MamdaOrderBookSimpleDelta is a class that saves information about a simple order book delta. More...
#include <MamdaOrderBookSimpleDelta.h>
Public Member Functions | |
MamdaOrderBookSimpleDelta (const MamdaOrderBookSimpleDelta ©) | |
MamdaOrderBookSimpleDelta () | |
virtual | ~MamdaOrderBookSimpleDelta () |
![]() | |
MamdaOrderBookBasicDelta () | |
MamdaOrderBookBasicDelta (const MamdaOrderBookBasicDelta &) | |
virtual | ~MamdaOrderBookBasicDelta () |
virtual void | clear () |
Clear the delta. More... | |
virtual void | set (MamdaOrderBookEntry *entry, MamdaOrderBookPriceLevel *level, mama_quantity_t plDeltaSize, MamdaOrderBookPriceLevel::Action plAction, MamdaOrderBookEntry::Action entryAction) |
Set the delta info. More... | |
void | setPriceLevel (MamdaOrderBookPriceLevel *level) |
Set the MamdaOrderBookPriceLevel object to which this entry belongs. More... | |
void | setPlDeltaAction (MamdaOrderBookPriceLevel::Action action) |
Set the delta action with respect to the price level. More... | |
void | setPlDeltaSize (mama_quantity_t size) |
Set the price level delta size. More... | |
void | applyPlDeltaSize (mama_quantity_t size) |
Apply the price level delta size to the existing size, giving the net effect. More... | |
MamdaOrderBookPriceLevel * | getPriceLevel () const |
Get the MamdaOrderBookPriceLevel object related to this basic delta. More... | |
MamdaOrderBookEntry * | getEntry () const |
Get the MamdaOrderBookEntry object related to this basic delta. More... | |
mama_quantity_t | getPlDeltaSize () const |
Get the difference in size for the price level. More... | |
MamdaOrderBookPriceLevel::Action | getPlDeltaAction () const |
Get the delta action with respect to the price level. More... | |
MamdaOrderBookEntry::Action | getEntryDeltaAction () const |
Get the delta action with respect to the entry. More... | |
void | setEntryDeltaAction (MamdaOrderBookEntry::Action action) |
Get the delta action with respect to the entry. More... | |
virtual const MamdaOrderBook * | getOrderBook () const |
Get the MamdaOrderBook object to which this delta belongs. More... | |
void | dump (ostream &output) const |
Dump the simple update to the output stream. More... | |
![]() | |
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 | |
![]() | |
MamdaOrderBookPriceLevel * | mPriceLevel |
MamdaOrderBookEntry * | mEntry |
mama_quantity_t | mPlDeltaSize |
MamdaOrderBookPriceLevel::Action | mPlAction |
MamdaOrderBookEntry::Action | mEntryAction |
MamdaOrderBookSimpleDelta is a class that saves information about a simple order book delta.
A simple delta is one that affects a single order book entry.
Wombat::MamdaOrderBookSimpleDelta::MamdaOrderBookSimpleDelta | ( | const MamdaOrderBookSimpleDelta & | copy | ) |