Package com.wombat.mamda.orderbook

Class MamdaOrderBookFields

  • public class MamdaOrderBookFields
extends MamdaFields
    Maintains a cache of common orderbook related field descriptors.

    • Field Summary

      Fields 
      Modifier and Type Field Description
      static com.wombat.mama.MamaFieldDescriptor ACTIVITY_TIME  
      static com.wombat.mama.MamaFieldDescriptor ASK_MARKET_ORDERS  
      static com.wombat.mama.MamaFieldDescriptor BID_MARKET_ORDERS  
      static com.wombat.mama.MamaFieldDescriptor BOOK_PROP_MSG_TYPE  
      static com.wombat.mama.MamaFieldDescriptor BOOK_PROPERTIES  
      static com.wombat.mama.MamaFieldDescriptor BOOK_TIME  
      static com.wombat.mama.MamaFieldDescriptor BOOK_TYPE  
      static com.wombat.mama.MamaFieldDescriptor ENTRY_ACTION  
      static com.wombat.mama.MamaFieldDescriptor ENTRY_ID  
      static com.wombat.mama.MamaFieldDescriptor ENTRY_PROP_MSG_TYPE  
      static com.wombat.mama.MamaFieldDescriptor ENTRY_PROPERTIES  
      static com.wombat.mama.MamaFieldDescriptor ENTRY_REASON  
      static com.wombat.mama.MamaFieldDescriptor ENTRY_SIZE  
      static com.wombat.mama.MamaFieldDescriptor ENTRY_STATUS  
      static com.wombat.mama.MamaFieldDescriptor ENTRY_TIME  
      static com.wombat.mama.MamaFieldDescriptor NUM_LEVELS  
      static com.wombat.mama.MamaFieldDescriptor PART_ID  
      static com.wombat.mama.MamaFieldDescriptor PL_ACTION  
      static com.wombat.mama.MamaFieldDescriptor PL_ENTRIES  
      static com.wombat.mama.MamaFieldDescriptor[] PL_ENTRY  
      static com.wombat.mama.MamaFieldDescriptor PL_NUM_ATTACH  
      static com.wombat.mama.MamaFieldDescriptor PL_NUM_ENTRIES  
      static com.wombat.mama.MamaFieldDescriptor PL_PRICE  
      static com.wombat.mama.MamaFieldDescriptor PL_PROP_MSG_TYPE  
      static com.wombat.mama.MamaFieldDescriptor PL_PROPERTIES  
      static com.wombat.mama.MamaFieldDescriptor PL_SIDE  
      static com.wombat.mama.MamaFieldDescriptor PL_SIZE  
      static com.wombat.mama.MamaFieldDescriptor PL_SIZE_CHANGE  
      static com.wombat.mama.MamaFieldDescriptor PL_TIME  
      static com.wombat.mama.MamaFieldDescriptor[] PRICE_LEVEL  
      static com.wombat.mama.MamaFieldDescriptor PRICE_LEVELS  
      static com.wombat.mama.MamaFieldDescriptor SEQNUM  
      static com.wombat.mama.MamaFieldDescriptor SRC_TIME  
      static com.wombat.mama.MamaDictionary theDictionary  

