22 #ifndef MamdaBookAtomicListenerH
23 #define MamdaBookAtomicListenerH
37 class MamdaBookAtomicBookHandler;
38 class MamdaBookAtomicLevelHandler;
39 class MamdaBookAtomicLevelEntryHandler;
83 const char* getSymbol ()
const;
84 const char* getPartId ()
const;
85 const MamaDateTime& getSrcTime ()
const;
86 const MamaDateTime& getActivityTime ()
const;
87 const MamaDateTime& getLineTime ()
const;
88 const MamaDateTime& getSendTime ()
const;
89 const MamaMsgQual& getMsgQual ()
const;
90 const MamaDateTime& getEventTime ()
const;
91 mama_seqnum_t getEventSeqNum ()
const;
104 mama_u32_t getPriceLevelNumLevels ()
const;
105 mama_u32_t getPriceLevelNum ()
const;
106 double getPriceLevelPrice ()
const;
107 MamaPrice& getPriceLevelMamaPrice ()
const;
108 mama_f64_t getPriceLevelSize ()
const;
109 mama_i64_t getPriceLevelSizeChange ()
const;
110 char getPriceLevelAction ()
const;
111 char getPriceLevelSide ()
const;
112 const MamaDateTime& getPriceLevelTime ()
const;
113 mama_f32_t getPriceLevelNumEntries ()
const;
114 mama_u32_t getPriceLevelActNumEntries ()
const;
115 char getPriceLevelEntryAction ()
const;
116 char getPriceLevelEntryReason ()
const;
117 const char* getPriceLevelEntryId ()
const;
118 mama_u64_t getPriceLevelEntrySize ()
const;
119 const MamaDateTime& getPriceLevelEntryTime ()
const;
124 bool getHasMarketOrders ()
const;
125 void setProcessMarketOrders (
bool process)
const;
129 mama_seqnum_t getBeginGapSeqNum ()
const;
130 mama_seqnum_t getEndGapSeqNum ()
const;
138 struct MamdaBookAtomicListenerImpl;
139 MamdaBookAtomicListenerImpl& mImpl;
144 #endif // MamdaBookAtomicListenerH
MamdaBookAtomicLevel is an interface that provides access to trade related fields.
Definition: MamdaBookAtomicLevel.h:36
OrderType
An enumeration for the type of level.
Definition: MamdaOrderBookTypes.h:98
MamdaBookAtomicListener is a class that specializes in handling order book updates.
Definition: MamdaBookAtomicListener.h:68
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MamdaBookAtomicBookHandler is an interface for applications that need to know when a MamdaBookAtomicL...
Definition: MamdaBookAtomicBookHandler.h:45
MamdaBookAtomicLevelEntryHandler is an interface for applications that want to have an easy way to ha...
Definition: MamdaBookAtomicLevelEntryHandler.h:41
MamdaBookAtomicLevelHandler is an interface for applications that want to have an easy way to handle ...
Definition: MamdaBookAtomicLevelHandler.h:42
MamdaBookAtomicLevel is an interface that provides access to Price Level and Price Level Entry fields...
Definition: MamdaBookAtomicLevelEntry.h:35
MamdaBookAtomicGap is an interface that provides access to order book atomic update gap related field...
Definition: MamdaBookAtomicGap.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