OpenMAMA
MamdaQuoteUpdate.h
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1 /* $Id$
2  *
3  * OpenMAMA: The open middleware agnostic messaging API
4  * Copyright (C) 2011 NYSE Technologies, Inc.
5  *
6  * This library is free software; you can redistribute it and/or
7  * modify it under the terms of the GNU Lesser General Public
8  * License as published by the Free Software Foundation; either
9  * version 2.1 of the License, or (at your option) any later version.
10  *
11  * This library is distributed in the hope that it will be useful,
12  * but WITHOUT ANY WARRANTY; without even the implied warranty of
13  * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
14  * Lesser General Public License for more details.
15  *
16  * You should have received a copy of the GNU Lesser General Public
17  * License along with this library; if not, write to the Free Software
18  * Foundation, Inc., 51 Franklin Street, Fifth Floor, Boston, MA
19  * 02110-1301 USA
20  */
21 
22 #ifndef MamdaQuoteUpdateH
23 #define MamdaQuoteUpdateH
24 
25 #include <mamda/MamdaConfig.h>
26 #include <mamda/MamdaBasicEvent.h>
27 #include <mamda/MamdaFieldState.h>
28 
29 namespace Wombat
30 {
31 
36  class MAMDAExpDLL MamdaQuoteUpdate : public MamdaBasicEvent
37  {
38  public:
39 
47  virtual const MamaPrice& getBidPrice() const = 0;
48 
55  virtual mama_quantity_t getBidSize() const = 0;
56 
65  virtual mama_quantity_t getBidDepth() const = 0;
66 
73  virtual const char* getBidPartId() const = 0;
74 
82  virtual const MamaPrice& getAskPrice() const = 0;
83 
90  virtual mama_quantity_t getAskSize() const = 0;
91 
100  virtual mama_quantity_t getAskDepth() const = 0;
101 
108  virtual const char* getAskPartId() const = 0;
109 
117  virtual const MamaPrice& getQuoteMidPrice () const = 0;
118 
128  virtual const char* getQuoteQualStr() const = 0;
129 
137  virtual const char* getQuoteQualNative() const = 0;
138 
169  virtual char getShortSaleBidTick () const = 0;
170 
176  virtual const MamaDateTime& getAskTime() const = 0;
177 
183  virtual const MamaDateTime& getBidTime() const = 0;
184 
190  virtual const MamaDateTime& getQuoteDate() const = 0;
191 
197  virtual const char* getAskIndicator() const = 0;
198 
204  virtual const char* getBidIndicator() const = 0;
205 
211  virtual mama_u32_t getAskUpdateCount() const = 0;
212 
218  virtual mama_u32_t getBidUpdateCount() const = 0;
219 
225  virtual double getAskYield() const = 0;
226 
232  virtual double getBidYield() const = 0;
233 
239  virtual const char* getAskSizesList() const = 0;
240 
246  virtual const char* getBidSizesList() const = 0;
247 
260  virtual char getShortSaleCircuitBreaker() const = 0;
261 
262 
263  /* FieldState Accessors ******/
264 
270  virtual MamdaFieldState getBidPriceFieldState() const = 0;
271 
277  virtual MamdaFieldState getBidSizeFieldState() const = 0;
278 
284  virtual MamdaFieldState getBidDepthFieldState() const = 0;
285 
291  virtual MamdaFieldState getBidPartIdFieldState() const = 0;
292 
298  virtual MamdaFieldState getAskPriceFieldState() const = 0;
299 
305  virtual MamdaFieldState getAskSizeFieldState() const = 0;
306 
312  virtual MamdaFieldState getAskDepthFieldState() const = 0;
313 
319  virtual MamdaFieldState getAskPartIdFieldState() const = 0;
320 
326  virtual MamdaFieldState getQuoteMidPriceFieldState() const = 0;
327 
333  virtual MamdaFieldState getQuoteQualStrFieldState() const = 0;
334 
340  virtual MamdaFieldState getQuoteQualNativeFieldState() const = 0;
341 
347  virtual MamdaFieldState getShortSaleBidTickFieldState() const = 0;
348 
354  virtual MamdaFieldState getAskTimeFieldState() const = 0;
355 
361  virtual MamdaFieldState getBidTimeFieldState() const = 0;
362 
368  virtual MamdaFieldState getQuoteDateFieldState() const = 0;
369 
375  virtual MamdaFieldState getAskIndicatorFieldState() const = 0;
376 
382  virtual MamdaFieldState getBidIndicatorFieldState() const = 0;
383 
389  virtual MamdaFieldState getAskUpdateCountFieldState() const = 0;
390 
396  virtual MamdaFieldState getBidUpdateCountFieldState() const = 0;
397 
403  virtual MamdaFieldState getAskYieldFieldState() const = 0;
404 
410  virtual MamdaFieldState getBidYieldFieldState() const = 0;
411 
417  virtual MamdaFieldState getAskSizesListFieldState() const = 0;
418 
424  virtual MamdaFieldState getBidSizesListFieldState() const = 0;
425 
430  virtual MamdaFieldState getShortSaleCircuitBreakerFieldState() const = 0;
431 
432  virtual ~MamdaQuoteUpdate() {};
433  };
434 
435 } // namespace
436 
437 #endif // MamdaQuoteUpdateH
virtual ~MamdaQuoteUpdate()
Definition: MamdaQuoteUpdate.h:432
MamdaQuoteUpdate is an interface that provides access to fields related to quote updates.
Definition: MamdaQuoteUpdate.h:36
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
MamdaBasicEvent is a superclass interface that provides access to common event related fields...
Definition: MamdaBasicEvent.h:46
MamdaFieldState
An enumeration representing field state.
Definition: MamdaFieldState.h:37


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