MamdaOrderBookConcreteSimpleDelta is a class that saves information about a simple order book delta. More...

#include <MamdaOrderBookConcreteSimpleDelta.h>

Inheritance diagram for Wombat::MamdaOrderBookConcreteSimpleDelta:

Public Member Functions
	MamdaOrderBookConcreteSimpleDelta ()

virtual	~MamdaOrderBookConcreteSimpleDelta ()

virtual const char *	getSymbol () const
	Get the instruments string symbol. More...

virtual const char *	getPartId () const
	Get the participant identifier. More...

virtual mama_seqnum_t	getEventSeqNum () const
	Get the event sequence number. More...

virtual const MamaDateTime &	getEventTime () const
	Get the event time. More...

virtual const MamaDateTime &	getSrcTime () const
	Get the source time. More...

virtual const MamaDateTime &	getActivityTime () const
	Get the activity time. More...

virtual const MamaDateTime &	getLineTime () const
	Get the line time. More...

virtual const MamaDateTime &	getSendTime () const
	Get the send time. More...

virtual const MamaMsgQual &	getMsgQual () const
	Get the message qualifier. More...

virtual MamdaFieldState	getSymbolFieldState () const
	Get the string symbol field state. More...

virtual MamdaFieldState	getPartIdFieldState () const
	Get the participant identifier field state. More...

virtual MamdaFieldState	getEventSeqNumFieldState () const
	Get the event sequence number field state. More...

virtual MamdaFieldState	getEventTimeFieldState () const
	Get the event time field state. More...

virtual MamdaFieldState	getSrcTimeFieldState () const
	Get the source time field state. More...

virtual MamdaFieldState	getActivityTimeFieldState () const
	Get the activity time field state. More...

virtual MamdaFieldState	getLineTimeFieldState () const
	Get the line time of the update. More...

virtual MamdaFieldState	getSendTimeFieldState () const
	Get the send time field state. More...

virtual MamdaFieldState	getMsgQualFieldState () const
	Get the message qualifier field state. More...

virtual void	setSymbol (const char *value)

virtual void	setPartId (const char *value)

virtual void	setEventSeqNum (mama_seqnum_t value)

virtual void	setEventTime (const MamaDateTime &value)

virtual void	setSrcTime (const MamaDateTime &value)

virtual void	setActivityTime (const MamaDateTime &value)

virtual void	setLineTime (const MamaDateTime &value)

virtual void	setSendTime (const MamaDateTime &value)

virtual void	setMsgQual (const MamaMsgQual &value)

Public Member Functions inherited from Wombat::MamdaOrderBookSimpleDelta
	MamdaOrderBookSimpleDelta (const MamdaOrderBookSimpleDelta &copy)

	MamdaOrderBookSimpleDelta ()

virtual	~MamdaOrderBookSimpleDelta ()

Public Member Functions inherited from Wombat::MamdaOrderBookBasicDelta
	MamdaOrderBookBasicDelta ()

	MamdaOrderBookBasicDelta (const MamdaOrderBookBasicDelta &)

virtual	~MamdaOrderBookBasicDelta ()

virtual void	clear ()
	Clear the delta. More...

virtual void	set (MamdaOrderBookEntry entry, MamdaOrderBookPriceLevel level, mama_quantity_t plDeltaSize, MamdaOrderBookPriceLevel::Action plAction, MamdaOrderBookEntry::Action entryAction)
	Set the delta info. More...

void	setPriceLevel (MamdaOrderBookPriceLevel *level)
	Set the MamdaOrderBookPriceLevel object to which this entry belongs. More...

void	setPlDeltaAction (MamdaOrderBookPriceLevel::Action action)
	Set the delta action with respect to the price level. More...

void	setPlDeltaSize (mama_quantity_t size)
	Set the price level delta size. More...

void	applyPlDeltaSize (mama_quantity_t size)
	Apply the price level delta size to the existing size, giving the net effect. More...

MamdaOrderBookPriceLevel *	getPriceLevel () const
	Get the MamdaOrderBookPriceLevel object related to this basic delta. More...

MamdaOrderBookEntry *	getEntry () const
	Get the MamdaOrderBookEntry object related to this basic delta. More...

mama_quantity_t	getPlDeltaSize () const
	Get the difference in size for the price level. More...

MamdaOrderBookPriceLevel::Action	getPlDeltaAction () const
	Get the delta action with respect to the price level. More...

