OpenMAMA
Wombat::MamdaOrderBook Member List

This is the complete list of members for Wombat::MamdaOrderBook, including all inherited members.

addDelta(MamdaOrderBookEntry *entry, MamdaOrderBookPriceLevel *level, mama_quantity_t plDeltaSize, MamdaOrderBookPriceLevel::Action plAction, MamdaOrderBookEntry::Action entAction)Wombat::MamdaOrderBook
addEntriesFromBook(const MamdaOrderBook *book, MamdaOrderBookEntryFilter *filter, MamdaOrderBookBasicDeltaList *delta)Wombat::MamdaOrderBook
addEntry(MamdaOrderBookEntry *entry, double price, MamdaOrderBookPriceLevel::Side side, const MamaDateTime &eventTime, MamdaOrderBookBasicDelta *delta)Wombat::MamdaOrderBook
addEntry(MamdaOrderBookEntry *entry, MamaPrice &price, MamdaOrderBookPriceLevel::Side side, const MamaDateTime &eventTime, MamdaOrderBookBasicDelta *delta)Wombat::MamdaOrderBook
addEntry(const char *entryId, mama_quantity_t entrySize, double price, MamdaOrderBookPriceLevel::Side side, const MamaDateTime &eventTime, const MamaSourceDerivative *sourceDeriv, MamdaOrderBookBasicDelta *delta)Wombat::MamdaOrderBook
addEntry(const char *entryId, mama_quantity_t entrySize, MamaPrice &price, MamdaOrderBookPriceLevel::Side side, const MamaDateTime &eventTime, const MamaSourceDerivative *sourceDeriv, MamdaOrderBookBasicDelta *delta)Wombat::MamdaOrderBook
addLevel(const MamdaOrderBookPriceLevel &level)Wombat::MamdaOrderBook
addPriceLevelsFromBookAsEntries(const MamdaOrderBook *book, const char *source, MamdaOrderBookBasicDeltaList *delta)Wombat::MamdaOrderBook
apply(const MamdaOrderBook &deltaBook)Wombat::MamdaOrderBook
apply(const MamdaOrderBookBasicDelta &delta)Wombat::MamdaOrderBook
apply(const MamdaOrderBookBasicDeltaList &delta)Wombat::MamdaOrderBook
applyMarketOrder(const MamdaOrderBookBasicDelta &delta)Wombat::MamdaOrderBook
applyMarketOrder(const MamdaOrderBookBasicDeltaList &delta)Wombat::MamdaOrderBook
askBegin()Wombat::MamdaOrderBook
askBegin() constWombat::MamdaOrderBook
askEnd()Wombat::MamdaOrderBook
askEnd() constWombat::MamdaOrderBook
askEntryBegin()Wombat::MamdaOrderBook
askEntryBegin() constWombat::MamdaOrderBook
askEntryEnd()Wombat::MamdaOrderBook
askEntryEnd() constWombat::MamdaOrderBook
assertEqual(const MamdaOrderBook &rhs) constWombat::MamdaOrderBook
bidBegin()Wombat::MamdaOrderBook
bidBegin() constWombat::MamdaOrderBook
bidEnd()Wombat::MamdaOrderBook
bidEnd() constWombat::MamdaOrderBook
bidEntryBegin()Wombat::MamdaOrderBook
bidEntryBegin() constWombat::MamdaOrderBook
bidEntryEnd()Wombat::MamdaOrderBook
bidEntryEnd() constWombat::MamdaOrderBook
cleanupDetached()Wombat::MamdaOrderBook
clear(bool deleteLevels=true)Wombat::MamdaOrderBook
clearDeltaList()Wombat::MamdaOrderBook
constAskEntryIterator typedefWombat::MamdaOrderBook
constAskIterator typedefWombat::MamdaOrderBook
constBidEntryIterator typedefWombat::MamdaOrderBook
constBidIterator typedefWombat::MamdaOrderBook
copy(const MamdaOrderBook &rhs)Wombat::MamdaOrderBook
deleteEntriesFromSource(const MamaSource *source, MamdaOrderBookBasicDeltaList *delta)Wombat::MamdaOrderBook
deleteEntry(MamdaOrderBookEntry *entry, const MamaDateTime &eventTime, MamdaOrderBookBasicDelta *delta)Wombat::MamdaOrderBook
deleteLevel(const MamdaOrderBookPriceLevel &level)Wombat::MamdaOrderBook
detach(MamdaOrderBookPriceLevel *level)Wombat::MamdaOrderBook
detach(MamdaOrderBookEntry *entry)Wombat::MamdaOrderBook
dump(ostream &output) constWombat::MamdaOrderBook
findLevel(double price, MamdaOrderBookPriceLevel::Side side)Wombat::MamdaOrderBook
findLevel(MamaPrice &price, MamdaOrderBookPriceLevel::Side side)Wombat::MamdaOrderBook
