Package com.wombat.mamda.orderbook

Class MamdaOrderBookBasicDelta

  • Direct Known Subclasses:
    MamdaOrderBookSimpleDelta
    public class MamdaOrderBookBasicDelta
extends java.lang.Object
    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 Detail

      • MamdaOrderBookBasicDelta

        public MamdaOrderBookBasicDelta()

    • Method Detail

      • clear

        public void clear()
        Clear the delta.

      • set

        public void set​(MamdaOrderBookEntry entry,
                MamdaOrderBookPriceLevel level,
                double plDeltaSize,
                char plAction,
                char entryAction)
        Set the delta info.
        Parameters:
        entry - The entry
        level - The level
        plDeltaSize - The delta size
        plAction - The price level action
        entryAction - The entry action

      • setPriceLevel

        public void 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:
        level - The price level to be associated with.

      • setPlDeltaAction

        public void setPlDeltaAction​(char action)
        Set the delta action with respect to the price level.
        Parameters:
        action - The price level action.

      • getPriceLevel

        public MamdaOrderBookPriceLevel getPriceLevel()
        Get the MamdaOrderBookPriceLevel object related to this basic delta.
        Returns:
        The price level.

      • getEntry

        public MamdaOrderBookEntry getEntry()
        Get the MamdaOrderBookEntry object related to this basic delta.
        Returns:
        The entry.

      • getPlDeltaSize

        public double getPlDeltaSize()
        Get the difference in size for the price level.
        Returns:
        The price level size delta.

      • getPlDeltaAction

        public char getPlDeltaAction()
        Get the delta action with respect to the price level.
        Returns:
        The price level action.

      • getEntryDeltaAction

        public char getEntryDeltaAction()
        Get the delta action with respect to the entry.
        Returns:
        The entry action.

      • getOrderBook

        public MamdaOrderBook getOrderBook()
        Get the MamdaOrderBook object to which this delta belongs.
        Returns:
        The order book related to this delta.

      • dump

        public void dump​(java.io.OutputStream output)
        Dump the simple update to the output stream.
        Parameters:
        output - The OutputStream to write the update to.

      • dump

        public void dump()
        Dump the simple update to the output stream.