Class MamdaOrderBookTypes


  • public class MamdaOrderBookTypes
    extends java.lang.Object
    • Field Detail

      • MAMDA_BOOK_ACTION_ADD

        public static final char MAMDA_BOOK_ACTION_ADD
        An enumeration for actions on an order book. Note: price level actions differ from entry actions because, for example, a price level message with ACTION_UPDATE may consist of entries with ACTION_ADD, ACTION_UPDATE or ACTION_DELETE.
        See Also:
        Constant Field Values
      • MAMDA_BOOK_ACTION_UPDATE

        public static final char MAMDA_BOOK_ACTION_UPDATE
        A new price level.
        See Also:
        Constant Field Values
      • MAMDA_BOOK_ACTION_DELETE

        public static final char MAMDA_BOOK_ACTION_DELETE
        An updated price level.
        See Also:
        Constant Field Values
      • MAMDA_BOOK_ACTION_UNKNOWN

        public static final char MAMDA_BOOK_ACTION_UNKNOWN
        A deleted price level.
        See Also:
        Constant Field Values
      • MAMDA_BOOK_SIDE_BID

        public static final char MAMDA_BOOK_SIDE_BID
        An enumeration for the side order book side. "Bid" (or "buy") orders occur on one side and "ask" (or "sell") orders occur on the other.
        See Also:
        Constant Field Values
      • MAMDA_BOOK_SIDE_ASK

        public static final char MAMDA_BOOK_SIDE_ASK
        A bid (buy) order.
        See Also:
        Constant Field Values
      • MAMDA_BOOK_SIDE_UNKNOWN

        public static final char MAMDA_BOOK_SIDE_UNKNOWN
        An ask (sell) order.
        See Also:
        Constant Field Values
      • MAMDA_BOOK_REASON_MODIFY

        public static final char MAMDA_BOOK_REASON_MODIFY
        An enumeration for a reason for a change. Some of the values of Reason can mean the same thing, as far as their affect on the order book. If possible, a feed will send MODIFY, CANCEL or TRADE actions so that downstream applications that are interested in such data can handle it; other applications can treat such actions in the same way as an UPDATE action (or as a DELETE action if the size is zero).
        See Also:
        Constant Field Values
      • MAMDA_BOOK_REASON_CANCEL

        public static final char MAMDA_BOOK_REASON_CANCEL
        See Also:
        Constant Field Values
      • MAMDA_BOOK_REASON_TRADE

        public static final char MAMDA_BOOK_REASON_TRADE
        See Also:
        Constant Field Values
      • MAMDA_BOOK_REASON_CLOSE

        public static final char MAMDA_BOOK_REASON_CLOSE
        See Also:
        Constant Field Values
      • MAMDA_BOOK_REASON_DROP

        public static final char MAMDA_BOOK_REASON_DROP
        See Also:
        Constant Field Values
      • MAMDA_BOOK_REASON_MISC

        public static final char MAMDA_BOOK_REASON_MISC
        See Also:
        Constant Field Values
      • MAMDA_BOOK_REASON_UNKNOWN

        public static final char MAMDA_BOOK_REASON_UNKNOWN
        See Also:
        Constant Field Values
      • MAMDA_PROP_MSG_TYPE_UPDATE

        public static final char MAMDA_PROP_MSG_TYPE_UPDATE
        When a message contains properties (ie. for order books). The properties may either be an update or a recap. The default when the type field is not present is UPDATE
        See Also:
        Constant Field Values
      • MAMDA_PROP_MSG_TYPE_RECAP

        public static final char MAMDA_PROP_MSG_TYPE_RECAP
        See Also:
        Constant Field Values
      • MAMDA_BOOK_LEVEL_LIMIT

        public static final char MAMDA_BOOK_LEVEL_LIMIT
        An enumeration for the type of level. "Limit" level orders are set at a specific price. "Market" level orders are set at the current market price.
        See Also:
        Constant Field Values
      • MAMDA_BOOK_LEVEL_MARKET

        public static final char MAMDA_BOOK_LEVEL_MARKET
        See Also:
        Constant Field Values
      • MAMDA_BOOK_LEVEL_UNKNOWN

        public static final char MAMDA_BOOK_LEVEL_UNKNOWN
        See Also:
        Constant Field Values
    • Constructor Detail

      • MamdaOrderBookTypes

        public MamdaOrderBookTypes()