findOrCreateLevel(double price, MamdaOrderBookPriceLevel::Side side)Wombat::MamdaOrderBook
findOrCreateLevel(MamaPrice &price, MamdaOrderBookPriceLevel::Side side)Wombat::MamdaOrderBook
findOrCreateLevel(double price, MamdaOrderBookPriceLevel::Side side, MamdaOrderBookPriceLevel::Action &action)Wombat::MamdaOrderBook
findOrCreateLevel(MamaPrice &price, MamdaOrderBookPriceLevel::Side side, MamdaOrderBookPriceLevel::Action &action)Wombat::MamdaOrderBook
generateDeltaMsgs(bool generate)Wombat::MamdaOrderBook
getAskMarketOrders() constWombat::MamdaOrderBook
getBidMarketOrders() constWombat::MamdaOrderBook
getBookContributors() constWombat::MamdaOrderBook
getBookContributorsModified() constWombat::MamdaOrderBook
getBookTime() constWombat::MamdaOrderBook
getCheckSourceState() constWombat::MamdaOrderBook
getClosure() constWombat::MamdaOrderBook
getEntryAtPosition(mama_u32_t pos, MamdaOrderBookPriceLevel::Side side) constWombat::MamdaOrderBook
getGenerateDeltaMsgs()Wombat::MamdaOrderBook
getIsConsistent() constWombat::MamdaOrderBook
getLevelAtPosition(mama_u32_t pos, MamdaOrderBookPriceLevel::Side side) constWombat::MamdaOrderBook
getLevelAtPrice(double price, MamdaOrderBookPriceLevel::Side side) constWombat::MamdaOrderBook
getMarketOrdersSide(MamdaOrderBookPriceLevel::Side side)Wombat::MamdaOrderBook
getNeedsReevaluation() constWombat::MamdaOrderBook
getNumAskLevels() constWombat::MamdaOrderBook
getNumBidLevels() constWombat::MamdaOrderBook
getOrCreateMarketOrdersSide(MamdaOrderBookPriceLevel::Side side)Wombat::MamdaOrderBook
getPartId() constWombat::MamdaOrderBook
getQuality() constWombat::MamdaOrderBook
getSource() constWombat::MamdaOrderBook
getSourceDerivative() constWombat::MamdaOrderBook
getSymbol() constWombat::MamdaOrderBook
getTotalNumLevels() constWombat::MamdaOrderBook
hasBookContributors() constWombat::MamdaOrderBook
hasPartId() constWombat::MamdaOrderBook
MamdaOrderBook()Wombat::MamdaOrderBook
MamdaOrderBook(const MamdaOrderBook &)Wombat::MamdaOrderBook
operator!=(const MamdaOrderBook &rhs) constWombat::MamdaOrderBook
operator=(const MamdaOrderBook &)Wombat::MamdaOrderBook
operator==(const MamdaOrderBook &rhs) constWombat::MamdaOrderBook
populateDelta(MamaMsg &msg)Wombat::MamdaOrderBook
populateRecap(MamaMsg &msg)Wombat::MamdaOrderBook
reevaluate()Wombat::MamdaOrderBook
setAsDeltaDeleted(const MamdaOrderBook &bookToDelete)Wombat::MamdaOrderBook
setAsDeltaDifference(const MamdaOrderBook &lhs, const MamdaOrderBook &rhs)Wombat::MamdaOrderBook
setBookContributors(const char *bookContributors)Wombat::MamdaOrderBook
setBookContributorsModified(bool modified)Wombat::MamdaOrderBook
setBookTime(const MamaDateTime &bookTime) constWombat::MamdaOrderBook
setCheckSourceState(bool check)Wombat::MamdaOrderBook
setClosure(void *closure)Wombat::MamdaOrderBook
setIsConsistent(bool isConsistent)Wombat::MamdaOrderBook
setNeedsReevaluation(bool need)Wombat::MamdaOrderBook
setPartId(const char *partId)Wombat::MamdaOrderBook
setQuality(mamaQuality quality)Wombat::MamdaOrderBook
setSourceDerivative(const MamaSourceDerivative *sourceDeriv)Wombat::MamdaOrderBook
setStrictChecking(bool strict)Wombat::MamdaOrderBookstatic
setSymbol(const char *symbol)Wombat::MamdaOrderBook
updateEntry(MamdaOrderBookEntry *entry, mama_quantity_t size, const MamaDateTime &eventTime, MamdaOrderBookBasicDelta *delta)Wombat::MamdaOrderBook
updateLevel(const MamdaOrderBookPriceLevel &level)Wombat::MamdaOrderBook
~MamdaOrderBook()Wombat::MamdaOrderBook


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