Package com.wombat.mamda
Class MamdaQuoteListener
- java.lang.Object
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- com.wombat.mamda.MamdaQuoteListener
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- All Implemented Interfaces:
MamdaBasicEvent
,MamdaBasicRecap
,MamdaMsgListener
,MamdaQuoteClosing
,MamdaQuoteGap
,MamdaQuoteRecap
,MamdaQuoteUpdate
public class MamdaQuoteListener extends java.lang.Object implements MamdaMsgListener, MamdaQuoteRecap, MamdaQuoteUpdate, MamdaQuoteGap, MamdaQuoteClosing
MamdaQuoteListener is a class that specializes in handling quote updates. Developers provide their own implementation of the MamdaQuoteHandler interface and will be delivered notifications for quotes and quote closing prices. An obvious application for this MAMDA class is any kind of quote tick capture application. Note: The MamdaQuoteListener class caches quote-related field values. Among other reasons, caching of these fields makes it possible to provide complete quote-related callbacks, even when the publisher (e.g., feed handler) is only publishing deltas containing modified fields.
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Field Summary
Fields Modifier and Type Field Description MamdaFieldState
mGapBeginFieldState
MamdaFieldState
mGapEndFieldState
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Constructor Summary
Constructors Constructor Description MamdaQuoteListener()
Create a specialized quote listener.
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Method Summary
All Methods Instance Methods Concrete Methods Modifier and Type Method Description void
addHandler(MamdaQuoteHandler handler)
Add a specialized quote handler.void
clearCache(com.wombat.mamda.MamdaQuoteListener.MamdaQuoteCache cache)
com.wombat.mama.MamaDateTime
getActivityTime()
Activity time.short
getActivityTimeFieldState()
return Activity time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updatedcom.wombat.mama.MamaDateTime
getAskCloseDate()
short
getAskCloseDateFieldState()
com.wombat.mama.MamaPrice
getAskClosePrice()
short
getAskClosePriceFieldState()
double
getAskDepth()
short
getAskDepthFieldState()
com.wombat.mama.MamaPrice
getAskHigh()
short
getAskHighFieldState()
java.lang.String
getAskIndicator()
short
getAskIndicatorFieldState()
com.wombat.mama.MamaPrice
getAskLow()
short
getAskLowFieldState()
java.lang.String
getAskPartId()
Get the ask participant identifier.short
getAskPartIdFieldState()
com.wombat.mama.MamaDateTime
getAskPrevCloseDate()
short
getAskPrevCloseDateFieldState()
com.wombat.mama.MamaPrice
getAskPrevClosePrice()
short
getAskPrevClosePriceFieldState()
com.wombat.mama.MamaPrice
getAskPrice()
Get the ask price.short
getAskPriceFieldState()
double
getAskSize()
Get the ask size.short
getAskSizeFieldState()
java.lang.String
getAskSizesList()
short
getAskSizesListFieldState()
com.wombat.mama.MamaDateTime
getAskTime()
short
getAskTimeFieldState()
long
getAskUpdateCount()
short
getAskUpdateCountFieldState()
double
getAskYield()
short
getAskYieldFieldState()
long
getBeginGapSeqNum()
The starting sequence number of detected missing quotes based on the quote count.short
getBeginGapSeqNumFieldState()
com.wombat.mama.MamaDateTime
getBidCloseDate()
short
getBidCloseDateFieldState()
com.wombat.mama.MamaPrice
getBidClosePrice()
short
getBidClosePriceFieldState()
double
getBidDepth()
short
getBidDepthFieldState()
com.wombat.mama.MamaPrice
getBidHigh()
short
getBidHighFieldState()
java.lang.String
getBidIndicator()
short
getBidIndicatorFieldState()
com.wombat.mama.MamaPrice
getBidLow()
short
getBidLowFieldState()
java.lang.String
getBidPartId()
Get the bid participant identifier.short
getBidPartIdFieldState()
com.wombat.mama.MamaDateTime
getBidPrevCloseDate()
short
getBidPrevCloseDateFieldState()
com.wombat.mama.MamaPrice
getBidPrevClosePrice()
short
getBidPrevClosePriceFieldState()
com.wombat.mama.MamaPrice
getBidPrice()
Get the bid price.short
getBidPriceFieldState()
double
getBidSize()
Get the bid size.short
getBidSizeFieldState()
java.lang.String
getBidSizesList()
short
getBidSizesListFieldState()
com.wombat.mama.MamaDateTime
getBidTime()
short
getBidTimeFieldState()
long
getBidUpdateCount()
short
getBidUpdateCountFieldState()
double
getBidYield()
short
getBidYieldFieldState()
long
getEndGapSeqNum()
