22 #ifndef MamdaOrderImbalanceListenerH
23 #define MamdaOrderImbalanceListenerH
34 class MamdaOrderImbalanceHandler;
66 MamaPrice& getHighIndicationPrice ()
const;
69 MamaPrice& getLowIndicationPrice ()
const;
72 MamaPrice& getImbalancePrice ()
const;
75 int64_t getBuyVolume ()
const;
78 int64_t getSellVolume ()
const;
81 int64_t getMatchVolume ()
const;
84 const char* getImbalanceState ()
const;
87 MamaPrice& getMatchPrice ()
const;
90 MamaPrice& getFarClearingPrice ()
const;
93 MamaPrice& getNearClearingPrice ()
const;
96 char getNoClearingPrice ()
const;
99 char getPriceVarInd ()
const;
102 char getCrossType ()
const;
105 MamaDateTime& getEventTime ()
const;
108 mama_seqnum_t getEventSeqNum ()
const;
111 MamaDateTime& getSrcTime ()
const;
114 MamaDateTime& getActivityTime ()
const;
117 mama_i32_t getMsgType ()
const;
120 const char* getIssueSymbol ()
const;
123 const char* getPartId ()
const;
126 mama_seqnum_t getSeqNum ()
const;
129 const char* getSecurityStatusOrig ()
const;
132 MamaDateTime& getSecurityStatusTime ()
const;
135 MamaDateTime& getAuctionTime ()
const;
138 MamaDateTime& getLineTime ()
const;
141 MamaDateTime& getSendTime ()
const;
144 const char* getSymbol ()
const;
147 const MamaMsgQual& getMsgQual ()
const;
150 void updateFieldStates();
159 struct MamdaOrderImbalanceListenerImpl;
161 MamdaOrderImbalanceListenerImpl& mImpl;
MamdaOrderImbalanceHandler is an interface for applications that want to have an easy way to handle o...
Definition: MamdaOrderImbalanceHandler.h:40
Definition: MamdaOrderImbalanceUpdate.h:36
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
Definition: MamdaOrderImbalanceRecap.h:35
A MamdaSubscription is used to register interest in a particular symbol and source.
Definition: MamdaSubscription.h:54
MamdaFieldState
An enumeration representing field state.
Definition: MamdaFieldState.h:37
MamdaMsgListener defines an interface for handling MAMA messages for a MamdaSubscription.
Definition: MamdaMsgListener.h:38
A MamdaOrderImbalanceListener is class that specializes in handling an imbalance order updates...
Definition: MamdaOrderImbalanceListener.h:52