Package com.wombat.mamda.orderbook
Interface MamdaBookAtomicLevel
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- All Superinterfaces:
MamdaBasicRecap
- All Known Implementing Classes:
MamdaBookAtomicListener
public interface MamdaBookAtomicLevel extends MamdaBasicRecap
MamdaBookAtomicLevel is an interface that provides access to trade related fields.
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Method Summary
All Methods Instance Methods Abstract Methods Modifier and Type Method Description java.util.Iterator
entryIterator()
char
getPriceLevelAction()
The action to apply to the orderbook for this price level.com.wombat.mama.MamaPrice
getPriceLevelMamaPrice()
Return the MamaPrice for this price level.long
getPriceLevelNum()
Return at which position this level is within an update containing a number of levels.double
getPriceLevelNumEntries()
Number of order book entries at current price level.long
getPriceLevelNumLevels()
Return the number of price levels in the order book update.double
getPriceLevelPrice()
Return the price for this price level.char
getPriceLevelSide()
Side of book at current price level.double
getPriceLevelSize()
Return the number of order entries comprising this price level.long
getPriceLevelSizeChange()
Aggregate size at current price level.com.wombat.mama.MamaDateTime
getPriceLevelTime()
Time of order book price level.-
Methods inherited from interface com.wombat.mamda.MamdaBasicRecap
getActivityTime, getActivityTimeFieldState, getLineTime, getLineTimeFieldState, getPartId, getPartIdFieldState, getSendTime, getSendTimeFieldState, getSrcTime, getSrcTimeFieldState, getSymbol, getSymbolFieldState
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Method Detail
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getPriceLevelNumLevels
long getPriceLevelNumLevels()
Return the number of price levels in the order book update.- Returns:
- The number of price levels.
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getPriceLevelNum
long getPriceLevelNum()
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)- Returns:
- The position of this level in the update received.
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getPriceLevelPrice
double getPriceLevelPrice()
Return the price for this price level.- Returns:
- The price level price.
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getPriceLevelMamaPrice
com.wombat.mama.MamaPrice getPriceLevelMamaPrice()
Return the MamaPrice for this price level.- Returns:
- The price level price.
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getPriceLevelSize
double getPriceLevelSize()
Return the number of order entries comprising this price level.
Not supported for V5 entry book updates.- Returns:
- The number of entries in this price level.
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getPriceLevelSizeChange
long getPriceLevelSizeChange()
Aggregate size at current price level.
Not supported for V5 entry book updates.- Returns:
- The aggregate size at the current price level.
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getPriceLevelAction
char getPriceLevelAction()
The action to apply to the orderbook for this price level. Can have a value of:- A : Add a new price level
- U : Update an existing price level
- D : Delete an existing price level
- C : Closing information for price level (often treat the same as Update).
- Returns:
- The price level action.
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getPriceLevelSide
char getPriceLevelSide()
Side of book at current price level.- B : Bid side. Same as 'buy' side.
- A : Ask side. Same as 'sell' side.
- Returns:
- The price level side.
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getPriceLevelTime
com.wombat.mama.MamaDateTime getPriceLevelTime()
Time of order book price level.- Returns:
- The time of the orderbook price level.
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getPriceLevelNumEntries
double getPriceLevelNumEntries()
Number of order book entries at current price level.
Not supported for V5 entry book updates.- Returns:
- The number of entries at the current price level.
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entryIterator
java.util.Iterator entryIterator()
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