The end sequence number of detected missing quotes based on the quote count.short
getEndGapSeqNumFieldState()
com.wombat.mama.MamaDateTime
getEventDate()
Date corresponding to the last quote, as reported by the feed.short
getEventDateFieldState()
com.wombat.mama.MamaDateTime
getEventDateTime()
long
getEventSeqNum()
short
getEventSeqNumFieldState()
return source sequence number Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updatedcom.wombat.mama.MamaDateTime
getEventTime()
Time corresponding to the last quote, as reported by the feed.short
getEventTimeFieldState()
return event time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updatedcom.wombat.mama.MamaDateTime
getLineTime()
Get the line time of the update.short
getLineTimeFieldState()
java.lang.String
getPartId()
Get the participant identifier.short
getPartIdFieldState()
java.lang.String
getPubId()
short
getPubIdFieldState()
long
getQuoteCount()
Get the quote count.short
getQuoteCountFieldState()
com.wombat.mama.MamaDateTime
getQuoteDate()
com.wombat.mama.MamaPrice
getQuoteMidPrice()
Get the quote mid price.short
getQuoteMidPriceFieldState()
java.lang.String
getQuoteQual()
Get the normalized quote qualifier.short
getQuoteQualFieldState()
java.lang.String
getQuoteQualNative()
The exchange specific non normalized quote qualifier.short
getQuoteQualNativeFieldState()
com.wombat.mama.MamaDateTime
getSendTime()
Get the send time of the update.short
getSendTimeFieldState()
char
getShortSaleBidTick()
NASDAQ Bid Tick Indicator for Short Sale Rule Compliance.short
getShortSaleBidTickFieldState()
char
getShortSaleCircuitBreaker()
getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreakershort
getShortSaleCircuitBreakerFieldState()
com.wombat.mama.MamaDateTime
getSrcTime()
Source time.short
getSrcTimeFieldState()
return Source time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updatedjava.lang.String
getSymbol()
Get the string symbol for the instrument.short
getSymbolFieldState()
void
onMsg(MamdaSubscription subscription, com.wombat.mama.MamaMsg msg, short msgType)
Implementation of MamdaListener interface.
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Field Detail
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mGapBeginFieldState
public MamdaFieldState mGapBeginFieldState
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mGapEndFieldState
public MamdaFieldState mGapEndFieldState
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Method Detail
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clearCache
public void clearCache(com.wombat.mamda.MamdaQuoteListener.MamdaQuoteCache cache)
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addHandler
public void addHandler(MamdaQuoteHandler handler)
Add a specialized quote handler. Currently, only one handler can (and must) be registered.
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getSymbol
public java.lang.String getSymbol()
Description copied from interface:MamdaBasicRecap
Get the string symbol for the instrument.- Specified by:
getSymbol
in interfaceMamdaBasicRecap
- Returns:
- Symbol. This is the "well-known" symbol for the security, including any symbology mapping performed by the publisher.
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getPartId
public java.lang.String getPartId()
Description copied from interface:MamdaBasicRecap
Get the participant identifier.- Specified by:
getPartId
in interfaceMamdaBasicRecap
- 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).
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getSrcTime
public com.wombat.mama.MamaDateTime getSrcTime()
Description copied from interface:MamdaBasicRecap
Source time. Typically, the exchange generated feed- Specified by:
getSrcTime
in interfaceMamdaBasicEvent
- Specified by:
getSrcTime
in interfaceMamdaBasicRecap
- 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.
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getActivityTime
public com.wombat.mama.MamaDateTime getActivityTime()
Description copied from interface:MamdaBasicRecap
Activity time. A feed handler generated time stamp representing when the data item was last updated.- Specified by:
getActivityTime
in interfaceMamdaBasicEvent
- Specified by:
getActivityTime
in interfaceMamdaBasicRecap
- Returns:
- Activity time. A feed handler generated time stamp representing when the data item was last updated.
