Class MamdaBookAtomicListener

    • Constructor Detail

      • MamdaBookAtomicListener

        public MamdaBookAtomicListener()
    • Method Detail

      • entryIterator

        public java.util.Iterator entryIterator()
        Returns a java.util.Iterator for all entries within this level. Price Level entries are represented by the MamdaOrderBookEntry class.
        Specified by:
        entryIterator in interface MamdaBookAtomicLevel
        Specified by:
        entryIterator in interface MamdaBookAtomicLevelEntry
        Returns:
        Iterator The iterator for the price level entries
      • getSymbol

        public java.lang.String getSymbol()
        Description copied from interface: MamdaBasicRecap
        Get the string symbol for the instrument.
        Specified by:
        getSymbol in interface MamdaBasicRecap
        Returns:
        Symbol. This is the "well-known" symbol for the security, including any symbology mapping performed by the publisher.
      • getPartId

        public java.lang.String getPartId()
        Description copied from interface: MamdaBasicRecap
        Get the participant identifier.
        Specified by:
        getPartId in interface MamdaBasicRecap
        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).
      • getSrcTime

        public com.wombat.mama.MamaDateTime getSrcTime()
        Description copied from interface: MamdaBasicRecap
        Source time. Typically, the exchange generated feed
        Specified by:
        getSrcTime in interface MamdaBasicEvent
        Specified by:
        getSrcTime in interface MamdaBasicRecap
        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.
      • 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 interface MamdaBasicEvent
        Specified by:
        getActivityTime in interface MamdaBasicRecap
        Returns:
        Activity time. A feed handler generated time stamp representing when the data item was last updated.
      • getLineTime

        public com.wombat.mama.MamaDateTime getLineTime()
        Description copied from interface: MamdaBasicRecap
        Get the line time of the update.
        Specified by:
        getLineTime in interface MamdaBasicRecap
        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.
      • getSendTime

        public com.wombat.mama.MamaDateTime getSendTime()
        Description copied from interface: MamdaBasicRecap
        Get the send time of the update.
        Specified by:
        getSendTime in interface MamdaBasicRecap
        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).
      • getMsgQual

        public short getMsgQual()
      • getEventSeqNum

        public long getEventSeqNum()
        Specified by:
        getEventSeqNum in interface MamdaBasicEvent
        Returns:
        Source sequence number. The exchange generated sequence number.
      • getEventTime

        public com.wombat.mama.MamaDateTime getEventTime()
        Specified by:
        getEventTime in interface MamdaBasicEvent
        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.
      • getPriceLevelNum

        public long getPriceLevelNum()
        Description copied from interface: MamdaBookAtomicLevel
        Return at which position this level is within an update containing a number of levels. (i.e. level m of n levels in the update)
        Specified by:
        getPriceLevelNum in interface MamdaBookAtomicLevel
        Returns:
        The position of this level in the update received.
      • getPriceLevelSizeChange

        public long getPriceLevelSizeChange()
        Description copied from interface: MamdaBookAtomicLevel
        Aggregate size at current price level.
        Not supported for V5 entry book updates.
        Specified by:
        getPriceLevelSizeChange in interface MamdaBookAtomicLevel
        Returns:
        The aggregate size at the current price level.
      • setOrderType

        public void setOrderType​(char orderType)
      • getOrderType

        public char getOrderType()
      • getHasMarketOrders

        public boolean getHasMarketOrders()
      • setProcessMarketOrders

        public void setProcessMarketOrders​(boolean process)
      • getPriceLevelEntryAction

        public char getPriceLevelEntryAction()
        Description copied from interface: MamdaBookAtomicLevelEntry
        Order book entry action to apply to the full order book. A : Add entry to the price level. U : Update existing entry in the price level. D : Delete existing entry from the price level.
        Specified by:
        getPriceLevelEntryAction in interface MamdaBookAtomicLevelEntry
        Returns:
        The orderbook entry action.
      • setPriceLevel

        public void setPriceLevel​(long priceLevel)
      • 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 interface MamdaBasicEvent
        Specified by:
        getSrcTimeFieldState in interface MamdaBasicRecap
        Returns:
        source time Field State
      • 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 interface MamdaBasicEvent
        Specified by:
        getActivityTimeFieldState in interface MamdaBasicRecap
        Returns:
        activity time Field State
      • 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 interface MamdaBasicEvent
      • 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 interface MamdaBasicEvent
      • onMsg

        public void onMsg​(MamdaSubscription subscription,
                          com.wombat.mama.MamaMsg msg,
                          short msgType)
        Description copied from interface: MamdaMsgListener
        Invoked for each message received for the subscription to which the Listener is registered.
        Specified by:
        onMsg in interface MamdaMsgListener
        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.