Package com.wombat.mamda.orderbook
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Interface Summary Interface Description MamdaBookAtomicBookHandler MamdaBookAtomicBookHandler is an interface for applications that need to know when a MamdaBookAtomicListener finishes processing a single book update.MamdaBookAtomicGap MamdaBookAtomicGap is an interface that provides access to order book atomic update gap related fields.MamdaBookAtomicLevel MamdaBookAtomicLevel is an interface that provides access to trade related fields.MamdaBookAtomicLevelEntry MamdaBookAtomicLevel is an interface that provides access to Price Level and Price Level Entry fieldsMamdaBookAtomicLevelEntryHandler MamdaBookAtomicLevelEntryHandler is an interface for applications that want to have an easy way to handle order book Price Level and Entry updates.MamdaBookAtomicLevelHandler MamdaBookAtomicLevelHandler is an interface for applications that want to have an easy way to handle order book Price Level updates.MamdaOrderBookCheckerHandler MamdaOrderBookCheckerHandler is an interface for applications that want to handle the results of the MamdaOrderBookChecker.MamdaOrderBookClear MamdaOrderBookClear is an interface that provides access to order book related fields.MamdaOrderBookDelta MamdaOrderBookDelta is an interface that provides access to order book delta related fields.MamdaOrderBookEntryFilter MamdaOrderBookGap MamdaOrderBookGap is an interface that provides access to fields related to gap in orderBook reporting.MamdaOrderBookHandler Process updates on the order book.MamdaOrderBookRecap MamdaOrderBookRecap is an interface that provides access to order book related fields. -
Class Summary Class Description BookMsgHolder MamdaBookAtomicListener MamdaOrderBook MamdaOrderBook is a class that provides order book functionality, including iterators over price levels and entries within price levels.MamdaOrderBookBasicDelta MamdaOrderBookBasicDelta is a class that saves information about a basic order book delta.MamdaOrderBookBasicDeltaList MamdaOrderBookBasicDeltaList is a class that saves information about an order book delta that involves multiple entries and/or price levels.MamdaOrderBookChecker MamdaOrderBookCheckType MamdaOrderBookComplexDelta MamdaOrderBookComplexDelta is a class that saves information about a complex order book delta.MamdaOrderBookConcreteClear MamdaOrderBookConcreteClear is a class that saves information about a full order book image.MamdaOrderbookConcreteComplexDelta MamdaOrderBookConcreteComplexDelta is a class that saves information about a complex order book delta.MamdaOrderBookConcreteRecap MamdaOrderBookConcreteRecap is a class that saves information about a full order book image.MamdaOrderBookConcreteSimpleDelta MamdaOrderBookConcreteSimpleDelta is a class that saves information about a simple order book delta.MamdaOrderBookEntry MamdaOrderBookEntry is a class that provides implements order book functionality.MamdaOrderBookEntryManager MamdaOrderBookFields Maintains a cache of common orderbook related field descriptors.MamdaOrderBookListener MamdaOrderBookListener is a class that specializes in handling order book updates.MamdaOrderBookPriceLevel MamdaOrderBookSimpleDelta MamdaOrderBookSimpleDelta is a class that saves information about a simple order book delta.MamdaOrderBookTypes -
Exception Summary Exception Description MamdaOrderBookDuplicateEntryException MamdaOrderBookException MamdaOrderBookException gets thrown when there is an inconsistency in the order book.MamdaOrderBookInvalidEntryException MamdaOrderBookMissingEntryException