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getLineTime
public com.wombat.mama.MamaDateTime getLineTime()
Description copied from interface:MamdaBasicRecap
Get the line time of the update.- Specified by:
getLineTime
in interfaceMamdaBasicRecap
- 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.
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getSendTime
public com.wombat.mama.MamaDateTime getSendTime()
Description copied from interface:MamdaBasicRecap
Get the send time of the update.- Specified by:
getSendTime
in interfaceMamdaBasicRecap
- 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).
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getPubId
public java.lang.String getPubId()
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getBidPrice
public com.wombat.mama.MamaPrice getBidPrice()
Description copied from interface:MamdaQuoteRecap
Get the bid price.- Specified by:
getBidPrice
in interfaceMamdaQuoteClosing
- Specified by:
getBidPrice
in interfaceMamdaQuoteRecap
- Specified by:
getBidPrice
in interfaceMamdaQuoteUpdate
- Returns:
- Bid price. The highest price that the representative party/group is willing to pay to buy the security. For most feeds, this size is represented in round lots.
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getBidSize
public double getBidSize()
Description copied from interface:MamdaQuoteRecap
Get the bid size.- Specified by:
getBidSize
in interfaceMamdaQuoteClosing
- Specified by:
getBidSize
in interfaceMamdaQuoteRecap
- Specified by:
getBidSize
in interfaceMamdaQuoteUpdate
- Returns:
- Total share size available for the current bid price.
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getBidPartId
public java.lang.String getBidPartId()
Description copied from interface:MamdaQuoteRecap
Get the bid participant identifier.- Specified by:
getBidPartId
in interfaceMamdaQuoteClosing
- Specified by:
getBidPartId
in interfaceMamdaQuoteRecap
- Specified by:
getBidPartId
in interfaceMamdaQuoteUpdate
- Returns:
- The identifier of the market participant (e.g. exchange or market maker) contributing the bid price field.
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getBidClosePrice
public com.wombat.mama.MamaPrice getBidClosePrice()
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getBidCloseDate
public com.wombat.mama.MamaDateTime getBidCloseDate()
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getBidPrevClosePrice
public com.wombat.mama.MamaPrice getBidPrevClosePrice()
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getBidPrevCloseDate
public com.wombat.mama.MamaDateTime getBidPrevCloseDate()
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getBidHigh
public com.wombat.mama.MamaPrice getBidHigh()
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getBidLow
public com.wombat.mama.MamaPrice getBidLow()
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getAskPrice
public com.wombat.mama.MamaPrice getAskPrice()
Description copied from interface:MamdaQuoteRecap
Get the ask price.- Specified by:
getAskPrice
in interfaceMamdaQuoteClosing
- Specified by:
getAskPrice
in interfaceMamdaQuoteRecap
- Specified by:
getAskPrice
in interfaceMamdaQuoteUpdate
- Returns:
- Ask price. The lowest price that the representative party/group is willing to take to sell the security. For most feeds, this size is represented in round lots.
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getAskSize
public double getAskSize()
Description copied from interface:MamdaQuoteRecap
Get the ask size.- Specified by:
getAskSize
in interfaceMamdaQuoteClosing
- Specified by:
getAskSize
in interfaceMamdaQuoteRecap
- Specified by:
getAskSize
in interfaceMamdaQuoteUpdate
- Returns:
- Total share size available for the current ask price.
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getAskPartId
public java.lang.String getAskPartId()
Description copied from interface:MamdaQuoteRecap
Get the ask participant identifier.- Specified by:
getAskPartId
in interfaceMamdaQuoteClosing
- Specified by:
getAskPartId
in interfaceMamdaQuoteRecap
- Specified by:
getAskPartId
in interfaceMamdaQuoteUpdate
- Returns:
- The identifier of the market participant (e.g. exchange or market maker) contributing the ask price field.
