| addDelta(MamdaOrderBookEntry *entry, MamdaOrderBookPriceLevel *level, mama_quantity_t plDeltaSize, MamdaOrderBookPriceLevel::Action plAction, MamdaOrderBookEntry::Action entAction) | Wombat::MamdaOrderBook | |
| addEntriesFromBook(const MamdaOrderBook *book, MamdaOrderBookEntryFilter *filter, MamdaOrderBookBasicDeltaList *delta) | Wombat::MamdaOrderBook | |
| addEntry(MamdaOrderBookEntry *entry, double price, MamdaOrderBookPriceLevel::Side side, const MamaDateTime &eventTime, MamdaOrderBookBasicDelta *delta) | Wombat::MamdaOrderBook | |
| addEntry(MamdaOrderBookEntry *entry, MamaPrice &price, MamdaOrderBookPriceLevel::Side side, const MamaDateTime &eventTime, MamdaOrderBookBasicDelta *delta) | Wombat::MamdaOrderBook | |
| addEntry(const char *entryId, mama_quantity_t entrySize, double price, MamdaOrderBookPriceLevel::Side side, const MamaDateTime &eventTime, const MamaSourceDerivative *sourceDeriv, MamdaOrderBookBasicDelta *delta) | Wombat::MamdaOrderBook | |
| addEntry(const char *entryId, mama_quantity_t entrySize, MamaPrice &price, MamdaOrderBookPriceLevel::Side side, const MamaDateTime &eventTime, const MamaSourceDerivative *sourceDeriv, MamdaOrderBookBasicDelta *delta) | Wombat::MamdaOrderBook | |
| addLevel(const MamdaOrderBookPriceLevel &level) | Wombat::MamdaOrderBook | |
| addPriceLevelsFromBookAsEntries(const MamdaOrderBook *book, const char *source, MamdaOrderBookBasicDeltaList *delta) | Wombat::MamdaOrderBook | |
| apply(const MamdaOrderBook &deltaBook) | Wombat::MamdaOrderBook | |
| apply(const MamdaOrderBookBasicDelta &delta) | Wombat::MamdaOrderBook | |
| apply(const MamdaOrderBookBasicDeltaList &delta) | Wombat::MamdaOrderBook | |
| applyMarketOrder(const MamdaOrderBookBasicDelta &delta) | Wombat::MamdaOrderBook | |
| applyMarketOrder(const MamdaOrderBookBasicDeltaList &delta) | Wombat::MamdaOrderBook | |
| askBegin() | Wombat::MamdaOrderBook | |
| askBegin() const | Wombat::MamdaOrderBook | |
| askEnd() | Wombat::MamdaOrderBook | |
| askEnd() const | Wombat::MamdaOrderBook | |
| askEntryBegin() | Wombat::MamdaOrderBook | |
| askEntryBegin() const | Wombat::MamdaOrderBook | |
| askEntryEnd() | Wombat::MamdaOrderBook | |
| askEntryEnd() const | Wombat::MamdaOrderBook | |
| assertEqual(const MamdaOrderBook &rhs) const | Wombat::MamdaOrderBook | |
| bidBegin() | Wombat::MamdaOrderBook | |
| bidBegin() const | Wombat::MamdaOrderBook | |
| bidEnd() | Wombat::MamdaOrderBook | |
| bidEnd() const | Wombat::MamdaOrderBook | |
| bidEntryBegin() | Wombat::MamdaOrderBook | |
| bidEntryBegin() const | Wombat::MamdaOrderBook | |
| bidEntryEnd() | Wombat::MamdaOrderBook | |
| bidEntryEnd() const | Wombat::MamdaOrderBook | |
| cleanupDetached() | Wombat::MamdaOrderBook | |
| clear(bool deleteLevels=true) | Wombat::MamdaOrderBook | |
| clearDeltaList() | Wombat::MamdaOrderBook | |
| constAskEntryIterator | Wombat::MamdaOrderBook | |
| constAskIterator | Wombat::MamdaOrderBook | |
| constBidEntryIterator | Wombat::MamdaOrderBook | |
| constBidIterator | Wombat::MamdaOrderBook | |
| copy(const MamdaOrderBook &rhs) | Wombat::MamdaOrderBook | |
| deleteEntriesFromSource(const MamaSource *source, MamdaOrderBookBasicDeltaList *delta) | Wombat::MamdaOrderBook | |
| deleteEntry(MamdaOrderBookEntry *entry, const MamaDateTime &eventTime, MamdaOrderBookBasicDelta *delta) | Wombat::MamdaOrderBook | |
| deleteLevel(const MamdaOrderBookPriceLevel &level) | Wombat::MamdaOrderBook | |
| detach(MamdaOrderBookPriceLevel *level) | Wombat::MamdaOrderBook | |
| detach(MamdaOrderBookEntry *entry) | Wombat::MamdaOrderBook | |
| dump(ostream &output) const | Wombat::MamdaOrderBook | |
| findLevel(double price, MamdaOrderBookPriceLevel::Side side) | Wombat::MamdaOrderBook | |
| findLevel(MamaPrice &price, MamdaOrderBookPriceLevel::Side side) | Wombat::MamdaOrderBook | |
| findOrCreateLevel(double price, MamdaOrderBookPriceLevel::Side side) | Wombat::MamdaOrderBook | |
