public class MamdaOrderBookBasicDeltaList
extends java.lang.Object
Modifier and Type | Field and Description |
---|---|
static int |
MOD_SIDES_ASK |
static int |
MOD_SIDES_BID |
static int |
MOD_SIDES_BID_AND_ASK |
static int |
MOD_SIDES_NONE |
Constructor and Description |
---|
MamdaOrderBookBasicDeltaList() |
Modifier and Type | Method and Description |
---|---|
void |
add(MamdaOrderBookEntry entry,
MamdaOrderBookPriceLevel level,
double plDeltaSize,
char plAction,
char entryAction)
Add a basic delta.
|
void |
clear()
Clear the delta.
|
void |
dump()
Dump the complex update to the output stream.
|
void |
dump(java.io.OutputStream output)
Dump the complex update to the output stream.
|
int |
getModifiedSides()
Get which side(s) of the book have been modified by this
complex update.
|
MamdaOrderBook |
getOrderBook()
Get the MamdaOrderBook object to which this delta belongs.
|
long |
getSize()
Return the number of simple deltas in this complex delta.
|
java.util.Iterator |
iterator() |
void |
setKeepBasicDeltas(boolean keep)
Set whether to actually keep the basic deltas.
|
public static final int MOD_SIDES_NONE
public static final int MOD_SIDES_BID
public static final int MOD_SIDES_ASK
public static final int MOD_SIDES_BID_AND_ASK
public void clear()
public void setKeepBasicDeltas(boolean keep)
keep
- true if to keep the basic deltas.public int getModifiedSides()
public void add(MamdaOrderBookEntry entry, MamdaOrderBookPriceLevel level, double plDeltaSize, char plAction, char entryAction)
entry
- the entry.level
- the level.plDeltaSize
- the delta size.plAction
- the price level action.entryAction
- the entry action.public MamdaOrderBook getOrderBook()
public long getSize()
public void dump(java.io.OutputStream output)
output
- The OutputStream
to write the update to.public void dump()
public java.util.Iterator iterator()
Copyright 2007 Wombat Financial Software, Inc.