Package com.wombat.mamda.orderbook

Interface MamdaBookAtomicLevel

    • Method Detail

      • getPriceLevelNumLevels

        long getPriceLevelNumLevels()
        Return the number of price levels in the order book update.
        Returns:
        The number of price levels.

      • getPriceLevelNum

        long getPriceLevelNum()
        Return at which position this level is within an update containing a number of levels. (i.e. level m of n levels in the update)
        Returns:
        The position of this level in the update received.

      • getPriceLevelPrice

        double getPriceLevelPrice()
        Return the price for this price level.
        Returns:
        The price level price.

      • getPriceLevelMamaPrice

        com.wombat.mama.MamaPrice getPriceLevelMamaPrice()
        Return the MamaPrice for this price level.
        Returns:
        The price level price.

      • getPriceLevelSize

        double getPriceLevelSize()
        Return the number of order entries comprising this price level.
        Not supported for V5 entry book updates.
        Returns:
        The number of entries in this price level.

      • getPriceLevelSizeChange

        long getPriceLevelSizeChange()
        Aggregate size at current price level.
        Not supported for V5 entry book updates.
        Returns:
        The aggregate size at the current price level.

      • getPriceLevelAction

        char getPriceLevelAction()
        The action to apply to the orderbook for this price level. Can have a value of:
        • A : Add a new price level
        • U : Update an existing price level
        • D : Delete an existing price level
        • C : Closing information for price level (often treat the same as Update).
        Not supported for V5 entry book updates.
        Returns:
        The price level action.

      • getPriceLevelSide

        char getPriceLevelSide()
        Side of book at current price level.
        • B : Bid side. Same as 'buy' side.
        • A : Ask side. Same as 'sell' side.
        Returns:
        The price level side.

      • getPriceLevelTime

        com.wombat.mama.MamaDateTime getPriceLevelTime()
        Time of order book price level.
        Returns:
        The time of the orderbook price level.

      • getPriceLevelNumEntries

        double getPriceLevelNumEntries()
        Number of order book entries at current price level.
        Not supported for V5 entry book updates.
        Returns:
        The number of entries at the current price level.

      • entryIterator

        java.util.Iterator entryIterator()