| findOrCreateLevel(MamaPrice &price, MamdaOrderBookPriceLevel::Side side) | Wombat::MamdaOrderBook | |
| findOrCreateLevel(double price, MamdaOrderBookPriceLevel::Side side, MamdaOrderBookPriceLevel::Action &action) | Wombat::MamdaOrderBook | |
| findOrCreateLevel(MamaPrice &price, MamdaOrderBookPriceLevel::Side side, MamdaOrderBookPriceLevel::Action &action) | Wombat::MamdaOrderBook | |
| generateDeltaMsgs(bool generate) | Wombat::MamdaOrderBook | |
| getAskMarketOrders() const | Wombat::MamdaOrderBook | |
| getBidMarketOrders() const | Wombat::MamdaOrderBook | |
| getBookContributors() const | Wombat::MamdaOrderBook | |
| getBookContributorsModified() const | Wombat::MamdaOrderBook | |
| getBookTime() const | Wombat::MamdaOrderBook | |
| getCheckSourceState() const | Wombat::MamdaOrderBook | |
| getClosure() const | Wombat::MamdaOrderBook | |
| getEntryAtPosition(mama_u32_t pos, MamdaOrderBookPriceLevel::Side side) const | Wombat::MamdaOrderBook | |
| getGenerateDeltaMsgs() | Wombat::MamdaOrderBook | |
| getIsConsistent() const | Wombat::MamdaOrderBook | |
| getLevelAtPosition(mama_u32_t pos, MamdaOrderBookPriceLevel::Side side) const | Wombat::MamdaOrderBook | |
| getLevelAtPrice(double price, MamdaOrderBookPriceLevel::Side side) const | Wombat::MamdaOrderBook | |
| getMarketOrdersSide(MamdaOrderBookPriceLevel::Side side) | Wombat::MamdaOrderBook | |
| getNeedsReevaluation() const | Wombat::MamdaOrderBook | |
| getNumAskLevels() const | Wombat::MamdaOrderBook | |
| getNumBidLevels() const | Wombat::MamdaOrderBook | |
| getOrCreateMarketOrdersSide(MamdaOrderBookPriceLevel::Side side) | Wombat::MamdaOrderBook | |
| getPartId() const | Wombat::MamdaOrderBook | |
| getQuality() const | Wombat::MamdaOrderBook | |
| getSource() const | Wombat::MamdaOrderBook | |
| getSourceDerivative() const | Wombat::MamdaOrderBook | |
| getSymbol() const | Wombat::MamdaOrderBook | |
| getTotalNumLevels() const | Wombat::MamdaOrderBook | |
| hasBookContributors() const | Wombat::MamdaOrderBook | |
| hasPartId() const | Wombat::MamdaOrderBook | |
| MamdaOrderBook() | Wombat::MamdaOrderBook | |
| MamdaOrderBook(const MamdaOrderBook &) | Wombat::MamdaOrderBook | |
| operator!=(const MamdaOrderBook &rhs) const | Wombat::MamdaOrderBook | |
| operator=(const MamdaOrderBook &) | Wombat::MamdaOrderBook | |
| operator==(const MamdaOrderBook &rhs) const | Wombat::MamdaOrderBook | |
| populateDelta(MamaMsg &msg) | Wombat::MamdaOrderBook | |
| populateRecap(MamaMsg &msg) | Wombat::MamdaOrderBook | |
| reevaluate() | Wombat::MamdaOrderBook | |
| setAsDeltaDeleted(const MamdaOrderBook &bookToDelete) | Wombat::MamdaOrderBook | |
| setAsDeltaDifference(const MamdaOrderBook &lhs, const MamdaOrderBook &rhs) | Wombat::MamdaOrderBook | |
| setBookContributors(const char *bookContributors) | Wombat::MamdaOrderBook | |
| setBookContributorsModified(bool modified) | Wombat::MamdaOrderBook | |
| setBookTime(const MamaDateTime &bookTime) const | Wombat::MamdaOrderBook | |
| setCheckSourceState(bool check) | Wombat::MamdaOrderBook | |
| setClosure(void *closure) | Wombat::MamdaOrderBook | |
| setIsConsistent(bool isConsistent) | Wombat::MamdaOrderBook | |
| setNeedsReevaluation(bool need) | Wombat::MamdaOrderBook | |
| setPartId(const char *partId) | Wombat::MamdaOrderBook | |
| setQuality(mamaQuality quality) | Wombat::MamdaOrderBook | |
| setSourceDerivative(const MamaSourceDerivative *sourceDeriv) | Wombat::MamdaOrderBook | |
| setStrictChecking(bool strict) | Wombat::MamdaOrderBook | static |
| setSymbol(const char *symbol) | Wombat::MamdaOrderBook | |
| updateEntry(MamdaOrderBookEntry *entry, mama_quantity_t size, const MamaDateTime &eventTime, MamdaOrderBookBasicDelta *delta) | Wombat::MamdaOrderBook | |
| updateLevel(const MamdaOrderBookPriceLevel &level) | Wombat::MamdaOrderBook | |
| ~MamdaOrderBook() | Wombat::MamdaOrderBook | |