OpenMAMA
Wombat::MamdaOrderBookBasicDelta Class Reference

MamdaOrderBookBasicDelta is a class that saves information about a basic order book delta. More...

#include <MamdaOrderBookBasicDelta.h>

Inheritance diagram for Wombat::MamdaOrderBookBasicDelta:
Wombat::MamdaOrderBookSimpleDelta Wombat::MamdaOrderBookConcreteSimpleDelta

Public Member Functions

 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...
 
MamdaOrderBookPriceLevelgetPriceLevel () const
 Get the MamdaOrderBookPriceLevel object related to this basic delta. More...
 
MamdaOrderBookEntrygetEntry () 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 MamdaOrderBookgetOrderBook () 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...
 

Protected Attributes

MamdaOrderBookPriceLevelmPriceLevel
 
MamdaOrderBookEntrymEntry
 
mama_quantity_t mPlDeltaSize
 
MamdaOrderBookPriceLevel::Action mPlAction
 
MamdaOrderBookEntry::Action mEntryAction
 

Detailed Description

MamdaOrderBookBasicDelta is a class that saves information about a basic order book delta.

A basic delta is one that affects a single order book entry.

Constructor & Destructor Documentation

Wombat::MamdaOrderBookBasicDelta::MamdaOrderBookBasicDelta ( )
49  { clear(); }
virtual void clear()
Clear the delta.
Wombat::MamdaOrderBookBasicDelta::MamdaOrderBookBasicDelta ( const MamdaOrderBookBasicDelta )
virtual Wombat::MamdaOrderBookBasicDelta::~MamdaOrderBookBasicDelta ( )
virtual
51 {}

Member Function Documentation

virtual void Wombat::MamdaOrderBookBasicDelta::clear ( )
virtual

Clear the delta.

virtual void Wombat::MamdaOrderBookBasicDelta::set ( MamdaOrderBookEntry entry,
MamdaOrderBookPriceLevel level,
mama_quantity_t  plDeltaSize,
MamdaOrderBookPriceLevel::Action  plAction,
MamdaOrderBookEntry::Action  entryAction 
)
virtual

Set the delta info.

void Wombat::MamdaOrderBookBasicDelta::setPriceLevel ( MamdaOrderBookPriceLevel level)

Set the MamdaOrderBookPriceLevel object to which this entry belongs.

This method is invoked internally, by the MAMDA API, when an entry is added to a price level.

Parameters
levelThe price level to be associated with.
75  { mPriceLevel = level; }
MamdaOrderBookPriceLevel * mPriceLevel
Definition: MamdaOrderBookBasicDelta.h:165
void Wombat::MamdaOrderBookBasicDelta::setPlDeltaAction ( MamdaOrderBookPriceLevel::Action  action)

Set the delta action with respect to the price level.

Parameters
actionThe price level action
83  { mPlAction = action; }
MamdaOrderBookPriceLevel::Action mPlAction
Definition: MamdaOrderBookBasicDelta.h:168
void Wombat::MamdaOrderBookBasicDelta::setPlDeltaSize ( mama_quantity_t  size)

Set the price level delta size.

Parameters
actionThe price level action
91  { mPlDeltaSize = size; }
mama_quantity_t mPlDeltaSize
Definition: MamdaOrderBookBasicDelta.h:167
void Wombat::MamdaOrderBookBasicDelta::applyPlDeltaSize ( mama_quantity_t  size)

Apply the price level delta size to the existing size, giving the net effect.

Parameters
actionThe price level action
101  { mPlDeltaSize += size; }
mama_quantity_t mPlDeltaSize
Definition: MamdaOrderBookBasicDelta.h:167
MamdaOrderBookPriceLevel* Wombat::MamdaOrderBookBasicDelta::getPriceLevel ( ) const

Get the MamdaOrderBookPriceLevel object related to this basic delta.

Returns
The price level.
109  { return mPriceLevel; }
MamdaOrderBookPriceLevel * mPriceLevel
Definition: MamdaOrderBookBasicDelta.h:165
MamdaOrderBookEntry* Wombat::MamdaOrderBookBasicDelta::getEntry ( ) const

Get the MamdaOrderBookEntry object related to this basic delta.

Returns
The entry.
117  { return mEntry; }
MamdaOrderBookEntry * mEntry
Definition: MamdaOrderBookBasicDelta.h:166
mama_quantity_t Wombat::MamdaOrderBookBasicDelta::getPlDeltaSize ( ) const

Get the difference in size for the price level.

Returns
The price level size delta.
125  { return mPlDeltaSize; }
mama_quantity_t mPlDeltaSize
Definition: MamdaOrderBookBasicDelta.h:167
MamdaOrderBookPriceLevel::Action Wombat::MamdaOrderBookBasicDelta::getPlDeltaAction ( ) const

Get the delta action with respect to the price level.

Returns
The price level action.
133  { return mPlAction; }
MamdaOrderBookPriceLevel::Action mPlAction
Definition: MamdaOrderBookBasicDelta.h:168
MamdaOrderBookEntry::Action Wombat::MamdaOrderBookBasicDelta::getEntryDeltaAction ( ) const

Get the delta action with respect to the entry.

Returns
The entry action.
141  { return mEntryAction; }
MamdaOrderBookEntry::Action mEntryAction
Definition: MamdaOrderBookBasicDelta.h:169
void Wombat::MamdaOrderBookBasicDelta::setEntryDeltaAction ( MamdaOrderBookEntry::Action  action)

Get the delta action with respect to the entry.

148  { mEntryAction = action; }
MamdaOrderBookEntry::Action mEntryAction
Definition: MamdaOrderBookBasicDelta.h:169
virtual const MamdaOrderBook* Wombat::MamdaOrderBookBasicDelta::getOrderBook ( ) const
virtual

Get the MamdaOrderBook object to which this delta belongs.

Returns
The order book related to this delta.
void Wombat::MamdaOrderBookBasicDelta::dump ( ostream &  output) const

Dump the simple update to the output stream.

Parameters
outputThe ostream to write the update to.

Member Data Documentation

MamdaOrderBookPriceLevel* Wombat::MamdaOrderBookBasicDelta::mPriceLevel
protected
MamdaOrderBookEntry* Wombat::MamdaOrderBookBasicDelta::mEntry
protected
mama_quantity_t Wombat::MamdaOrderBookBasicDelta::mPlDeltaSize
protected
MamdaOrderBookPriceLevel::Action Wombat::MamdaOrderBookBasicDelta::mPlAction
protected
MamdaOrderBookEntry::Action Wombat::MamdaOrderBookBasicDelta::mEntryAction
protected

The documentation for this class was generated from the following file:


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