Wombat::MamdaOrderBookSimpleDelta Class Reference
MamdaOrderBookSimpleDelta is a class that saves information about a simple order book delta. More...
#include <MamdaOrderBookSimpleDelta.h>
Inheritance diagram for Wombat::MamdaOrderBookSimpleDelta:
Public Member Functions | |
| MamdaOrderBookSimpleDelta (const MamdaOrderBookSimpleDelta ©) | |
| MamdaOrderBookSimpleDelta () | |
| virtual | ~MamdaOrderBookSimpleDelta () |
 Public Member Functions inherited from Wombat::MamdaOrderBookBasicDelta | |
| MamdaOrderBookBasicDelta () | |
| MamdaOrderBookBasicDelta (const MamdaOrderBookBasicDelta &) | |
| virtual | ~MamdaOrderBookBasicDelta () |
| virtual void | clear () |
| Clear the delta. | |
| virtual void | set (MamdaOrderBookEntry *entry, MamdaOrderBookPriceLevel *level, mama_quantity_t plDeltaSize, MamdaOrderBookPriceLevel::Action plAction, MamdaOrderBookEntry::Action entryAction) |
| Set the delta info. | |
| void | setPriceLevel (MamdaOrderBookPriceLevel *level) |
| Set the MamdaOrderBookPriceLevel object to which this entry belongs. | |
| void | setPlDeltaAction (MamdaOrderBookPriceLevel::Action action) |
| Set the delta action with respect to the price level. | |
| void | setPlDeltaSize (mama_quantity_t size) |
| Set the price level delta size. | |
| void | applyPlDeltaSize (mama_quantity_t size) |
| Apply the price level delta size to the existing size, giving the net effect. | |
| MamdaOrderBookPriceLevel * | getPriceLevel () const |
| Get the MamdaOrderBookPriceLevel object related to this basic delta. | |
| MamdaOrderBookEntry * | getEntry () const |
| Get the MamdaOrderBookEntry object related to this basic delta. | |
| mama_quantity_t | getPlDeltaSize () const |
| Get the difference in size for the price level. | |
| MamdaOrderBookPriceLevel::Action | getPlDeltaAction () const |
| Get the delta action with respect to the price level. | |
| MamdaOrderBookEntry::Action | getEntryDeltaAction () const |
| Get the delta action with respect to the entry. | |
| void | setEntryDeltaAction (MamdaOrderBookEntry::Action action) |
| Get the delta action with respect to the entry. | |
| virtual const MamdaOrderBook * | getOrderBook () const |
| Get the MamdaOrderBook object to which this delta belongs. | |
| void | dump (ostream &output) const |
| Dump the simple update to the output stream. | |
| Public Member Functions inherited from Wombat::MamdaBasicEvent | |
| virtual const char * | getSymbol () const =0 |
| Get the instruments string symbol. | |
| virtual MamdaFieldState | getSymbolFieldState () const =0 |
| Get the string symbol field state. | |
| virtual const char * | getPartId () const =0 |
| Get the participant identifier. | |
| virtual MamdaFieldState | getPartIdFieldState () const =0 |
| Get the participant identifier field state. | |
| virtual mama_seqnum_t | getEventSeqNum () const =0 |
| Get the event sequence number. | |
| virtual MamdaFieldState | getEventSeqNumFieldState () const =0 |
| Get the event sequence number field state. | |
| virtual const MamaDateTime & | getEventTime () const =0 |
| Get the event time. | |
| virtual MamdaFieldState | getEventTimeFieldState () const =0 |
| Get the event time field state. | |
| virtual const MamaDateTime & | getSrcTime () const =0 |
| Get the source time. | |
| virtual MamdaFieldState | getSrcTimeFieldState () const =0 |
| Get the source time field state. | |
| virtual const MamaDateTime & | getActivityTime () const =0 |
| Get the activity time. | |
| virtual MamdaFieldState | getActivityTimeFieldState () const =0 |
| Get the activity time field state. | |
| virtual const MamaDateTime & | getLineTime () const =0 |
| Get the line time. | |
| virtual MamdaFieldState | getLineTimeFieldState () const =0 |
| Get the line time of the update. | |
| virtual const MamaDateTime & | getSendTime () const =0 |
| Get the send time. | |
| virtual MamdaFieldState | getSendTimeFieldState () const =0 |
| Get the send time field state. | |
| virtual const MamaMsgQual & | getMsgQual () const =0 |
| Get the message qualifier. | |
| virtual MamdaFieldState | getMsgQualFieldState () const =0 |
| Get the message qualifier field state. | |
| virtual | ~MamdaBasicEvent () |
| Destructor. | |
Additional Inherited Members | |
| Protected Attributes inherited from Wombat::MamdaOrderBookBasicDelta | |
| MamdaOrderBookPriceLevel * | mPriceLevel |
| MamdaOrderBookEntry * | mEntry |
| mama_quantity_t | mPlDeltaSize |
| MamdaOrderBookPriceLevel::Action | mPlAction |
| MamdaOrderBookEntry::Action | mEntryAction |
Detailed Description
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.
Constructor & Destructor Documentation
| Wombat::MamdaOrderBookSimpleDelta::MamdaOrderBookSimpleDelta | ( | const MamdaOrderBookSimpleDelta & | copy | ) |
| Wombat::MamdaOrderBookSimpleDelta::MamdaOrderBookSimpleDelta | ( | ) |
{}
|
virtual |
{}
The documentation for this class was generated from the following file: