OpenMAMA
Wombat::MamdaOrderBookComplexDelta Class Reference

MamdaOrderBookComplexDelta is a class that saves information about a complex order book delta. More...

#include <MamdaOrderBookComplexDelta.h>

Inheritance diagram for Wombat::MamdaOrderBookComplexDelta:
Wombat::MamdaOrderBookBasicDeltaList Wombat::MamdaBasicEvent Wombat::MamdaOrderBookConcreteComplexDelta

Public Member Functions

virtual ~MamdaOrderBookComplexDelta ()
 
- Public Member Functions inherited from Wombat::MamdaOrderBookBasicDeltaList
 MamdaOrderBookBasicDeltaList ()
 
 ~MamdaOrderBookBasicDeltaList ()
 
void clear ()
 Clear the delta. More...
 
void setKeepBasicDeltas (bool keep)
 Set whether to actually keep the basic deltas. More...
 
ModifiedSides getModifiedSides () const
 Get which side(s) of the book have been modified by this complex update. More...
 
void add (MamdaOrderBookEntry *entry, MamdaOrderBookPriceLevel *level, mama_quantity_t plDeltaSize, MamdaOrderBookPriceLevel::Action plAction, MamdaOrderBookEntry::Action entryAction)
 Add a basic delta. More...
 
void add (const MamdaOrderBookBasicDelta &delta)
 Add a basic delta. More...
 
void setOrderBook (MamdaOrderBook *book)
 Set the MamdaOrderBook object to which this delta belongs. More...
 
MamdaOrderBookgetOrderBook () const
 Get the MamdaOrderBook object to which this delta belongs. More...
 
mama_size_t getSize () const
 Return the number of simple deltas in this complex delta. More...
 
void fixPriceLevelActions ()
 Fix up price level actions (temporary workaround for problem). More...
 
void setConflateDeltas (bool conflate)
 Whether to conflate the order book deltas. More...
 
bool getSendImmediately ()
 Get sendImmediately. More...
 
void setProcessEntries (bool processEntries)
 Set whether we are interested in "entry level" information at all. More...
 
void dump (ostream &output) const
 Dump the complex update to the output stream. More...
 
iterator begin ()
 
const_iterator begin () const
 
iterator end ()
 
const_iterator end () const
 
- Public Member Functions inherited from Wombat::MamdaBasicEvent
virtual const char * getSymbol () const =0
 Get the instruments string symbol. More...
 
virtual MamdaFieldState getSymbolFieldState () const =0
 Get the string symbol field state. More...
 
virtual const char * getPartId () const =0
 Get the participant identifier. More...
 
virtual MamdaFieldState getPartIdFieldState () const =0
 Get the participant identifier field state. More...
 
virtual mama_seqnum_t getEventSeqNum () const =0
 Get the event sequence number. More...
 
virtual MamdaFieldState getEventSeqNumFieldState () const =0
 Get the event sequence number field state. More...
 
virtual const MamaDateTime & getEventTime () const =0
 Get the event time. More...
 
virtual MamdaFieldState getEventTimeFieldState () const =0
 Get the event time field state. More...
 
virtual const MamaDateTime & getSrcTime () const =0
 Get the source time. More...
 
virtual MamdaFieldState getSrcTimeFieldState () const =0
 Get the source time field state. More...
 
virtual const MamaDateTime & getActivityTime () const =0
 Get the activity time. More...
 
virtual MamdaFieldState getActivityTimeFieldState () const =0
 Get the activity time field state. More...
 
virtual const MamaDateTime & getLineTime () const =0
 Get the line time. More...
 
virtual MamdaFieldState getLineTimeFieldState () const =0
 Get the line time of the update. More...
 
virtual const MamaDateTime & getSendTime () const =0
 Get the send time. More...
 
virtual MamdaFieldState getSendTimeFieldState () const =0
 Get the send time field state. More...
 
virtual const MamaMsgQual & getMsgQual () const =0
 Get the message qualifier. More...
 
virtual MamdaFieldState getMsgQualFieldState () const =0
 Get the message qualifier field state. More...
 
virtual ~MamdaBasicEvent ()
 Destructor. More...
 

Additional Inherited Members

- Public Types inherited from Wombat::MamdaOrderBookBasicDeltaList
enum  ModifiedSides { MOD_SIDES_NONE = 0, MOD_SIDES_BID = 1, MOD_SIDES_ASK = 2, MOD_SIDES_BID_AND_ASK = 3 }
 
typedef const iterator const_iterator
 

Detailed Description

MamdaOrderBookComplexDelta is a class that saves information about a complex order book delta.

A complex delta involves multiple entries and/or price levels. For example, a modified order may involve a price change that means moving an entry from one price level to another. A complex delta is made up of several simple deltas, which can be iterated over by methods provided in the class.

Constructor & Destructor Documentation

virtual Wombat::MamdaOrderBookComplexDelta::~MamdaOrderBookComplexDelta ( )
virtual
45 {}

The documentation for this class was generated from the following file:


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