MamdaOrderBookEntry::Action	getEntryDeltaAction () const
	Get the delta action with respect to the entry. More...

void	setEntryDeltaAction (MamdaOrderBookEntry::Action action)
	Get the delta action with respect to the entry. More...

virtual const MamdaOrderBook *	getOrderBook () const
	Get the MamdaOrderBook object to which this delta belongs. More...

void	dump (ostream &output) const
	Dump the simple update to the output stream. More...

Public Member Functions inherited from Wombat::MamdaBasicEvent
virtual	~MamdaBasicEvent ()
	Destructor. More...

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

MamdaOrderBookConcreteSimpleDelta 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

◆ MamdaOrderBookConcreteSimpleDelta()

Wombat::MamdaOrderBookConcreteSimpleDelta::MamdaOrderBookConcreteSimpleDelta ( )

◆ ~MamdaOrderBookConcreteSimpleDelta()

virtual Wombat::MamdaOrderBookConcreteSimpleDelta::~MamdaOrderBookConcreteSimpleDelta ( )

virtual

Member Function Documentation

◆ getSymbol()

virtual const char* Wombat::MamdaOrderBookConcreteSimpleDelta::getSymbol ( ) const

virtual

Get the instruments string symbol.

Returns: Symbol. This is the "well-known" symbol for the security, including any symbology mapping performed by the publisher.

Implements Wombat::MamdaBasicEvent.

◆ getPartId()

virtual const char* Wombat::MamdaOrderBookConcreteSimpleDelta::getPartId ( ) const

virtual

Get the participant identifier.

Returns: Participant ID. This may be an exchange identifier, a market maker ID, etc., or NULL (if this is not related to any specific participant).

Implements Wombat::MamdaBasicEvent.

◆ getEventSeqNum()

virtual mama_seqnum_t Wombat::MamdaOrderBookConcreteSimpleDelta::getEventSeqNum ( ) const

virtual

Get the event sequence number.

Returns: Source sequence number. The exchange generated sequence number.

Implements Wombat::MamdaBasicEvent.

◆ getEventTime()

virtual const MamaDateTime& Wombat::MamdaOrderBookConcreteSimpleDelta::getEventTime ( ) const

virtual

Get the event time.

Returns: Event time. Typically, when the event actually occurred. This is often the same as the "source time", because many feeds do not distinguish between the actual event time and when the exchange sent the message.

Implements Wombat::MamdaBasicEvent.

◆ getSrcTime()

virtual const MamaDateTime& Wombat::MamdaOrderBookConcreteSimpleDelta::getSrcTime ( ) const

virtual

Get the source time.

Returns: Source time. Typically, the exchange generated feed time stamp. This is often the same as the "event time", because many feeds do not distinguish between the actual event time and when the exchange sent the message.

Implements Wombat::MamdaBasicEvent.

◆ getActivityTime()

virtual const MamaDateTime& Wombat::MamdaOrderBookConcreteSimpleDelta::getActivityTime ( ) const

virtual

Get the activity time.

Returns: Activity time. A feed handler generated time stamp representing when the data item was last updated.

Implements Wombat::MamdaBasicEvent.

◆ getLineTime()

virtual const MamaDateTime& Wombat::MamdaOrderBookConcreteSimpleDelta::getLineTime ( ) const

virtual

Get the line time.

Returns: Line time. A feed handler (or similar publisher) time stamp representing the time that such publisher received the update message pertaining to the event. If clocks are properly synchronized and the source time (see above) is accurate enough, then the difference between the source time and line time is the latency between the data source and the feed handler.

Implements Wombat::MamdaBasicEvent.

◆ getSendTime()

virtual const MamaDateTime& Wombat::MamdaOrderBookConcreteSimpleDelta::getSendTime ( ) const

virtual

Get the send time.

Returns: Send time. A feed handler (or similar publisher) time stamp representing the time that such publisher sent the current message. The difference between the line time and send time is the latency within the feed handler itself. Also, if clocks are properly synchronized then the difference between the send time and current time is the latency within the market data distribution framework (i.e. MAMA and the underlying middleware). See MAMA API: MamaDateTime::currentTime()).

Implements Wombat::MamdaBasicEvent.

◆ getMsgQual()

virtual const MamaMsgQual& Wombat::MamdaOrderBookConcreteSimpleDelta::getMsgQual ( ) const

virtual

Get the message qualifier.

Returns: Message Qualifier. The message qualifier provides information in relation to messages duplicate, delayed or out-of-sequence status.

Implements Wombat::MamdaBasicEvent.

◆ getSymbolFieldState()

virtual MamdaFieldState Wombat::MamdaOrderBookConcreteSimpleDelta::getSymbolFieldState ( ) const

virtual

Get the string symbol field state.