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getAskDepth
public double getAskDepth()
- Specified by:
getAskDepth
in interfaceMamdaQuoteRecap
- Specified by:
getAskDepth
in interfaceMamdaQuoteUpdate
- Returns:
- the quote bid depth
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getBidDepth
public double getBidDepth()
- Specified by:
getBidDepth
in interfaceMamdaQuoteRecap
- Specified by:
getBidDepth
in interfaceMamdaQuoteUpdate
- Returns:
- the quote bid depth
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getAskClosePrice
public com.wombat.mama.MamaPrice getAskClosePrice()
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getAskCloseDate
public com.wombat.mama.MamaDateTime getAskCloseDate()
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getAskPrevClosePrice
public com.wombat.mama.MamaPrice getAskPrevClosePrice()
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getAskPrevCloseDate
public com.wombat.mama.MamaDateTime getAskPrevCloseDate()
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getAskHigh
public com.wombat.mama.MamaPrice getAskHigh()
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getAskLow
public com.wombat.mama.MamaPrice getAskLow()
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getQuoteMidPrice
public com.wombat.mama.MamaPrice getQuoteMidPrice()
Description copied from interface:MamdaQuoteRecap
Get the quote mid price.- Specified by:
getQuoteMidPrice
in interfaceMamdaQuoteRecap
- Returns:
- The mid price of the current quote. Usually, this is the average of the bid and ask prices, but some exchanges provide this field explicitly (e.g. LSE).
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getQuoteQual
public java.lang.String getQuoteQual()
Description copied from interface:MamdaQuoteRecap
Get the normalized quote qualifier.- Specified by:
getQuoteQual
in interfaceMamdaQuoteRecap
- Specified by:
getQuoteQual
in interfaceMamdaQuoteUpdate
- Returns:
- A normalized set of qualifiers for the last quote for the security. This field may contain multiple string values, separated by the colon(:) character.
- See Also:
MamdaQuoteUpdate.getQuoteQual()
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getQuoteQualNative
public java.lang.String getQuoteQualNative()
Description copied from interface:MamdaQuoteUpdate
The exchange specific non normalized quote qualifier.- Specified by:
getQuoteQualNative
in interfaceMamdaQuoteRecap
- Specified by:
getQuoteQualNative
in interfaceMamdaQuoteUpdate
- Returns:
- The exchange specific quote qualifier.
- See Also:
MamdaQuoteUpdate.getQuoteQualNative()
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getShortSaleBidTick
public char getShortSaleBidTick()
Description copied from interface:MamdaQuoteUpdate
NASDAQ Bid Tick Indicator for Short Sale Rule Compliance. National Bid Tick Indicator based on changes to the bid price of the National Best Bid or Offer (National BBO).Value Meaning U Up Tick. The current Best Bid Price price is higher than the previous Best Bid Price for the given NNM security. D Down Tick. The current Best Bid Price price is lower than the previous Best Bid Price for the given NNM security. N No Tick. The NASD Short Sale Rule does not apply to issue (i.e. NASDAQ SmallCap listed security). Z Unset - default value within the API - Specified by:
getShortSaleBidTick
in interfaceMamdaQuoteRecap
- Specified by:
getShortSaleBidTick
in interfaceMamdaQuoteUpdate
- Returns:
- The tick bid indicator.