    • Field Detail

      • SRC_TIME

        public static com.wombat.mama.MamaFieldDescriptor SRC_TIME

      • ACTIVITY_TIME

        public static com.wombat.mama.MamaFieldDescriptor ACTIVITY_TIME

      • PART_ID

        public static com.wombat.mama.MamaFieldDescriptor PART_ID

      • SEQNUM

        public static com.wombat.mama.MamaFieldDescriptor SEQNUM

      • BOOK_TIME

        public static com.wombat.mama.MamaFieldDescriptor BOOK_TIME

      • NUM_LEVELS

        public static com.wombat.mama.MamaFieldDescriptor NUM_LEVELS

      • BOOK_PROPERTIES

        public static com.wombat.mama.MamaFieldDescriptor BOOK_PROPERTIES

      • BOOK_PROP_MSG_TYPE

        public static com.wombat.mama.MamaFieldDescriptor BOOK_PROP_MSG_TYPE

      • PRICE_LEVELS

        public static com.wombat.mama.MamaFieldDescriptor PRICE_LEVELS

      • PL_ACTION

        public static com.wombat.mama.MamaFieldDescriptor PL_ACTION

      • PL_PRICE

        public static com.wombat.mama.MamaFieldDescriptor PL_PRICE

      • PL_SIDE

        public static com.wombat.mama.MamaFieldDescriptor PL_SIDE

      • PL_SIZE

        public static com.wombat.mama.MamaFieldDescriptor PL_SIZE

      • PL_SIZE_CHANGE

        public static com.wombat.mama.MamaFieldDescriptor PL_SIZE_CHANGE

      • PL_TIME

        public static com.wombat.mama.MamaFieldDescriptor PL_TIME

      • PL_NUM_ENTRIES

        public static com.wombat.mama.MamaFieldDescriptor PL_NUM_ENTRIES

      • PL_NUM_ATTACH

        public static com.wombat.mama.MamaFieldDescriptor PL_NUM_ATTACH

      • PL_ENTRIES

        public static com.wombat.mama.MamaFieldDescriptor PL_ENTRIES

      • PL_PROPERTIES

        public static com.wombat.mama.MamaFieldDescriptor PL_PROPERTIES

      • PL_PROP_MSG_TYPE

        public static com.wombat.mama.MamaFieldDescriptor PL_PROP_MSG_TYPE

      • ENTRY_ID

        public static com.wombat.mama.MamaFieldDescriptor ENTRY_ID

      • ENTRY_ACTION

        public static com.wombat.mama.MamaFieldDescriptor ENTRY_ACTION

      • ENTRY_REASON

        public static com.wombat.mama.MamaFieldDescriptor ENTRY_REASON

      • ENTRY_SIZE

        public static com.wombat.mama.MamaFieldDescriptor ENTRY_SIZE

      • ENTRY_TIME

        public static com.wombat.mama.MamaFieldDescriptor ENTRY_TIME

      • ENTRY_STATUS

        public static com.wombat.mama.MamaFieldDescriptor ENTRY_STATUS

      • ENTRY_PROPERTIES

        public static com.wombat.mama.MamaFieldDescriptor ENTRY_PROPERTIES

      • ENTRY_PROP_MSG_TYPE

        public static com.wombat.mama.MamaFieldDescriptor ENTRY_PROP_MSG_TYPE

      • PRICE_LEVEL

        public static com.wombat.mama.MamaFieldDescriptor[] PRICE_LEVEL

      • PL_ENTRY

        public static com.wombat.mama.MamaFieldDescriptor[] PL_ENTRY

      • BID_MARKET_ORDERS

        public static com.wombat.mama.MamaFieldDescriptor BID_MARKET_ORDERS

      • ASK_MARKET_ORDERS

        public static com.wombat.mama.MamaFieldDescriptor ASK_MARKET_ORDERS

      • BOOK_TYPE

        public static com.wombat.mama.MamaFieldDescriptor BOOK_TYPE

      • theDictionary

        public static com.wombat.mama.MamaDictionary theDictionary

    • Constructor Detail

      • MamdaOrderBookFields

        public MamdaOrderBookFields()

    • Method Detail

      • setDictionary

        public static void setDictionary​(com.wombat.mama.MamaDictionary dictionary,
                                 java.util.Properties properties)
        Set the dictionary for common orderbook fields. Maintains a cache of MamaFieldDescriptors for common orderbook related fields. The properties parameter allows users of the API to map the common dictionary names to something else if they are being published under different names.
        Parameters:
        dictionary - A reference to a valid MamaDictionary
        properties - A Properties object containing field mappings. (See MamdaFields for more information)

      • getNumLevelFields

        public static int getNumLevelFields()
        Internal. Returns the number of fixed (non-vector) price level fields.

      • getNumEntryFields

        public static int getNumEntryFields()
        Internal. Returns the number of fixed (non-vector) entry fields.

      • getHasVectorFields

        public static boolean getHasVectorFields()
        Internal. Returns whether the dictionary contains vector fields (important when unpacking order book messages).

      • getHasFixedLevelFields

        public static boolean getHasFixedLevelFields()
        Internal. Returns whether the dictionary contains fixed price level fields (important when unpacking order book messages).

      • getMaxFid

        public static int getMaxFid()

      • isSet

        public static boolean isSet()

      • reset

        public static void reset()
        Reset the dictionary for order book update fields.