Returns: MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getPartIdFieldState()

virtual MamdaFieldState Wombat::MamdaOrderBookConcreteSimpleDelta::getPartIdFieldState ( ) const

virtual

Get the participant identifier field state.

Returns: MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getEventSeqNumFieldState()

virtual MamdaFieldState Wombat::MamdaOrderBookConcreteSimpleDelta::getEventSeqNumFieldState ( ) const

virtual

Get the event sequence number field state.

Returns: MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getEventTimeFieldState()

virtual MamdaFieldState Wombat::MamdaOrderBookConcreteSimpleDelta::getEventTimeFieldState ( ) const

virtual

Get the event time field state.

Returns: MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getSrcTimeFieldState()

virtual MamdaFieldState Wombat::MamdaOrderBookConcreteSimpleDelta::getSrcTimeFieldState ( ) const

virtual

Get the source time field state.

Returns: MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getActivityTimeFieldState()

virtual MamdaFieldState Wombat::MamdaOrderBookConcreteSimpleDelta::getActivityTimeFieldState ( ) const

virtual

Get the activity time field state.

Returns: MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getLineTimeFieldState()

virtual MamdaFieldState Wombat::MamdaOrderBookConcreteSimpleDelta::getLineTimeFieldState ( ) const

virtual

Get the line time of the update.

Returns: MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getSendTimeFieldState()

virtual MamdaFieldState Wombat::MamdaOrderBookConcreteSimpleDelta::getSendTimeFieldState ( ) const

virtual

Get the send time field state.

Returns: MamdaFieldState. An enumeration representing field state.

Implements Wombat::MamdaBasicEvent.

◆ getMsgQualFieldState()

virtual MamdaFieldState Wombat::MamdaOrderBookConcreteSimpleDelta::getMsgQualFieldState ( ) const

virtual

Get the message qualifier field state.

Returns: Message Qualifier. The message qualifier provides information in relation to messages duplicate, delayed or out-of-sequence status.

Implements Wombat::MamdaBasicEvent.

◆ setSymbol()

virtual void Wombat::MamdaOrderBookConcreteSimpleDelta::setSymbol ( const char * value )

virtual

◆ setPartId()

virtual void Wombat::MamdaOrderBookConcreteSimpleDelta::setPartId ( const char * value )

virtual

◆ setEventSeqNum()

virtual void Wombat::MamdaOrderBookConcreteSimpleDelta::setEventSeqNum ( mama_seqnum_t value )

virtual

◆ setEventTime()

virtual void Wombat::MamdaOrderBookConcreteSimpleDelta::setEventTime ( const MamaDateTime & value )

virtual

◆ setSrcTime()

virtual void Wombat::MamdaOrderBookConcreteSimpleDelta::setSrcTime ( const MamaDateTime & value )

virtual

◆ setActivityTime()

virtual void Wombat::MamdaOrderBookConcreteSimpleDelta::setActivityTime ( const MamaDateTime & value )

virtual

◆ setLineTime()

virtual void Wombat::MamdaOrderBookConcreteSimpleDelta::setLineTime ( const MamaDateTime & value )

virtual

◆ setSendTime()

virtual void Wombat::MamdaOrderBookConcreteSimpleDelta::setSendTime ( const MamaDateTime & value )

virtual

◆ setMsgQual()

virtual void Wombat::MamdaOrderBookConcreteSimpleDelta::setMsgQual ( const MamaMsgQual & value )

virtual

The documentation for this class was generated from the following file:

MamdaOrderBookConcreteSimpleDelta.h

Public Member Functions

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ MamdaOrderBookConcreteSimpleDelta()

◆ ~MamdaOrderBookConcreteSimpleDelta()

Member Function Documentation

◆ getSymbol()

◆ getPartId()

◆ getEventSeqNum()

◆ getEventTime()

◆ getSrcTime()

◆ getActivityTime()

◆ getLineTime()

◆ getSendTime()

◆ getMsgQual()

◆ getSymbolFieldState()

◆ getPartIdFieldState()

◆ getEventSeqNumFieldState()

◆ getEventTimeFieldState()

◆ getSrcTimeFieldState()

◆ getActivityTimeFieldState()

◆ getLineTimeFieldState()

◆ getSendTimeFieldState()

◆ getMsgQualFieldState()

◆ setSymbol()

◆ setPartId()

◆ setEventSeqNum()

◆ setEventTime()

◆ setSrcTime()

◆ setActivityTime()

◆ setLineTime()

◆ setSendTime()

◆ setMsgQual()