- See Also:
MamdaQuoteUpdate.getShortSaleBidTick()
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getShortSaleCircuitBreaker
public char getShortSaleCircuitBreaker()
Description copied from interface:MamdaQuoteRecap
getShortSaleCircuitBreaker Returns the ShortSaleCircuitBreaker- Specified by:
getShortSaleCircuitBreaker
in interfaceMamdaQuoteRecap
- Specified by:
getShortSaleCircuitBreaker
in interfaceMamdaQuoteUpdate
- Returns:
- ShortSaleCircuitBreaker
- See Also:
MamdaQuoteUpdate.getShortSaleCircuitBreaker()
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getAskTime
public com.wombat.mama.MamaDateTime getAskTime()
- Specified by:
getAskTime
in interfaceMamdaQuoteRecap
- Specified by:
getAskTime
in interfaceMamdaQuoteUpdate
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getBidTime
public com.wombat.mama.MamaDateTime getBidTime()
- Specified by:
getBidTime
in interfaceMamdaQuoteRecap
- Specified by:
getBidTime
in interfaceMamdaQuoteUpdate
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getAskIndicator
public java.lang.String getAskIndicator()
- Specified by:
getAskIndicator
in interfaceMamdaQuoteRecap
- Specified by:
getAskIndicator
in interfaceMamdaQuoteUpdate
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getBidIndicator
public java.lang.String getBidIndicator()
- Specified by:
getBidIndicator
in interfaceMamdaQuoteRecap
- Specified by:
getBidIndicator
in interfaceMamdaQuoteUpdate
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getAskUpdateCount
public long getAskUpdateCount()
- Specified by:
getAskUpdateCount
in interfaceMamdaQuoteRecap
- Specified by:
getAskUpdateCount
in interfaceMamdaQuoteUpdate
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getBidUpdateCount
public long getBidUpdateCount()
- Specified by:
getBidUpdateCount
in interfaceMamdaQuoteRecap
- Specified by:
getBidUpdateCount
in interfaceMamdaQuoteUpdate
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getAskYield
public double getAskYield()
- Specified by:
getAskYield
in interfaceMamdaQuoteRecap
- Specified by:
getAskYield
in interfaceMamdaQuoteUpdate
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getBidYield
public double getBidYield()
- Specified by:
getBidYield
in interfaceMamdaQuoteRecap
- Specified by:
getBidYield
in interfaceMamdaQuoteUpdate
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getQuoteCount
public long getQuoteCount()
Description copied from interface:MamdaQuoteRecap
Get the quote count.- Specified by:
getQuoteCount
in interfaceMamdaQuoteRecap
- Returns:
- The number of quotes generated for this security during the current trading session.
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getEventSeqNum
public long getEventSeqNum()
- Specified by:
getEventSeqNum
in interfaceMamdaBasicEvent
- Returns:
- Source sequence number. The exchange generated sequence number.
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getEventDate
public com.wombat.mama.MamaDateTime getEventDate()
Description copied from interface:MamdaQuoteRecap
Date corresponding to the last quote, as reported by the feed.- Specified by:
getEventDate
in interfaceMamdaQuoteRecap
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getEventTime
public com.wombat.mama.MamaDateTime getEventTime()
Description copied from interface:MamdaQuoteRecap
Time corresponding to the last quote, as reported by the feed.- Specified by:
getEventTime
in interfaceMamdaBasicEvent
- Specified by:
getEventTime
in interfaceMamdaQuoteRecap
- 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.
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getAskSizesList
public java.lang.String getAskSizesList()
- Specified by:
getAskSizesList
in interfaceMamdaQuoteRecap
- Specified by:
getAskSizesList
in interfaceMamdaQuoteUpdate
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getBidSizesList
public java.lang.String getBidSizesList()
- Specified by:
getBidSizesList
in interfaceMamdaQuoteRecap
- Specified by:
getBidSizesList
in interfaceMamdaQuoteUpdate
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getEventDateTime
public com.wombat.mama.MamaDateTime getEventDateTime()
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getQuoteDate
public com.wombat.mama.MamaDateTime getQuoteDate()
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getBeginGapSeqNum
public long getBeginGapSeqNum()
Description copied from interface:MamdaQuoteGap
The starting sequence number of detected missing quotes based on the quote count.- Specified by:
getBeginGapSeqNum
in interfaceMamdaQuoteGap
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getEndGapSeqNum
public long getEndGapSeqNum()
Description copied from interface:MamdaQuoteGap
The end sequence number of detected missing quotes based on the quote count.- Specified by:
getEndGapSeqNum
in interfaceMamdaQuoteGap
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getSymbolFieldState
public short getSymbolFieldState()
- Specified by:
getSymbolFieldState
in interfaceMamdaBasicRecap
- Returns:
- symbol Field State
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getPartIdFieldState
public short getPartIdFieldState()
- Specified by:
getPartIdFieldState
in interfaceMamdaBasicRecap
- Returns:
- participant ID Field State
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getSrcTimeFieldState
public short getSrcTimeFieldState()
Description copied from interface:MamdaBasicEvent
return Source time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated- Specified by:
getSrcTimeFieldState
in interfaceMamdaBasicEvent
- Specified by:
getSrcTimeFieldState
in interfaceMamdaBasicRecap
- Returns:
- source time Field State
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getActivityTimeFieldState
public short getActivityTimeFieldState()
Description copied from interface:MamdaBasicEvent
return Activity time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated- Specified by:
getActivityTimeFieldState
in interfaceMamdaBasicEvent
- Specified by:
getActivityTimeFieldState
in interfaceMamdaBasicRecap
- Returns:
- activity time Field State
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getLineTimeFieldState
