22 #ifndef MamdaOrderBookEntryH 23 #define MamdaOrderBookEntryH 29 #include <mama/MamaSource.h> 30 #include <mama/MamaSourceDerivative.h> 31 #include <mama/mamacpp.h> 37 class MamdaOrderBookPriceLevel;
38 class MamdaOrderBookEntryManager;
80 const MamaDateTime& entryTime,
81 const MamaSourceDerivative* deriv);
99 void setId (
const char*
id);
100 void setUniqueId (
const char*
id);
101 void setSize (mama_quantity_t size);
102 void setAction (
Action action);
104 void setTime (
const MamaDateTime& time);
105 void setStatus (mama_u16_t status);
114 const char* getId ()
const;
124 const char* getUniqueId ()
const;
131 mama_quantity_t getSize ()
const;
138 Action getAction ()
const;
152 const MamaDateTime& getTime ()
const;
159 mama_u16_t getStatus ()
const;
169 double getPrice ()
const;
170 MamaPrice getMamaPrice ()
const;
198 mama_u32_t getPosition (mama_u32_t maxPos = 0)
const;
205 bool equalId (
const char*
id)
const;
226 {
return ! operator== (rhs); }
280 const char* getSymbol ()
const;
290 void setSourceDerivative (
const MamaSourceDerivative* deriv);
295 const MamaSourceDerivative* getSourceDerivative ()
const;
300 const MamaSource* getSource ()
const;
307 mamaSourceState getSourceState ()
const;
314 bool getCheckSourceState ()
const;
322 void setQuality (mamaQuality quality);
330 mamaQuality getQuality ()
const;
338 bool isVisible ()
const;
345 void setClosure (
void* closure);
352 void* getClosure ()
const;
373 static void setStrictChecking (
bool strict);
378 mama_quantity_t mSize;
382 const MamaSourceDerivative* mSourceDeriv;
384 mamaQuality mQuality;
393 #endif // MamdaOrderBookEntryH A new price level.
Definition: MamdaOrderBookTypes.h:47
MamdaOrderBookEntry is a class that represents an entry within a price level of an order book...
Definition: MamdaOrderBookEntry.h:48
MamdaOrderImbalanceUpdate is an interface that provides access to order imbalance related fields...
Definition: MamdaAuctionFields.h:29
Side
An enumeration for the side order book side.
Definition: MamdaOrderBookPriceLevel.h:66
MamdaOrderBook is a class that provides order book functionality, including iterators over price leve...
Definition: MamdaOrderBook.h:47
A deleted price level.
Definition: MamdaOrderBookTypes.h:49
An updated price level.
Definition: MamdaOrderBookTypes.h:48
Definition: MamdaOrderBookTypes.h:46
Action
An enumeration for book entry actions.
Definition: MamdaOrderBookEntry.h:57
MamdaOrderBookEntryManager is a class that provides a global order book lookup service, matching entry IDs that are unique across a set of order books.
Definition: MamdaOrderBookEntryManager.h:42
Reason
An enumeration for a reason for a change.
Definition: MamdaOrderBookTypes.h:73
MamdaOrderBookPriceLevel is a class that provides a price level type for order books.
Definition: MamdaOrderBookPriceLevel.h:44