either
9  * version 2.1 of the License, or (at your option) any later version.
10  *
11  * This library is distributed in the hope that it will be useful,
12  * but WITHOUT ANY WARRANTY; without even the implied warranty of
13  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14  * Lesser General Public License for more details.
15  *
16  * You should have received a copy of the GNU Lesser General Public
17  * License along with this library; if not, write to the Free Software
18  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
19  * 02110-1301 USA
20  */
21 
22 #ifndef MamdaOrderImbalanceUpdateH
23 #define MamdaOrderImbalanceUpdateH
24 
25 #include <mamda/MamdaConfig.h>
26 #include <mamda/MamdaBasicEvent.h>
27 #include <mamda/MamdaFieldState.h>
28 
33 namespace Wombat
34 {
35 
37  {
38  public:
39 
43  virtual const MamaDateTime& getAuctionTime() const = 0;
44 
50  virtual MamdaFieldState getAuctionTimeFieldState() const = 0;
51 
55  virtual int64_t getBuyVolume() const = 0;
56 
62  virtual MamdaFieldState getBuyVolumeFieldState() const = 0;
63 
67  virtual char getCrossType() const = 0;
68 
74  virtual MamdaFieldState getCrossTypeFieldState() const = 0;
75 
79  virtual mama_seqnum_t getEventSeqNum() const = 0 ;
80 
86  virtual MamdaFieldState getEventSeqNumFieldState() const = 0;
87 
91  virtual const MamaDateTime& getEventTime() const = 0;
92 
98  virtual MamdaFieldState getEventTimeFieldState() const = 0;
99 
103  virtual const MamaPrice& getFarClearingPrice() const = 0;
104 
110  virtual MamdaFieldState getFarClearingPriceFieldState() const = 0;
111 
115  virtual const MamaPrice& getHighIndicationPrice() const = 0;
116 
122  virtual MamdaFieldState getHighIndicationPriceFieldState() const = 0;
123 
127  virtual const MamaPrice& getImbalancePrice () const = 0;
128 
134  virtual MamdaFieldState getImbalancePriceFieldState() const = 0;
135 
139  virtual const MamaPrice& getMatchPrice() const = 0;
140 
146  virtual MamdaFieldState getMatchPriceFieldState() const = 0;
147 
151  virtual const char* getIssueSymbol() const = 0;
152 
158  virtual MamdaFieldState getIssueSymbolFieldState() const = 0;
159 
163  virtual const MamaPrice& getLowIndicationPrice() const = 0;
164 
170  virtual MamdaFieldState getLowIndicationPriceFieldState() const = 0;
171 
175  virtual int64_t getMatchVolume() const = 0;
176 
182  virtual MamdaFieldState getMatchVolumeFieldState() const = 0;
183 
187  virtual int32_t getMsgType() const = 0;
188 
194  virtual MamdaFieldState getMsgTypeFieldState() const = 0;
195 
199  virtual const MamaPrice& getNearClearingPrice() const = 0;
200 
206  virtual MamdaFieldState getNearClearingPriceFieldState() const = 0;
207 
211  virtual char getNoClearingPrice() const = 0;
212 
218  virtual MamdaFieldState getNoClearingPriceFieldState() const = 0;
219 
223  virtual const char* getPartId() const = 0;
224 
230  virtual MamdaFieldState getPartIdFieldState() const = 0;
231 
235  virtual char getPriceVarInd() const = 0;
236 
242  virtual MamdaFieldState getPriceVarIndFieldState() const = 0;
243 
247  virtual const char* getSecurityStatusOrig() const = 0;
248 
254  virtual MamdaFieldState getSecurityStatusOrigFieldState() const = 0;
255 
259  virtual const char* getImbalanceState() const = 0;
260 
266  virtual MamdaFieldState getImbalanceStateFieldState() const = 0;
267 
271  virtual const MamaDateTime& getSecurityStatusTime() const = 0;
272 
278  virtual MamdaFieldState getSecurityStatusTimeFieldState() const = 0;
279 
283  virtual int64_t getSellVolume() const = 0;
284 
290  virtual MamdaFieldState getSellVolumeFieldState() const = 0;
291 
295  virtual mama_seqnum_t getSeqNum() const = 0;
296 
302  virtual MamdaFieldState getSeqNumFieldState() const = 0;
303 
305 
306  };//class
307 
308 } //namespace
309 #endif


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