public short getLineTimeFieldState()
- Specified by:
getLineTimeFieldState
in interfaceMamdaBasicRecap
- Returns:
- line time Field State
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getSendTimeFieldState
public short getSendTimeFieldState()
- Specified by:
getSendTimeFieldState
in interfaceMamdaBasicRecap
- Returns:
- send time Field State
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getPubIdFieldState
public short getPubIdFieldState()
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getBidPriceFieldState
public short getBidPriceFieldState()
- Specified by:
getBidPriceFieldState
in interfaceMamdaQuoteClosing
- Specified by:
getBidPriceFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getBidPriceFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the bid price Field State
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getBidSizeFieldState
public short getBidSizeFieldState()
- Specified by:
getBidSizeFieldState
in interfaceMamdaQuoteClosing
- Specified by:
getBidSizeFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getBidSizeFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the bid size Field State
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getBidPartIdFieldState
public short getBidPartIdFieldState()
- Specified by:
getBidPartIdFieldState
in interfaceMamdaQuoteClosing
- Specified by:
getBidPartIdFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getBidPartIdFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the bid part ID Field State
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getBidClosePriceFieldState
public short getBidClosePriceFieldState()
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getBidCloseDateFieldState
public short getBidCloseDateFieldState()
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getBidPrevClosePriceFieldState
public short getBidPrevClosePriceFieldState()
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getBidPrevCloseDateFieldState
public short getBidPrevCloseDateFieldState()
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getBidHighFieldState
public short getBidHighFieldState()
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getBidLowFieldState
public short getBidLowFieldState()
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getAskPriceFieldState
public short getAskPriceFieldState()
- Specified by:
getAskPriceFieldState
in interfaceMamdaQuoteClosing
- Specified by:
getAskPriceFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getAskPriceFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the ask price Field State
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getAskSizeFieldState
public short getAskSizeFieldState()
- Specified by:
getAskSizeFieldState
in interfaceMamdaQuoteClosing
- Specified by:
getAskSizeFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getAskSizeFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the ask size Field State
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getAskPartIdFieldState
public short getAskPartIdFieldState()
- Specified by:
getAskPartIdFieldState
in interfaceMamdaQuoteClosing
- Specified by:
getAskPartIdFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getAskPartIdFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the ask part ID Field State
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getAskClosePriceFieldState
public short getAskClosePriceFieldState()
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getAskCloseDateFieldState
public short getAskCloseDateFieldState()
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getAskPrevClosePriceFieldState
public short getAskPrevClosePriceFieldState()
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getAskPrevCloseDateFieldState
public short getAskPrevCloseDateFieldState()
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getAskHighFieldState
public short getAskHighFieldState()
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getAskLowFieldState
public short getAskLowFieldState()
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getAskDepthFieldState
public short getAskDepthFieldState()
- Specified by:
getAskDepthFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getAskDepthFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the ask depth Field State
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getBidDepthFieldState
public short getBidDepthFieldState()
- Specified by:
getBidDepthFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getBidDepthFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the bid depth Field State
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getQuoteMidPriceFieldState
public short getQuoteMidPriceFieldState()
- Specified by:
getQuoteMidPriceFieldState
in interfaceMamdaQuoteRecap
- Returns:
- the quote mid price Field State
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getQuoteQualFieldState
public short getQuoteQualFieldState()
- Specified by:
getQuoteQualFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getQuoteQualFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the quote qual Field State
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getQuoteQualNativeFieldState
public short getQuoteQualNativeFieldState()
- Specified by:
getQuoteQualNativeFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getQuoteQualNativeFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the quote qual native Field State
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getShortSaleBidTickFieldState
public short getShortSaleBidTickFieldState()
- Specified by:
getShortSaleBidTickFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getShortSaleBidTickFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the short sale bid tick Field State
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getShortSaleCircuitBreakerFieldState
public short getShortSaleCircuitBreakerFieldState()
- Specified by:
getShortSaleCircuitBreakerFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getShortSaleCircuitBreakerFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- Returns the FieldState, always MODIFIED.
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getAskTimeFieldState
public short getAskTimeFieldState()
- Specified by:
getAskTimeFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getAskTimeFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the ask time Field State
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getBidTimeFieldState
public short getBidTimeFieldState()
- Specified by:
getBidTimeFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getBidTimeFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the bid time Field State
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getAskIndicatorFieldState
public short getAskIndicatorFieldState()
- Specified by:
getAskIndicatorFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getAskIndicatorFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the ask indicator Field State
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getBidIndicatorFieldState
public short getBidIndicatorFieldState()
- Specified by:
getBidIndicatorFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getBidIndicatorFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the bid indicator Field State
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getAskUpdateCountFieldState
public short getAskUpdateCountFieldState()
- Specified by:
getAskUpdateCountFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getAskUpdateCountFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the ask update count Field State
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getBidUpdateCountFieldState
public short getBidUpdateCountFieldState()
- Specified by:
getBidUpdateCountFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getBidUpdateCountFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the bid update count Field State
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getAskYieldFieldState
public short getAskYieldFieldState()
- Specified by:
getAskYieldFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getAskYieldFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the ask yield Field State
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getBidYieldFieldState
public short getBidYieldFieldState()
- Specified by:
getBidYieldFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getBidYieldFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the bid yield Field State
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getQuoteCountFieldState
public short getQuoteCountFieldState()
- Specified by:
getQuoteCountFieldState
in interfaceMamdaQuoteRecap
- Returns:
- the quote count Field State
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getEventSeqNumFieldState
public short getEventSeqNumFieldState()
Description copied from interface:MamdaBasicEvent
return source sequence number Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated- Specified by:
getEventSeqNumFieldState
in interfaceMamdaBasicEvent
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getEventDateFieldState
public short getEventDateFieldState()
- Specified by:
getEventDateFieldState
in interfaceMamdaQuoteRecap
- Returns:
- event date Field State
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getEventTimeFieldState
public short getEventTimeFieldState()
Description copied from interface:MamdaBasicEvent
return event time Field State MODIFIED (2) value indicates the fied was updated in last tick NOT MODIFIED (1) value indicate that there was no change in the last tick NOT_INITIALISED (0) value indicates that the field has never been updated- Specified by:
getEventTimeFieldState
in interfaceMamdaBasicEvent
- Specified by:
getEventTimeFieldState
in interfaceMamdaQuoteRecap
- Returns:
- the event time Field State
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getAskSizesListFieldState
public short getAskSizesListFieldState()
- Specified by:
getAskSizesListFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getAskSizesListFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the ask sizes list Field State
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getBidSizesListFieldState
public short getBidSizesListFieldState()
- Specified by:
getBidSizesListFieldState
in interfaceMamdaQuoteRecap
- Specified by:
getBidSizesListFieldState
in interfaceMamdaQuoteUpdate
- Returns:
- the bid sizes list Field State
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getBeginGapSeqNumFieldState
public short getBeginGapSeqNumFieldState()
- Specified by:
getBeginGapSeqNumFieldState
in interfaceMamdaQuoteGap
- Returns:
- the begin gap seq num Field State
-
getEndGapSeqNumFieldState
public short getEndGapSeqNumFieldState()
- Specified by:
getEndGapSeqNumFieldState
in interfaceMamdaQuoteGap
- Returns:
- the end gap seq num Field State
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onMsg
public void onMsg(MamdaSubscription subscription, com.wombat.mama.MamaMsg msg, short msgType)
Implementation of MamdaListener interface. NB! For internal use only.- Specified by:
onMsg
in interfaceMamdaMsgListener
- Parameters:
subscription
- The MamdaSubscription to which this listener was registered.msg
- The MamaMsg received by the underlying MAMA API and which resulted in this callback being invoked.msgType
- The message type. e.g. INITIAL, RECAP, UPDATE etc.
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